CABDX vs. SPY

In the year-to-date period, CABDX achieves a 0.81% return, which is significantly lower than SPY's 0.87% return. Over the past 10 years, CABDX has underperformed SPY with an annualized return of 9.19%, while SPY has yielded a comparatively higher 12.73% annualized return.

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CABDX has a 0.90% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AB Relative Value Fund (CABDX) and SPDR S&P 500 ETF (SPY). 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.

The current CABDX Sharpe Ratio is 0.36, which is lower than the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of CABDX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CABDX's dividend yield for the trailing twelve months is around 11.14%, more than SPY's 1.22% yield.

The maximum CABDX drawdown since its inception was -57.40%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CABDX and SPY.

The current volatility for AB Relative Value Fund (CABDX) is 4.59%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.86%. This indicates that CABDX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.