SCRZX vs. AWF
SCRZX (AB Small Cap Core Portfolio) and AWF (AllianceBernstein Global High Income Closed Fund) are both mutual funds - SCRZX is a Small Cap Blend Equities fund managed by AllianceBernstein, while AWF is a High Yield Bonds fund actively managed by AllianceBernstein. Over the past 10 years, SCRZX returned 9.77%/yr vs 5.40%/yr for AWF. Their 0.43 correlation means their historical movements had little consistent relationship. SCRZX charges 0.87%/yr vs 1.00%/yr for AWF.
Performance
SCRZX vs. AWF - Performance Comparison
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Returns By Period
In the year-to-date period, SCRZX achieves a 19.79% return, which is significantly higher than AWF's -1.31% return. Over the past 10 years, SCRZX has outperformed AWF with an annualized return of 9.77%, while AWF has yielded a comparatively lower 5.40% annualized return.
SCRZX
- 1D
- -0.50%
- 1M
- -1.55%
- 6M
- 12.83%
- YTD
- 19.79%
- 1Y
- 33.08%
- 3Y*
- 13.63%
- 5Y*
- 7.82%
- 10Y*
- 9.77%
- ALL TIME*
- 9.86%
AWF
- 1D
- 0.50%
- 1M
- -0.59%
- 6M
- -1.56%
- YTD
- -1.31%
- 1Y
- -1.92%
- 3Y*
- 8.78%
- 5Y*
- 3.59%
- 10Y*
- 5.40%
- ALL TIME*
- 6.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.79M | $3.34M | $3.76M | |
| $0.00 | $0.00 | $0.00 |
SCRZX vs. AWF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCRZX AB Small Cap Core Portfolio | 19.79% | 7.75% | 7.72% | 20.91% | -18.89% | 23.27% | 12.41% | 24.28% | -13.25% | 7.40% |
AWF AllianceBernstein Global High Income Closed Fund | -1.31% | 7.54% | 14.30% | 18.37% | -16.62% | 9.95% | 4.40% | 23.40% | -11.35% | 7.77% |
Correlation
The correlation between SCRZX and AWF is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.43 |
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Return for Risk
SCRZX vs. AWF — Risk / Return Rank
SCRZX
AWF
SCRZX vs. AWF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Core Portfolio (SCRZX) and AllianceBernstein Global High Income Closed Fund (AWF). 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.
| SCRZX | AWF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.87 | ||
| Sortino ratioReturn per unit of downside risk | +2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.97 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | -0.19 | +3.41 |
| Martin ratioReturn relative to average drawdown | 11.28 | -0.40 | +11.68 |
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Drawdowns
SCRZX vs. AWF - Drawdown Comparison
The maximum SCRZX drawdown since its inception was -44.82%, smaller than the maximum AWF drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for SCRZX and AWF.
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Drawdown Indicators
| SCRZX | AWF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.82% | -55.54% | +10.72% |
Max Drawdown (1Y)Largest decline over 1 year | -9.37% | -10.19% | +0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -28.46% | -11.12% | -17.34% |
Max Drawdown (5Y)Largest decline over 5 years | -29.24% | -25.25% | -3.99% |
Max Drawdown (10Y)Largest decline over 10 years | -44.82% | -40.12% | -4.70% |
Current DrawdownCurrent decline from peak | -2.31% | -5.43% | +3.12% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -12.27% | +3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 4.81% | -2.13% |
Volatility
SCRZX vs. AWF - Volatility Comparison
AB Small Cap Core Portfolio (SCRZX) has a higher volatility of 3.56% compared to AllianceBernstein Global High Income Closed Fund (AWF) at 1.77%. This indicates that SCRZX's price experiences larger fluctuations and is considered to be riskier than AWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCRZX | AWF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 1.77% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 13.16% | 7.47% | +5.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.41% | 8.48% | +9.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.93% | 12.09% | +9.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.20% | 15.18% | +8.02% |
SCRZX vs. AWF - Expense Ratio Comparison
SCRZX has a 0.87% expense ratio, which is lower than AWF's 1.00% expense ratio.
Dividends
SCRZX vs. AWF - Dividend Comparison
SCRZX's dividend yield for the trailing twelve months is around 8.96%, more than AWF's 7.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWF AllianceBernstein Global High Income Closed Fund | 7.75% | 7.81% | 7.47% | 7.33% | 10.30% | 6.48% | 6.68% | 6.62% | 7.97% | 6.03% | 7.73% | 10.28% |
SCRZX AB Small Cap Core Portfolio | 8.96% | 10.74% | 15.00% | 8.51% | 8.47% | 5.95% | 0.51% | 0.47% | 8.63% | 6.37% | 0.28% | 0.00% |
Frequently Asked Questions
SCRZX and AWF have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCRZX has higher volatility (3.56%) compared to AWF (1.77%). In terms of maximum drawdown, SCRZX dropped -44.82% vs AWF's -55.54%.
SCRZX currently has the higher Sharpe Ratio (1.64 vs -0.23), 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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