CIGYX vs. VIHAX
CIGYX (AB Concentrated International Growth Portfolio) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both mutual funds - CIGYX is a Foreign Large Cap Equities fund managed by AllianceBernstein, while VIHAX is a Large Cap Value Equities fund tracking the FTSE All-World ex US High Dividend Yield Index. Over the past 10 years, CIGYX returned 4.16%/yr vs 11.25%/yr for VIHAX. Their correlation of 0.81 means they have usually moved in the same direction. CIGYX charges 0.87%/yr vs 0.16%/yr for VIHAX.
Performance
CIGYX vs. VIHAX - 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 VIHAX's 18.05% return. Over the past 10 years, CIGYX has underperformed VIHAX with an annualized return of 4.16%, while VIHAX has yielded a comparatively higher 11.25% 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%
VIHAX
- 1D
- 2.01%
- 1M
- 4.98%
- 6M
- 11.54%
- YTD
- 18.05%
- 1Y
- 35.31%
- 3Y*
- 21.69%
- 5Y*
- 14.15%
- 10Y*
- 11.25%
- ALL TIME*
- 11.29%
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. VIHAX - 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% | 37.85% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 18.05% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 22.40% |
Correlation
The correlation between CIGYX and VIHAX is 0.72, 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. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2016 | 0.81 |
The correlation between CIGYX and VIHAX has been stable across timeframes, ranging from 0.72 to 0.81 - a consistent structural relationship.
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Return for Risk
CIGYX vs. VIHAX — Risk / Return Rank
CIGYX
VIHAX
CIGYX vs. VIHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Concentrated International Growth Portfolio (CIGYX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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 | VIHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.91 | ||
| Sortino ratioReturn per unit of downside risk | -3.87 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.52 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 3.62 | -3.68 |
| Martin ratioReturn relative to average drawdown | -0.15 | 13.83 | -13.99 |
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Drawdowns
CIGYX vs. VIHAX - Drawdown Comparison
The maximum CIGYX drawdown since its inception was -45.02%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for CIGYX and VIHAX.
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Drawdown Indicators
| CIGYX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.02% | -38.80% | -6.22% |
Max Drawdown (1Y)Largest decline over 1 year | -19.78% | -9.53% | -10.25% |
Max Drawdown (3Y)Largest decline over 3 years | -19.78% | -12.29% | -7.49% |
Max Drawdown (5Y)Largest decline over 5 years | -45.02% | -23.92% | -21.10% |
Max Drawdown (10Y)Largest decline over 10 years | -45.02% | -38.80% | -6.22% |
Current DrawdownCurrent decline from peak | -28.09% | 0.00% | -28.09% |
Average DrawdownAverage peak-to-trough decline | -16.71% | -5.94% | -10.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.08% | 2.49% | +5.59% |
Volatility
CIGYX vs. VIHAX - Volatility Comparison
AB Concentrated International Growth Portfolio (CIGYX) has a higher volatility of 5.49% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.47%. This indicates that CIGYX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIGYX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 3.47% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 16.39% | 10.27% | +6.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.80% | 12.15% | +7.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.33% | 13.77% | +5.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 15.55% | +2.63% |
CIGYX vs. VIHAX - Expense Ratio Comparison
CIGYX has a 0.87% expense ratio, which is higher than VIHAX's 0.16% expense ratio.
Dividends
CIGYX vs. VIHAX - Dividend Comparison
CIGYX's dividend yield for the trailing twelve months is around 0.61%, less than VIHAX's 3.43% 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% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.43% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% |
Frequently Asked Questions
CIGYX and VIHAX have a correlation of 0.72, 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 VIHAX (3.47%). In terms of maximum drawdown, CIGYX dropped -45.02% vs VIHAX's -38.80%.
VIHAX currently has the higher Sharpe Ratio (2.85 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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