CIGYX vs. RWIIX
CIGYX (AB Concentrated International Growth Portfolio) and RWIIX (Redwood AlphaFactor Tactical International Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, CIGYX returned -5.64%/yr vs 2.07%/yr for RWIIX. Their 0.54 correlation means they have sometimes moved together and sometimes differently. CIGYX charges 0.87%/yr vs 1.22%/yr for RWIIX.
Performance
CIGYX vs. RWIIX - Performance Comparison
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Returns By Period
In the year-to-date period, CIGYX achieves a -0.61% return, which is significantly lower than RWIIX's 8.02% 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%
RWIIX
- 1D
- 1.08%
- 1M
- 1.89%
- 6M
- 3.85%
- YTD
- 8.02%
- 1Y
- 18.70%
- 3Y*
- 3.06%
- 5Y*
- 2.07%
- 10Y*
- —
- ALL TIME*
- 3.77%
Liquidity Comparison
| Position | Avg. 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. RWIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIGYX AB Concentrated International Growth Portfolio | -0.61% | 10.99% | -0.94% | 4.26% | -30.89% | 3.39% | 22.61% | 34.70% | -16.45% | 0.35% |
RWIIX Redwood AlphaFactor Tactical International Fund | 8.02% | 7.87% | -6.03% | 9.07% | -11.57% | 10.68% | 14.57% | 4.58% | -2.46% | 0.62% |
Correlation
The correlation between CIGYX and RWIIX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Dec 26, 2017 | 0.54 |
The correlation between CIGYX and RWIIX shifts across timeframes, from 0.54 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CIGYX vs. RWIIX — Risk / Return Rank
CIGYX
RWIIX
CIGYX vs. RWIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Concentrated International Growth Portfolio (CIGYX) and Redwood AlphaFactor Tactical International Fund (RWIIX). 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.
| CIGYX | RWIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.28 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 2.48 | -2.54 |
| Martin ratioReturn relative to average drawdown | -0.15 | 6.02 | -6.18 |
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Drawdowns
CIGYX vs. RWIIX - Drawdown Comparison
The maximum CIGYX drawdown since its inception was -45.02%, which is greater than RWIIX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for CIGYX and RWIIX.
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Drawdown Indicators
| CIGYX | RWIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.02% | -20.34% | -24.68% |
Max Drawdown (1Y)Largest decline over 1 year | -19.78% | -6.94% | -12.84% |
Max Drawdown (3Y)Largest decline over 3 years | -19.78% | -20.34% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -45.02% | -20.34% | -24.68% |
Max Drawdown (10Y)Largest decline over 10 years | -45.02% | — | — |
Current DrawdownCurrent decline from peak | -28.09% | -1.89% | -26.20% |
Average DrawdownAverage peak-to-trough decline | -16.71% | -7.73% | -8.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.08% | 2.86% | +5.22% |
Volatility
CIGYX vs. RWIIX - Volatility Comparison
AB Concentrated International Growth Portfolio (CIGYX) has a higher volatility of 5.49% compared to Redwood AlphaFactor Tactical International Fund (RWIIX) at 3.20%. This indicates that CIGYX's price experiences larger fluctuations and is considered to be riskier than RWIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIGYX | RWIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 3.20% | +2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 16.39% | 9.42% | +6.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.80% | 11.68% | +8.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.33% | 11.70% | +7.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 10.98% | +7.20% |
CIGYX vs. RWIIX - Expense Ratio Comparison
CIGYX has a 0.87% expense ratio, which is lower than RWIIX's 1.22% expense ratio.
Dividends
CIGYX vs. RWIIX - Dividend Comparison
CIGYX's dividend yield for the trailing twelve months is around 0.61%, less than RWIIX's 8.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RWIIX Redwood AlphaFactor Tactical International Fund | 8.09% | 8.74% | 0.00% | 6.82% | 1.72% | 14.15% | 6.51% | 1.84% | 0.86% | 0.02% | 0.00% |
Frequently Asked Questions
CIGYX and RWIIX have a correlation of 0.67, 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 RWIIX (3.20%). In terms of maximum drawdown, CIGYX dropped -45.02% vs RWIIX's -20.34%.
RWIIX currently has the higher Sharpe Ratio (1.48 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.
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