SNEMX vs. AGDAX

Last updated Apr 2, 2026

Compare and contrast key facts about AB Emerging Markets Portfolio (SNEMX) and AB High Income Fund (AGDAX).

SNEMX is managed by AllianceBernstein. It was launched on Dec 14, 1995. AGDAX is managed by AllianceBernstein. It was launched on Feb 25, 1994.

Performance

SNEMX vs. AGDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Emerging Markets Portfolio (SNEMX) and AB High Income Fund (AGDAX). The values are adjusted to include any dividend payments, if applicable.

SNEMX vs. AGDAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SNEMX AB Emerging Markets Portfolio	2.02%	30.74%	8.46%	10.43%	-21.39%	1.63%	15.25%	24.71%	-22.16%	32.96%
AGDAX AB High Income Fund	-1.36%	8.06%	7.36%	13.63%	-12.45%	3.87%	2.91%	13.71%	-5.29%	7.94%

Returns By Period

SNEMX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AGDAX

• 1D: 0.44%
• 1M: -1.85%
• YTD: -1.36%
• 6M: -0.10%
• 1Y: 5.65%
• 3Y*: 8.09%
• 5Y*: 3.56%
• 10Y*: 4.65%

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

SNEMX vs. AGDAX - Expense Ratio Comparison

SNEMX has a 1.28% expense ratio, which is higher than AGDAX's 0.84% expense ratio.

SNEMX

AB Emerging Markets Portfolio

AGDAX

AB High Income Fund

Return for Risk

SNEMX vs. AGDAX — Risk / Return Rank

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

AGDAX

AGDAX Risk / Return Rank: 81
AGDAX Sharpe Ratio Rank: 81
AGDAX Sortino Ratio Rank: 82
AGDAX Omega Ratio Rank: 83
AGDAX Calmar Ratio Rank: 79
AGDAX Martin Ratio Rank: 78

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.

SNEMX vs. AGDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Emerging Markets Portfolio (SNEMX) and AB High Income Fund (AGDAX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SNEMX	AGDAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.54	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.83	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.87	—

Correlation

The correlation between SNEMX and AGDAX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SNEMX vs. AGDAX - Dividend Comparison

SNEMX's dividend yield for the trailing twelve months is around 1.89%, less than AGDAX's 6.33% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SNEMX AB Emerging Markets Portfolio	1.89%	1.92%	2.07%	1.64%	1.32%	9.76%	1.71%	1.53%	8.22%	0.74%	0.62%	2.52%
AGDAX AB High Income Fund	6.33%	6.85%	5.89%	6.53%	6.79%	4.95%	5.86%	6.27%	7.47%	5.84%	6.25%	7.42%

Drawdowns

Drawdown Indicators

	SNEMX	AGDAX	Difference
Max Drawdown Largest peak-to-trough decline	—	-45.59%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-3.17%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.96%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-25.82%	—
Current Drawdown Current decline from peak	—	-2.19%	—
Average Drawdown Average peak-to-trough decline	—	-4.49%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.78%	—

Volatility

Volatility by Period

	SNEMX	AGDAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.31%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.31%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	3.82%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	4.89%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	5.65%	—