SDFI vs. FWD
SDFI (AB Short Duration Income ETF) and FWD (AB Disruptors ETF) are both exchange-traded funds - SDFI is a Short-Term Bond fund tracking the Actively Managed, while FWD is a Global Equities fund actively managed by AllianceBernstein. SDFI is passively managed, while FWD is actively managed. Over the past year, SDFI returned 4.06% vs 76.62% for FWD. At a 0.11 correlation, their price movements are largely independent. SDFI charges 0.30%/yr vs 0.65%/yr for FWD.
Performance
SDFI vs. FWD - Performance Comparison
Loading charts...
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*
- —
SDFI vs. FWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SDFI vs. FWD — Risk / Return Rank
SDFI
FWD
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.
| SDFI | FWD | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| SDFI | FWD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.23% | 0.00% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -0.22% | -4.06% | +3.84% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| SDFI | FWD | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
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.
Find the right allocation for SDFI and FWD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer