SNEMX vs. ALTFX

Last updated Apr 1, 2026

Compare and contrast key facts about AB Emerging Markets Portfolio (SNEMX) and AB Sustainable Global Thematic Fund (ALTFX).

SNEMX is managed by AllianceBernstein. It was launched on Dec 14, 1995. ALTFX is managed by AllianceBernstein. It was launched on Feb 28, 1982.

Performance

SNEMX vs. ALTFX - Performance Comparison

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

SNEMX vs. ALTFX - 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%
ALTFX AB Sustainable Global Thematic Fund	-10.89%	6.22%	5.94%	15.97%	-27.19%	22.64%	39.40%	33.60%	-9.86%	37.16%

Returns By Period

SNEMX

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

ALTFX

• 1D: -0.30%
• 1M: -9.85%
• YTD: -10.89%
• 6M: -13.62%
• 1Y: 1.12%
• 3Y*: 3.26%
• 5Y*: 0.18%
• 10Y*: 9.62%

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

SNEMX vs. ALTFX - Expense Ratio Comparison

SNEMX has a 1.28% expense ratio, which is higher than ALTFX's 1.02% expense ratio.

SNEMX

AB Emerging Markets Portfolio

ALTFX

AB Sustainable Global Thematic Fund

Return for Risk

SNEMX vs. ALTFX — Risk / Return Rank

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

ALTFX

ALTFX Risk / Return Rank: 6
ALTFX Sharpe Ratio Rank: 6
ALTFX Sortino Ratio Rank: 6
ALTFX Omega Ratio Rank: 6
ALTFX Calmar Ratio Rank: 6
ALTFX Martin Ratio Rank: 6

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. ALTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Emerging Markets Portfolio (SNEMX) and AB Sustainable Global Thematic Fund (ALTFX). 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	ALTFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.05	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.01	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.26	—

Correlation

The correlation between SNEMX and ALTFX is 0.60, 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. ALTFX - Dividend Comparison

SNEMX's dividend yield for the trailing twelve months is around 1.89%, less than ALTFX's 15.18% 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%
ALTFX AB Sustainable Global Thematic Fund	15.18%	13.53%	8.18%	0.03%	2.61%	9.99%	7.23%	6.01%	8.36%	0.00%	4.05%	0.00%

Drawdowns

Drawdown Indicators

	SNEMX	ALTFX	Difference
Max Drawdown Largest peak-to-trough decline	—	-80.01%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-15.81%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.87%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.87%	—
Current Drawdown Current decline from peak	—	-16.56%	—
Average Drawdown Average peak-to-trough decline	—	-37.13%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.93%	—

Volatility

Volatility by Period

	SNEMX	ALTFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.52%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.66%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	18.53%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	18.10%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.96%	—