AWF vs. CRDOX
Compare and contrast key facts about AllianceBernstein Global High Income Closed Fund (AWF) and Six Circles Credit Opportunities Fund (CRDOX).
AWF is an actively managed fund by AllianceBernstein. It was launched on Jul 28, 1993. CRDOX is managed by Six Circles. It was launched on Nov 22, 2020.
Performance
AWF vs. CRDOX - Performance Comparison
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AWF vs. CRDOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AWF AllianceBernstein Global High Income Closed Fund | -3.71% | 7.54% | 14.30% | 18.37% | -16.62% | 9.95% | 5.69% |
CRDOX Six Circles Credit Opportunities Fund | -1.45% | 7.48% | 8.69% | 8.06% | -10.62% | 2.66% | 1.71% |
Returns By Period
In the year-to-date period, AWF achieves a -3.71% return, which is significantly lower than CRDOX's -1.45% return.
AWF
- 1D
- -0.20%
- 1M
- -2.54%
- YTD
- -3.71%
- 6M
- -6.17%
- 1Y
- 1.32%
- 3Y*
- 9.47%
- 5Y*
- 4.52%
- 10Y*
- 6.13%
CRDOX
- 1D
- 0.34%
- 1M
- -2.43%
- YTD
- -1.45%
- 6M
- 0.10%
- 1Y
- 6.40%
- 3Y*
- 6.56%
- 5Y*
- 2.70%
- 10Y*
- —
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AWF vs. CRDOX - Expense Ratio Comparison
AWF has a 1.00% expense ratio, which is higher than CRDOX's 0.29% expense ratio.
Return for Risk
AWF vs. CRDOX — Risk / Return Rank
AWF
CRDOX
AWF vs. CRDOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AllianceBernstein Global High Income Closed Fund (AWF) and Six Circles Credit Opportunities Fund (CRDOX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AWF | CRDOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.12 | 2.04 | -1.92 |
Sortino ratioReturn per unit of downside risk | 0.22 | 2.80 | -2.57 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.47 | -0.44 |
Calmar ratioReturn relative to maximum drawdown | 0.17 | 1.81 | -1.64 |
Martin ratioReturn relative to average drawdown | 0.44 | 8.08 | -7.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AWF | CRDOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 2.04 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.66 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.72 | -0.41 |
Correlation
The correlation between AWF and CRDOX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AWF vs. CRDOX - Dividend Comparison
AWF's dividend yield for the trailing twelve months is around 7.74%, more than CRDOX's 6.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWF AllianceBernstein Global High Income Closed Fund | 7.74% | 7.81% | 7.47% | 7.33% | 10.30% | 6.48% | 6.68% | 6.62% | 7.97% | 6.03% | 7.73% | 10.28% |
CRDOX Six Circles Credit Opportunities Fund | 6.34% | 5.18% | 6.96% | 6.86% | 5.82% | 2.73% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AWF vs. CRDOX - Drawdown Comparison
The maximum AWF drawdown since its inception was -55.54%, which is greater than CRDOX's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for AWF and CRDOX.
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Drawdown Indicators
| AWF | CRDOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.54% | -15.92% | -39.62% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -3.14% | -7.05% |
Max Drawdown (5Y)Largest decline over 5 years | -25.25% | -15.92% | -9.33% |
Max Drawdown (10Y)Largest decline over 10 years | -40.12% | — | — |
Current DrawdownCurrent decline from peak | -7.73% | -2.81% | -4.92% |
Average DrawdownAverage peak-to-trough decline | -12.34% | -3.63% | -8.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 0.70% | +3.19% |
Volatility
AWF vs. CRDOX - Volatility Comparison
AllianceBernstein Global High Income Closed Fund (AWF) has a higher volatility of 4.54% compared to Six Circles Credit Opportunities Fund (CRDOX) at 1.44%. This indicates that AWF's price experiences larger fluctuations and is considered to be riskier than CRDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AWF | CRDOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 1.44% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 5.85% | 2.19% | +3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.30% | 3.28% | +8.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.97% | 4.11% | +7.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 4.04% | +11.12% |