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CPIEX vs. ASILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPIEX vs. ASILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Counterpoint Tactical Equity Fund (CPIEX) and AB Select US Long/Short Portfolio (ASILX). The values are adjusted to include any dividend payments, if applicable.

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CPIEX vs. ASILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPIEX
Counterpoint Tactical Equity Fund
-1.43%10.21%37.75%6.18%12.15%54.08%-29.20%-7.69%-3.17%14.15%
ASILX
AB Select US Long/Short Portfolio
-1.59%9.77%18.46%11.06%-9.94%17.81%10.23%17.17%-1.61%12.61%

Returns By Period

In the year-to-date period, CPIEX achieves a -1.43% return, which is significantly higher than ASILX's -1.59% return. Over the past 10 years, CPIEX has underperformed ASILX with an annualized return of 7.67%, while ASILX has yielded a comparatively higher 8.50% annualized return.


CPIEX

1D
0.09%
1M
-3.65%
YTD
-1.43%
6M
-1.85%
1Y
3.43%
3Y*
18.02%
5Y*
23.12%
10Y*
7.67%

ASILX

1D
0.85%
1M
-1.86%
YTD
-1.59%
6M
-0.37%
1Y
8.61%
3Y*
12.19%
5Y*
7.32%
10Y*
8.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPIEX vs. ASILX - Expense Ratio Comparison

CPIEX has a 1.75% expense ratio, which is higher than ASILX's 1.55% expense ratio.


Return for Risk

CPIEX vs. ASILX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CPIEX
CPIEX Risk / Return Rank: 1414
Overall Rank
CPIEX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CPIEX Sortino Ratio Rank: 1111
Sortino Ratio Rank
CPIEX Omega Ratio Rank: 1010
Omega Ratio Rank
CPIEX Calmar Ratio Rank: 2020
Calmar Ratio Rank
CPIEX Martin Ratio Rank: 1919
Martin Ratio Rank

ASILX
ASILX Risk / Return Rank: 7575
Overall Rank
ASILX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ASILX Sortino Ratio Rank: 7070
Sortino Ratio Rank
ASILX Omega Ratio Rank: 6666
Omega Ratio Rank
ASILX Calmar Ratio Rank: 8888
Calmar Ratio Rank
ASILX Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CPIEX vs. ASILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Counterpoint Tactical Equity Fund (CPIEX) and AB Select US Long/Short Portfolio (ASILX). 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.


CPIEXASILXDifference

Sharpe ratio

Return per unit of total volatility

0.36

1.32

-0.96

Sortino ratio

Return per unit of downside risk

0.56

1.85

-1.28

Omega ratio

Gain probability vs. loss probability

1.07

1.27

-0.20

Calmar ratio

Return relative to maximum drawdown

0.64

2.48

-1.83

Martin ratio

Return relative to average drawdown

2.08

8.71

-6.63

CPIEX vs. ASILX - Sharpe Ratio Comparison

The current CPIEX Sharpe Ratio is 0.36, which is lower than the ASILX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of CPIEX and ASILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CPIEXASILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

1.32

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.81

0.91

+0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.92

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.91

-0.39

Correlation

The correlation between CPIEX and ASILX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CPIEX vs. ASILX - Dividend Comparison

CPIEX's dividend yield for the trailing twelve months is around 5.65%, less than ASILX's 13.36% yield.


TTM20252024202320222021202020192018201720162015
CPIEX
Counterpoint Tactical Equity Fund
5.65%5.56%2.16%2.44%3.05%0.00%0.00%0.00%3.40%5.93%0.00%0.00%
ASILX
AB Select US Long/Short Portfolio
13.36%13.15%7.18%1.41%6.51%11.92%4.28%3.54%8.71%5.03%0.00%3.35%

Drawdowns

CPIEX vs. ASILX - Drawdown Comparison

The maximum CPIEX drawdown since its inception was -48.20%, which is greater than ASILX's maximum drawdown of -18.36%. Use the drawdown chart below to compare losses from any high point for CPIEX and ASILX.


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Drawdown Indicators


CPIEXASILXDifference

Max Drawdown

Largest peak-to-trough decline

-48.20%

-18.36%

-29.84%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-3.62%

-3.52%

Max Drawdown (5Y)

Largest decline over 5 years

-9.76%

-12.30%

+2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-48.20%

-18.36%

-29.84%

Current Drawdown

Current decline from peak

-4.98%

-2.79%

-2.19%

Average Drawdown

Average peak-to-trough decline

-10.03%

-2.49%

-7.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

1.03%

+1.18%

Volatility

CPIEX vs. ASILX - Volatility Comparison

Counterpoint Tactical Equity Fund (CPIEX) has a higher volatility of 2.94% compared to AB Select US Long/Short Portfolio (ASILX) at 1.51%. This indicates that CPIEX's price experiences larger fluctuations and is considered to be riskier than ASILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPIEXASILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

1.51%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

4.09%

+4.95%

Volatility (1Y)

Calculated over the trailing 1-year period

11.06%

6.63%

+4.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.85%

8.05%

+4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.71%

9.30%

+3.41%