SCYVX vs. AWF
SCYVX (AB Small Cap Value Portfolio) and AWF (AllianceBernstein Global High Income Closed Fund) are both mutual funds - SCYVX is a Small Cap Value Equities fund managed by AllianceBernstein, while AWF is a High Yield Bonds fund actively managed by AllianceBernstein. Over the past 10 years, SCYVX returned 9.19%/yr vs 5.51%/yr for AWF. At a 0.39 correlation, their price movements are largely independent. SCYVX charges 0.92%/yr vs 1.00%/yr for AWF.
Performance
SCYVX vs. AWF - Performance Comparison
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Returns By Period
In the year-to-date period, SCYVX achieves a 26.59% return, which is significantly higher than AWF's -0.83% return. Over the past 10 years, SCYVX has outperformed AWF with an annualized return of 9.19%, while AWF has yielded a comparatively lower 5.51% annualized return.
SCYVX
- 1D
- 0.00%
- 1M
- 1.42%
- 6M
- 19.97%
- YTD
- 26.59%
- 1Y
- 28.21%
- 3Y*
- 14.27%
- 5Y*
- 6.46%
- 10Y*
- 9.19%
AWF
- 1D
- 0.39%
- 1M
- 1.04%
- 6M
- -0.80%
- YTD
- -0.83%
- 1Y
- -1.08%
- 3Y*
- 8.94%
- 5Y*
- 4.10%
- 10Y*
- 5.51%
SCYVX vs. AWF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCYVX AB Small Cap Value Portfolio | 26.59% | -0.02% | 11.46% | 7.82% | -16.68% | 35.56% | 3.45% | 25.72% | -16.43% | 8.97% |
AWF AllianceBernstein Global High Income Closed Fund | -0.83% | 7.54% | 14.30% | 18.37% | -16.62% | 9.95% | 4.40% | 23.40% | -11.35% | 7.77% |
Correlation
The correlation between SCYVX and AWF is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.39 |
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Return for Risk
SCYVX vs. AWF — Risk / Return Rank
SCYVX
AWF
SCYVX vs. AWF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Value Portfolio (SCYVX) 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.
| SCYVX | AWF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.79 | ||
| Sortino ratioReturn per unit of downside risk | +2.57 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.99 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | -0.11 | +3.38 |
| Martin ratioReturn relative to average drawdown | 9.68 | -0.23 | +9.91 |
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Drawdowns
SCYVX vs. AWF - Drawdown Comparison
The maximum SCYVX drawdown since its inception was -47.74%, smaller than the maximum AWF drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for SCYVX and AWF.
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Drawdown Indicators
| SCYVX | AWF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.74% | -55.54% | +7.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -10.19% | +1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -27.12% | -11.12% | -16.00% |
Max Drawdown (5Y)Largest decline over 5 years | -29.12% | -25.25% | -3.87% |
Max Drawdown (10Y)Largest decline over 10 years | -47.74% | -40.12% | -7.62% |
Current DrawdownCurrent decline from peak | -1.59% | -4.97% | +3.38% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -12.28% | +2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 4.62% | -1.68% |
Volatility
SCYVX vs. AWF - Volatility Comparison
AB Small Cap Value Portfolio (SCYVX) has a higher volatility of 4.32% compared to AllianceBernstein Global High Income Closed Fund (AWF) at 2.07%. This indicates that SCYVX'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
| SCYVX | AWF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 2.07% | +2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 11.43% | 7.48% | +3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.12% | 8.87% | +8.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.64% | 12.12% | +9.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.89% | 15.18% | +8.71% |
SCYVX vs. AWF - Expense Ratio Comparison
SCYVX has a 0.92% expense ratio, which is lower than AWF's 1.00% expense ratio.
Dividends
SCYVX vs. AWF - Dividend Comparison
SCYVX's dividend yield for the trailing twelve months is around 3.85%, less than AWF's 7.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWF AllianceBernstein Global High Income Closed Fund | 7.71% | 7.81% | 7.47% | 7.33% | 10.30% | 6.48% | 6.68% | 6.62% | 7.97% | 6.03% | 7.73% | 10.28% |
SCYVX AB Small Cap Value Portfolio | 3.85% | 4.87% | 4.23% | 0.52% | 5.15% | 7.39% | 0.55% | 5.37% | 6.44% | 5.67% | 0.54% | 0.52% |
Frequently Asked Questions
SCYVX and AWF have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCYVX has higher volatility (4.32%) compared to AWF (2.07%). In terms of maximum drawdown, SCYVX dropped -47.74% vs AWF's -55.54%.
SCYVX currently has the higher Sharpe Ratio (1.67 vs -0.12), 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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