SDFI vs. EYEG

Last updated Jun 24, 2026

SDFI (AB Short Duration Income ETF) and EYEG (AB Corporate Bond ETF) are both exchange-traded funds - SDFI is a Short-Term Bond fund tracking the Actively Managed, while EYEG is a Corporate Bonds fund actively managed by AllianceBernstein. SDFI is passively managed, while EYEG is actively managed. Over the past year, SDFI returned 3.91% vs 4.90% for EYEG. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.

Performance

SDFI vs. EYEG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Short Duration Income ETF (SDFI) and AB Corporate Bond ETF (EYEG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SDFI achieves a 0.89% return, which is significantly higher than EYEG's 0.60% return.

SDFI

• 1D: 0.03%
• 1M: 0.20%
• YTD: 0.89%
• 6M: 1.13%
• 1Y: 3.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

EYEG

• 1D: 0.13%
• 1M: 0.72%
• YTD: 0.60%
• 6M: 0.76%
• 1Y: 4.90%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SDFI vs. EYEG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SDFI AB Short Duration Income ETF	0.89%	6.39%	3.73%
EYEG AB Corporate Bond ETF	0.60%	7.42%	3.12%

Correlation

The correlation between SDFI and EYEG is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (All Time) Calculated using the full available price history since Jun 10, 2024	0.76

The correlation between SDFI and EYEG has been stable across timeframes, ranging from 0.76 to 0.76 - a consistent structural relationship.

Return for Risk

SDFI vs. EYEG — Risk / Return Rank

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

SDFI

SDFI Risk / Return Rank: 71
SDFI Sharpe Ratio Rank: 65
SDFI Sortino Ratio Rank: 69
SDFI Omega Ratio Rank: 71
SDFI Calmar Ratio Rank: 72
SDFI Martin Ratio Rank: 77

EYEG

EYEG Risk / Return Rank: 34
EYEG Sharpe Ratio Rank: 34
EYEG Sortino Ratio Rank: 34
EYEG Omega Ratio Rank: 31
EYEG Calmar Ratio Rank: 37
EYEG Martin Ratio Rank: 34

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.

SDFI vs. EYEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Short Duration Income ETF (SDFI) and AB Corporate Bond ETF (EYEG). 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.

	SDFI	EYEG	Difference
Sharpe ratio: Return per unit of total volatility	1.92	1.14	+0.78
Sortino ratio: Return per unit of downside risk	2.82	1.68	+1.14
Omega ratio: Gain probability vs. loss probability	1.38	1.20	+0.18
Calmar ratio: Return relative to maximum drawdown	3.27	1.73	+1.54
Martin ratio: Return relative to average drawdown	13.25	4.97	+8.28

SDFI vs. EYEG - Sharpe Ratio Comparison

The current SDFI Sharpe Ratio is 1.92, which is higher than the EYEG Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of SDFI and EYEG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SDFI vs. EYEG - Drawdown Comparison

The maximum SDFI drawdown since its inception was -1.21%, smaller than the maximum EYEG drawdown of -4.66%. Use the drawdown chart below to compare losses from any high point for SDFI and EYEG.

Drawdown Indicators

	SDFI	EYEG	Difference
Max Drawdown Largest peak-to-trough decline	-1.21%	-4.66%	+3.45%
Max Drawdown (1Y) Largest decline over 1 year	-1.20%	-2.84%	+1.64%
Current Drawdown Current decline from peak	-0.20%	-0.72%	+0.52%
Average Drawdown Average peak-to-trough decline	-0.22%	-1.24%	+1.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.30%	0.99%	-0.69%

Volatility

SDFI vs. EYEG - Volatility Comparison

The current volatility for AB Short Duration Income ETF (SDFI) is 0.61%, while AB Corporate Bond ETF (EYEG) has a volatility of 1.12%. This indicates that SDFI experiences smaller price fluctuations and is considered to be less risky than EYEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDFI	EYEG	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.61%	1.12%	-0.51%
Volatility (6M) Calculated over the trailing 6-month period	1.39%	3.25%	-1.86%
Volatility (1Y) Calculated over the trailing 1-year period	2.05%	4.31%	-2.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.48%	5.45%	-2.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.48%	5.45%	-2.97%

SDFI vs. EYEG - Expense Ratio Comparison

Both SDFI and EYEG have an expense ratio of 0.30%.

Dividends

SDFI vs. EYEG - Dividend Comparison

SDFI's dividend yield for the trailing twelve months is around 4.61%, less than EYEG's 4.93% yield.

Position	TTM	2025	2024	2023
EYEG AB Corporate Bond ETF	4.93%	4.94%	6.07%	0.25%
SDFI AB Short Duration Income ETF	4.61%	4.66%	3.11%	0.00%

Frequently Asked Questions

Can I hold both SDFI and EYEG in my portfolio?

SDFI and EYEG have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SDFI or EYEG?

EYEG has higher volatility (1.12%) compared to SDFI (0.61%). In terms of maximum drawdown, SDFI dropped -1.21% vs EYEG's -4.66%.

Which ETF is better, SDFI or EYEG?

On 1-year performance, EYEG leads with 4.90% vs 3.91% for SDFI. Both ETFs have the same 0.30% expense ratio. On volatility, SDFI has been the lower-risk option at 0.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SDFI or EYEG?

Over the 1-year period, EYEG has performed better with a 4.90% return vs 3.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SDFI or EYEG?

SDFI and EYEG have the same expense ratio: 0.30% per year.

Which ETF pays a higher dividend yield, SDFI or EYEG?

EYEG has the higher dividend yield at 4.93%, compared with 4.61% for SDFI.

What is the main difference between SDFI and EYEG?

SDFI is categorized as Short-Term Bond, while EYEG is Corporate Bonds.

Which has better risk-adjusted returns?

SDFI currently has the higher Sharpe Ratio (1.92 vs 1.14), 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.