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AWF vs. LQD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AWF vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianceBernstein Global High Income Closed Fund (AWF) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). The values are adjusted to include any dividend payments, if applicable.

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AWF vs. LQD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AWF
AllianceBernstein Global High Income Closed Fund
-3.52%7.54%14.30%18.37%-16.62%9.95%4.40%23.40%-11.35%7.77%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
-0.38%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%7.06%

Returns By Period

In the year-to-date period, AWF achieves a -3.52% return, which is significantly lower than LQD's -0.38% return. Over the past 10 years, AWF has outperformed LQD with an annualized return of 6.15%, while LQD has yielded a comparatively lower 2.61% annualized return.


AWF

1D
2.94%
1M
-1.78%
YTD
-3.52%
6M
-5.90%
1Y
1.90%
3Y*
9.54%
5Y*
4.56%
10Y*
6.15%

LQD

1D
0.63%
1M
-2.07%
YTD
-0.38%
6M
-0.04%
1Y
4.88%
3Y*
4.26%
5Y*
0.09%
10Y*
2.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AWF vs. LQD - Expense Ratio Comparison

AWF has a 1.00% expense ratio, which is higher than LQD's 0.15% expense ratio.


Return for Risk

AWF vs. LQD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AWF
AWF Risk / Return Rank: 99
Overall Rank
AWF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
AWF Sortino Ratio Rank: 77
Sortino Ratio Rank
AWF Omega Ratio Rank: 88
Omega Ratio Rank
AWF Calmar Ratio Rank: 1010
Calmar Ratio Rank
AWF Martin Ratio Rank: 99
Martin Ratio Rank

LQD
LQD Risk / Return Rank: 4646
Overall Rank
LQD Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3939
Sortino Ratio Rank
LQD Omega Ratio Rank: 3737
Omega Ratio Rank
LQD Calmar Ratio Rank: 6464
Calmar Ratio Rank
LQD Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AWF vs. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianceBernstein Global High Income Closed Fund (AWF) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.


AWFLQDDifference

Sharpe ratio

Return per unit of total volatility

0.17

0.74

-0.57

Sortino ratio

Return per unit of downside risk

0.29

1.04

-0.75

Omega ratio

Gain probability vs. loss probability

1.05

1.14

-0.09

Calmar ratio

Return relative to maximum drawdown

0.20

1.50

-1.31

Martin ratio

Return relative to average drawdown

0.52

4.15

-3.63

AWF vs. LQD - Sharpe Ratio Comparison

The current AWF Sharpe Ratio is 0.17, which is lower than the LQD Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of AWF and LQD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AWFLQDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.74

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.01

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.30

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.54

-0.23

Correlation

The correlation between AWF and LQD is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AWF vs. LQD - Dividend Comparison

AWF's dividend yield for the trailing twelve months is around 7.73%, more than LQD's 4.52% yield.


TTM20252024202320222021202020192018201720162015
AWF
AllianceBernstein Global High Income Closed Fund
7.73%7.81%7.47%7.33%10.30%6.48%6.68%6.62%7.97%6.03%7.73%10.28%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.52%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%

Drawdowns

AWF vs. LQD - Drawdown Comparison

The maximum AWF drawdown since its inception was -55.54%, which is greater than LQD's maximum drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for AWF and LQD.


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Drawdown Indicators


AWFLQDDifference

Max Drawdown

Largest peak-to-trough decline

-55.54%

-24.95%

-30.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

-3.38%

-6.81%

Max Drawdown (5Y)

Largest decline over 5 years

-25.25%

-24.95%

-0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-40.12%

-24.95%

-15.17%

Current Drawdown

Current decline from peak

-7.55%

-4.52%

-3.03%

Average Drawdown

Average peak-to-trough decline

-12.35%

-3.99%

-8.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

1.22%

+2.63%

Volatility

AWF vs. LQD - Volatility Comparison

AllianceBernstein Global High Income Closed Fund (AWF) has a higher volatility of 4.56% compared to iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) at 2.65%. This indicates that AWF's price experiences larger fluctuations and is considered to be riskier than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AWFLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

2.65%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

5.85%

3.76%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.30%

6.60%

+4.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.98%

8.66%

+3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

8.67%

+6.49%