VOLSX vs. ASILX
Compare and contrast key facts about ABR 75/25 Volatility Fund (VOLSX) and AB Select US Long/Short Portfolio (ASILX).
VOLSX is managed by ABR. It was launched on Aug 2, 2020. ASILX is managed by AllianceBernstein. It was launched on Dec 11, 2012.
Performance
VOLSX vs. ASILX - Performance Comparison
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VOLSX vs. ASILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VOLSX ABR 75/25 Volatility Fund | -11.00% | 2.83% | 15.19% | 24.73% | -29.76% | 27.64% | 2.00% |
ASILX AB Select US Long/Short Portfolio | -2.41% | 9.77% | 18.46% | 11.06% | -9.94% | 17.81% | 8.74% |
Returns By Period
In the year-to-date period, VOLSX achieves a -11.00% return, which is significantly lower than ASILX's -2.41% return.
VOLSX
- 1D
- -0.21%
- 1M
- -10.42%
- YTD
- -11.00%
- 6M
- -7.71%
- 1Y
- -2.78%
- 3Y*
- 7.32%
- 5Y*
- 2.59%
- 10Y*
- —
ASILX
- 1D
- -0.07%
- 1M
- -2.68%
- YTD
- -2.41%
- 6M
- -1.15%
- 1Y
- 7.77%
- 3Y*
- 11.88%
- 5Y*
- 7.29%
- 10Y*
- 8.41%
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VOLSX vs. ASILX - Expense Ratio Comparison
VOLSX has a 1.75% expense ratio, which is higher than ASILX's 1.55% expense ratio.
Return for Risk
VOLSX vs. ASILX — Risk / Return Rank
VOLSX
ASILX
VOLSX vs. ASILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABR 75/25 Volatility Fund (VOLSX) and AB Select US Long/Short Portfolio (ASILX). 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.
| VOLSX | ASILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.12 | 1.23 | -1.35 |
Sortino ratioReturn per unit of downside risk | -0.04 | 1.72 | -1.76 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.25 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | -0.26 | 2.01 | -2.27 |
Martin ratioReturn relative to average drawdown | -0.69 | 7.16 | -7.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VOLSX | ASILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 1.23 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.91 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.91 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.91 | -0.73 |
Correlation
The correlation between VOLSX and ASILX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VOLSX vs. ASILX - Dividend Comparison
VOLSX's dividend yield for the trailing twelve months is around 2.45%, less than ASILX's 13.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOLSX ABR 75/25 Volatility Fund | 2.45% | 2.18% | 2.24% | 0.29% | 0.00% | 18.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASILX AB Select US Long/Short Portfolio | 13.48% | 13.15% | 7.18% | 1.41% | 6.51% | 11.92% | 4.28% | 3.54% | 8.71% | 5.03% | 0.00% | 3.35% |
Drawdowns
VOLSX vs. ASILX - Drawdown Comparison
The maximum VOLSX drawdown since its inception was -35.10%, which is greater than ASILX's maximum drawdown of -18.36%. Use the drawdown chart below to compare losses from any high point for VOLSX and ASILX.
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Drawdown Indicators
| VOLSX | ASILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -18.36% | -16.74% |
Max Drawdown (1Y)Largest decline over 1 year | -16.88% | -3.62% | -13.26% |
Max Drawdown (5Y)Largest decline over 5 years | -35.10% | -12.30% | -22.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.36% | — |
Current DrawdownCurrent decline from peak | -12.37% | -3.61% | -8.76% |
Average DrawdownAverage peak-to-trough decline | -11.32% | -2.49% | -8.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 1.01% | +5.32% |
Volatility
VOLSX vs. ASILX - Volatility Comparison
ABR 75/25 Volatility Fund (VOLSX) has a higher volatility of 6.18% compared to AB Select US Long/Short Portfolio (ASILX) at 1.16%. This indicates that VOLSX's price experiences larger fluctuations and is considered to be riskier than ASILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VOLSX | ASILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 1.16% | +5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 4.00% | +6.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.26% | 6.59% | +11.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 8.04% | +10.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.03% | 9.30% | +9.73% |