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SDFI vs. FWD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDFI vs. FWD - Performance Comparison

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

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Returns By Period

In the year-to-date period, SDFI achieves a 0.86% return, which is significantly lower than FWD's 42.55% return.


SDFI

1D
-0.06%
1M
0.18%
YTD
0.86%
6M
1.16%
1Y
4.06%
3Y*
5Y*
10Y*

FWD

1D
1.11%
1M
8.76%
YTD
42.55%
6M
40.47%
1Y
76.62%
3Y*
40.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDFI vs. FWD - Yearly Performance Comparison


2026 (YTD)20252024
SDFI
AB Short Duration Income ETF
0.86%6.39%3.73%
FWD
AB Disruptors ETF
42.55%32.00%7.59%

Correlation

The correlation between SDFI and FWD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2024

0.11

The correlation between SDFI and FWD shifts across timeframes, from 0.11 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SDFI vs. FWD — Risk / Return Rank

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

SDFI
SDFI Risk / Return Rank: 6868
Overall Rank
SDFI Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SDFI Sortino Ratio Rank: 6666
Sortino Ratio Rank
SDFI Omega Ratio Rank: 6969
Omega Ratio Rank
SDFI Calmar Ratio Rank: 7070
Calmar Ratio Rank
SDFI Martin Ratio Rank: 7575
Martin Ratio Rank

FWD
FWD Risk / Return Rank: 8888
Overall Rank
FWD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FWD Sortino Ratio Rank: 8282
Sortino Ratio Rank
FWD Omega Ratio Rank: 8383
Omega Ratio Rank
FWD Calmar Ratio Rank: 9292
Calmar Ratio Rank
FWD Martin Ratio Rank: 9191
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.

SDFI vs. FWD - Risk-Adjusted Trends Comparison

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


SDFIFWDDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.39

1.47

-0.08

Calmar ratioReturn relative to maximum drawdown

3.39

5.91

-2.52

Martin ratioReturn relative to average drawdown

13.75

20.13

-6.38

SDFI vs. FWD - Sharpe Ratio Comparison

The current SDFI Sharpe Ratio is 1.98, which is lower than the FWD Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of SDFI and FWD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SDFI vs. FWD - Drawdown Comparison

The maximum SDFI drawdown since its inception was -1.21%, smaller than the maximum FWD drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for SDFI and FWD.


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Drawdown Indicators


SDFIFWDDifference

Max Drawdown

Largest peak-to-trough decline

-1.21%

-29.02%

+27.81%

Max Drawdown (1Y)

Largest decline over 1 year

-1.20%

-13.03%

+11.83%

Max Drawdown (3Y)

Largest decline over 3 years

-29.02%

Current Drawdown

Current decline from peak

-0.23%

0.00%

-0.23%

Average Drawdown

Average peak-to-trough decline

-0.22%

-4.06%

+3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

3.82%

-3.52%

Volatility

SDFI vs. FWD - Volatility Comparison

The current volatility for AB Short Duration Income ETF (SDFI) is 0.61%, while AB Disruptors ETF (FWD) has a volatility of 11.68%. This indicates that SDFI experiences smaller price fluctuations and is considered to be less risky than FWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDFIFWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

11.68%

-11.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

21.26%

-19.86%

Volatility (1Y)

Calculated over the trailing 1-year period

2.06%

26.29%

-24.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.48%

25.25%

-22.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.48%

25.25%

-22.77%

SDFI vs. FWD - Expense Ratio Comparison

SDFI has a 0.30% expense ratio, which is lower than FWD's 0.65% expense ratio.


Dividends

SDFI vs. FWD - Dividend Comparison

SDFI's dividend yield for the trailing twelve months is around 4.61%, more than FWD's 0.08% yield.


PositionTTM20252024
FWD
AB Disruptors ETF
0.08%0.11%1.89%
SDFI
AB Short Duration Income ETF
4.61%4.66%3.11%

Frequently Asked Questions


SDFI and FWD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FWD has higher volatility (11.68%) compared to SDFI (0.61%). In terms of maximum drawdown, SDFI dropped -1.21% vs FWD's -29.02%.

On 1-year performance, FWD leads with 76.62% vs 4.06% for SDFI. On fees, SDFI is cheaper at 0.30% per year. 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.

Over the 1-year period, FWD has performed better with a 76.62% return vs 4.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SDFI is cheaper with a 0.30% expense ratio, compared with 0.65% for FWD.

SDFI has the higher dividend yield at 4.61%, compared with 0.08% for FWD.

SDFI is categorized as Short-Term Bond, while FWD is Global Equities. Their fees differ too: 0.30% for SDFI and 0.65% for FWD.

FWD currently has the higher Sharpe Ratio (2.94 vs 1.98), 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.

Portfolio Optimizer

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