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ISIN
US0855677250
Inception Date
Dec 29, 2015
Min. Investment
$2,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

SCRZX Performance Chart

AB Small Cap Core Portfolio (SCRZX) is up 18.3% since the beginning of the year. SCRZX is currently trading at $14 per share. Investors who bought $1,000 worth of SCRZX shares 5 years ago would now be looking at an investment worth $1,470.


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S&P 500 Index

Returns By Period

AB Small Cap Core Portfolio (SCRZX) has returned 18.34% so far this year and 33.76% over the past 12 months. Over the last ten years, SCRZX has returned 10.04% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


AB Small Cap Core Portfolio

1D
1.92%
1M
4.07%
YTD
18.34%
6M
14.99%
1Y
33.76%
3Y*
15.19%
5Y*
8.01%
10Y*
10.04%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCRZX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, SCRZX's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +15.3%, while the worst month was Mar 2020 at -22.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SCRZX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -14.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.88%0.98%-4.61%11.03%3.06%2.37%18.34%
20253.51%-6.13%-6.62%-2.67%6.05%4.90%1.02%5.38%2.08%-0.31%1.96%-0.70%7.75%
2024-2.84%4.96%3.33%-7.79%5.36%-1.70%9.80%-1.36%1.38%-2.36%9.80%-9.08%7.72%
20239.17%-1.12%-4.21%-0.51%-1.61%8.37%4.86%-3.34%-5.26%-5.97%8.99%12.01%20.91%
2022-8.64%0.86%-0.85%-8.67%1.88%-8.47%10.85%-4.32%-9.44%11.38%4.25%-6.54%-18.89%
20212.36%8.55%2.05%3.62%-0.06%-0.13%-1.62%2.84%-1.80%4.77%-3.55%4.71%23.27%

Benchmark Metrics

AB Small Cap Core Portfolio has an annualized alpha of -3.57%, beta of 1.12, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.

  • This fund participated in 117.02% of S&P 500 Index downside but only 101.73% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.57% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.12 and R2 of 0.76, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-3.57%
Beta
1.12
0.76
Upside Capture
101.73%
Downside Capture
117.02%

Expense Ratio

SCRZX has an expense ratio of 0.87%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SCRZX ranks 56 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SCRZX Risk / Return Rank: 5656
Overall Rank
SCRZX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SCRZX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SCRZX Omega Ratio Rank: 3838
Omega Ratio Rank
SCRZX Calmar Ratio Rank: 8383
Calmar Ratio Rank
SCRZX Martin Ratio Rank: 6868
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AB Small Cap Core Portfolio (SCRZX) and compare them to S&P 500 Index.

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.


SCRZXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

3.61

2.78

+0.82

Martin ratioReturn relative to average drawdown

12.35

12.44

-0.09

Dividends

Dividend History

AB Small Cap Core Portfolio provided a 9.07% dividend yield over the last twelve months, with an annual payout of $1.25 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.502016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$1.25$1.25$1.80$1.08$0.97$0.91$0.07$0.06$0.82$0.75$0.03

Dividend yield

9.07%10.74%15.00%8.51%8.47%5.95%0.51%0.47%8.63%6.37%0.28%

Monthly Dividends

The table displays the monthly dividend distributions for AB Small Cap Core Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.25$1.25
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.80$1.80
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.08$1.08
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.97$0.97
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.91$0.91

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the AB Small Cap Core Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the AB Small Cap Core Portfolio was 44.82%, occurring on Mar 18, 2020. Recovery took 174 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-44.82%Mar 2020
1y 6mo8mo 10d
2y 2moSep 2018 - Nov 2020
Bear market2022
-29.24%Sep 2022
10mo 21d1y 9mo
2y 8moNov 2021 - Jul 2024
2025 selloff2025
-28.46%Apr 2025
4mo 27d8mo 6d
1y 28dNov 2024 - Dec 2025
2016 correction2016
-10.87%Feb 2016
1mo 6d1mo 18d
2mo 24dJan 2016 - Mar 2016
2024 pullback2024
-9.71%Aug 2024
4d1mo 15d
1mo 19dAug 2024 - Sep 2024

Drawdown Indicators


SCRZXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-44.82%

-56.78%

+11.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.37%

-9.10%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-28.46%

-18.90%

-9.56%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

-25.43%

-3.81%

Max Drawdown (10Y)

Largest decline over 10 years

-44.82%

-33.92%

-10.90%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-8.62%

-10.71%

+2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.03%

+0.70%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SCRZX

Add AB Small Cap Core Portfolio to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with SCRZX