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CIGYX vs. ACGYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CIGYX vs. ACGYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Concentrated International Growth Portfolio (CIGYX) and AB Income Fund (ACGYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CIGYX achieves a -0.61% return, which is significantly lower than ACGYX's -0.55% return. Over the past 10 years, CIGYX has outperformed ACGYX with an annualized return of 4.16%, while ACGYX has yielded a comparatively lower 1.87% annualized return.


CIGYX

1D
2.25%
1M
1.34%
6M
0.18%
YTD
-0.61%
1Y
1.95%
3Y*
0.75%
5Y*
-5.64%
10Y*
4.16%
ALL TIME*
3.88%

ACGYX

1D
0.16%
1M
-1.26%
6M
-0.96%
YTD
-0.55%
1Y
1.95%
3Y*
4.29%
5Y*
-0.63%
10Y*
1.87%
ALL TIME*
2.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

CIGYX vs. ACGYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIGYX
AB Concentrated International Growth Portfolio
-0.61%10.99%-0.94%4.26%-30.89%3.39%22.61%34.70%-16.45%37.85%
ACGYX
AB Income Fund
-0.55%7.86%2.07%6.16%-15.45%-1.30%6.88%11.25%-1.21%6.33%

Correlation

The correlation between CIGYX and ACGYX is 0.41, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.41

Correlation (3Y)
Balances recent behavior with more history.

0.30

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.30

Correlation (10Y)
Provides a long-term view across more market conditions.

0.21

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2016

0.20

Over the past year, CIGYX and ACGYX have become more correlated (0.41) than their long-term average of 0.20, meaning their price movements have been converging.

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Return for Risk

CIGYX vs. ACGYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CIGYX
CIGYX Risk / Return Rank: 44
Overall Rank
CIGYX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CIGYX Sortino Ratio Rank: 44
Sortino Ratio Rank
CIGYX Omega Ratio Rank: 44
Omega Ratio Rank
CIGYX Calmar Ratio Rank: 44
Calmar Ratio Rank
CIGYX Martin Ratio Rank: 44
Martin Ratio Rank

ACGYX
ACGYX Risk / Return Rank: 2121
Overall Rank
ACGYX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ACGYX Sortino Ratio Rank: 2121
Sortino Ratio Rank
ACGYX Omega Ratio Rank: 2121
Omega Ratio Rank
ACGYX Calmar Ratio Rank: 2121
Calmar Ratio Rank
ACGYX Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CIGYX vs. ACGYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Concentrated International Growth Portfolio (CIGYX) and AB Income Fund (ACGYX). 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.


CIGYXACGYXDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.01

1.14

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.06

1.00

-1.06

Martin ratioReturn relative to average drawdown

-0.15

2.74

-2.89

CIGYX vs. ACGYX - Sharpe Ratio Comparison

The current CIGYX Sharpe Ratio is -0.06, which is lower than the ACGYX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of CIGYX and ACGYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CIGYX vs. ACGYX - Drawdown Comparison

The maximum CIGYX drawdown since its inception was -45.02%, which is greater than ACGYX's maximum drawdown of -21.58%. Use the drawdown chart below to compare losses from any high point for CIGYX and ACGYX.


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Drawdown Indicators


CIGYXACGYXDifference

Max Drawdown

Largest peak-to-trough decline

-45.02%

-21.58%

-23.44%

Max Drawdown (1Y)

Largest decline over 1 year

-19.78%

-3.36%

-16.42%

Max Drawdown (3Y)

Largest decline over 3 years

-19.78%

-5.82%

-13.96%

Max Drawdown (5Y)

Largest decline over 5 years

-45.02%

-21.58%

-23.44%

Max Drawdown (10Y)

Largest decline over 10 years

-45.02%

-21.58%

-23.44%

Current Drawdown

Current decline from peak

-28.09%

-3.33%

-24.76%

Average Drawdown

Average peak-to-trough decline

-16.71%

-5.36%

-11.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.08%

1.22%

+6.86%

Volatility

CIGYX vs. ACGYX - Volatility Comparison

AB Concentrated International Growth Portfolio (CIGYX) has a higher volatility of 5.49% compared to AB Income Fund (ACGYX) at 1.18%. This indicates that CIGYX's price experiences larger fluctuations and is considered to be riskier than ACGYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIGYXACGYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

1.18%

+4.31%

Volatility (6M)

Calculated over the trailing 6-month period

16.39%

3.56%

+12.83%

Volatility (1Y)

Calculated over the trailing 1-year period

19.80%

4.37%

+15.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.33%

6.52%

+12.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

5.48%

+12.70%

CIGYX vs. ACGYX - Expense Ratio Comparison

CIGYX has a 0.87% expense ratio, which is higher than ACGYX's 0.54% expense ratio.


Dividends

CIGYX vs. ACGYX - Dividend Comparison

CIGYX's dividend yield for the trailing twelve months is around 0.61%, less than ACGYX's 4.55% yield.


PositionTTM2025202420232022202120202019201820172016
ACGYX
AB Income Fund
4.55%5.02%5.38%4.04%3.99%2.95%3.80%4.50%4.54%5.84%3.23%
CIGYX
AB Concentrated International Growth Portfolio
0.61%0.61%0.62%0.00%0.00%1.82%1.49%0.99%7.83%3.22%0.82%

Frequently Asked Questions


CIGYX and ACGYX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIGYX has higher volatility (5.49%) compared to ACGYX (1.18%). In terms of maximum drawdown, CIGYX dropped -45.02% vs ACGYX's -21.58%.

ACGYX currently has the higher Sharpe Ratio (0.77 vs -0.06), 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.

Portfolio Optimizer

Find the right allocation for CIGYX and ACGYX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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