CABDX vs. BUFBX
CABDX (AB Relative Value Fund) and BUFBX (Buffalo Flexible Income Fund) are both Large Cap Value Equities funds. Over the past 10 years, CABDX returned 11.74%/yr vs 9.64%/yr for BUFBX. Their correlation of 0.81 suggests significant overlap in exposure. CABDX charges 0.90%/yr vs 1.01%/yr for BUFBX.
Performance
CABDX vs. BUFBX - Performance Comparison
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Returns By Period
In the year-to-date period, CABDX achieves a 12.87% return, which is significantly higher than BUFBX's 8.19% return. Over the past 10 years, CABDX has outperformed BUFBX with an annualized return of 11.74%, while BUFBX has yielded a comparatively lower 9.64% annualized return.
CABDX
- 1D
- 0.41%
- 1M
- 1.96%
- YTD
- 12.87%
- 6M
- 12.00%
- 1Y
- 21.51%
- 3Y*
- 15.63%
- 5Y*
- 10.04%
- 10Y*
- 11.74%
BUFBX
- 1D
- 0.14%
- 1M
- -4.32%
- YTD
- 8.19%
- 6M
- 8.08%
- 1Y
- 14.07%
- 3Y*
- 12.42%
- 5Y*
- 10.40%
- 10Y*
- 9.64%
CABDX vs. BUFBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CABDX AB Relative Value Fund | 12.87% | 10.26% | 12.63% | 11.24% | -4.23% | 27.48% | 2.81% | 23.06% | -6.00% | 18.84% |
BUFBX Buffalo Flexible Income Fund | 8.19% | 10.37% | 10.26% | 7.42% | 3.97% | 29.97% | -2.27% | 18.76% | -7.01% | 13.20% |
Correlation
The correlation between CABDX and BUFBX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Aug 12, 1994 | 0.81 |
Over the past year, the correlation between CABDX and BUFBX has dropped to 0.56 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
CABDX vs. BUFBX — Risk / Return Rank
CABDX
BUFBX
CABDX vs. BUFBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Relative Value Fund (CABDX) and Buffalo Flexible Income Fund (BUFBX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CABDX | BUFBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.27 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 3.26 | +0.37 |
| Martin ratioReturn relative to average drawdown | 13.19 | 11.49 | +1.70 |
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Drawdowns
CABDX vs. BUFBX - Drawdown Comparison
The maximum CABDX drawdown since its inception was -57.40%, which is greater than BUFBX's maximum drawdown of -39.78%. Use the drawdown chart below to compare losses from any high point for CABDX and BUFBX.
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Drawdown Indicators
| CABDX | BUFBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.40% | -39.78% | -17.62% |
Max Drawdown (1Y)Largest decline over 1 year | -6.21% | -4.45% | -1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -15.69% | -12.85% | -2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -17.53% | -14.67% | -2.86% |
Max Drawdown (10Y)Largest decline over 10 years | -36.33% | -35.51% | -0.82% |
Current DrawdownCurrent decline from peak | -0.27% | -4.32% | +4.05% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -4.72% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 1.26% | +0.45% |
Volatility
CABDX vs. BUFBX - Volatility Comparison
The current volatility for AB Relative Value Fund (CABDX) is 3.20%, while Buffalo Flexible Income Fund (BUFBX) has a volatility of 3.41%. This indicates that CABDX experiences smaller price fluctuations and is considered to be less risky than BUFBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CABDX | BUFBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 3.41% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.92% | 6.92% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.56% | 9.19% | +1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.43% | 13.40% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.52% | 15.61% | +0.91% |
CABDX vs. BUFBX - Expense Ratio Comparison
CABDX has a 0.90% expense ratio, which is lower than BUFBX's 1.01% expense ratio.
Dividends
CABDX vs. BUFBX - Dividend Comparison
CABDX's dividend yield for the trailing twelve months is around 5.36%, less than BUFBX's 8.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUFBX Buffalo Flexible Income Fund | 8.42% | 9.10% | 3.77% | 3.48% | 4.16% | 5.57% | 3.33% | 2.73% | 6.01% | 5.49% | 2.39% | 3.67% |
CABDX AB Relative Value Fund | 5.36% | 6.05% | 11.24% | 6.55% | 8.00% | 10.15% | 1.18% | 4.45% | 15.34% | 12.71% | 6.97% | 4.34% |
Frequently Asked Questions
CABDX and BUFBX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BUFBX has higher volatility (3.41%) compared to CABDX (3.20%). In terms of maximum drawdown, CABDX dropped -57.40% vs BUFBX's -39.78%.
CABDX currently has the higher Sharpe Ratio (2.14 vs 1.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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