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ABYSX vs. APGZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ABYSX vs. APGZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Discovery Value Fund (ABYSX) and AB Large Cap Growth Fund Class Z (APGZX). The values are adjusted to include any dividend payments, if applicable.

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ABYSX vs. APGZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABYSX
AB Discovery Value Fund
0.86%2.84%9.84%17.04%-16.10%35.67%3.34%20.10%-15.10%12.88%
APGZX
AB Large Cap Growth Fund Class Z
-12.76%13.26%25.47%35.12%-28.74%29.00%34.47%34.24%2.30%31.81%

Returns By Period

In the year-to-date period, ABYSX achieves a 0.86% return, which is significantly higher than APGZX's -12.76% return. Over the past 10 years, ABYSX has underperformed APGZX with an annualized return of 8.03%, while APGZX has yielded a comparatively higher 14.52% annualized return.


ABYSX

1D
-0.61%
1M
-8.46%
YTD
0.86%
6M
1.74%
1Y
10.12%
3Y*
9.29%
5Y*
4.65%
10Y*
8.03%

APGZX

1D
-0.10%
1M
-10.09%
YTD
-12.76%
6M
-12.55%
1Y
7.79%
3Y*
14.45%
5Y*
8.77%
10Y*
14.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ABYSX vs. APGZX - Expense Ratio Comparison

ABYSX has a 0.83% expense ratio, which is higher than APGZX's 0.52% expense ratio.


Return for Risk

ABYSX vs. APGZX — Risk / Return Rank

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

ABYSX
ABYSX Risk / Return Rank: 1919
Overall Rank
ABYSX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ABYSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
ABYSX Omega Ratio Rank: 1919
Omega Ratio Rank
ABYSX Calmar Ratio Rank: 1919
Calmar Ratio Rank
ABYSX Martin Ratio Rank: 2020
Martin Ratio Rank

APGZX
APGZX Risk / Return Rank: 1515
Overall Rank
APGZX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
APGZX Sortino Ratio Rank: 1717
Sortino Ratio Rank
APGZX Omega Ratio Rank: 1717
Omega Ratio Rank
APGZX Calmar Ratio Rank: 1313
Calmar Ratio Rank
APGZX Martin Ratio Rank: 1414
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.

ABYSX vs. APGZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Discovery Value Fund (ABYSX) and AB Large Cap Growth Fund Class Z (APGZX). 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.


ABYSXAPGZXDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.40

+0.09

Sortino ratio

Return per unit of downside risk

0.84

0.73

+0.11

Omega ratio

Gain probability vs. loss probability

1.12

1.10

+0.02

Calmar ratio

Return relative to maximum drawdown

0.56

0.34

+0.22

Martin ratio

Return relative to average drawdown

2.04

1.34

+0.70

ABYSX vs. APGZX - Sharpe Ratio Comparison

The current ABYSX Sharpe Ratio is 0.49, which is comparable to the APGZX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of ABYSX and APGZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ABYSXAPGZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.40

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.44

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.74

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.73

-0.31

Correlation

The correlation between ABYSX and APGZX is 0.63, 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

ABYSX vs. APGZX - Dividend Comparison

ABYSX's dividend yield for the trailing twelve months is around 5.95%, less than APGZX's 11.19% yield.


TTM20252024202320222021202020192018201720162015
ABYSX
AB Discovery Value Fund
5.95%6.00%14.12%6.27%7.61%9.48%0.77%4.15%12.31%6.54%3.67%6.50%
APGZX
AB Large Cap Growth Fund Class Z
11.19%9.77%6.62%1.69%0.87%7.19%2.60%3.49%9.11%3.78%2.72%0.00%

Drawdowns

ABYSX vs. APGZX - Drawdown Comparison

The maximum ABYSX drawdown since its inception was -60.01%, which is greater than APGZX's maximum drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for ABYSX and APGZX.


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Drawdown Indicators


ABYSXAPGZXDifference

Max Drawdown

Largest peak-to-trough decline

-60.01%

-33.87%

-26.14%

Max Drawdown (1Y)

Largest decline over 1 year

-14.93%

-15.21%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-24.81%

-33.87%

+9.06%

Max Drawdown (10Y)

Largest decline over 10 years

-48.86%

-33.87%

-14.99%

Current Drawdown

Current decline from peak

-10.10%

-15.21%

+5.11%

Average Drawdown

Average peak-to-trough decline

-8.75%

-6.08%

-2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

3.90%

+0.22%

Volatility

ABYSX vs. APGZX - Volatility Comparison

AB Discovery Value Fund (ABYSX) and AB Large Cap Growth Fund Class Z (APGZX) have volatilities of 5.16% and 5.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABYSXAPGZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

5.13%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.55%

10.81%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

21.45%

19.91%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.97%

20.12%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.85%

19.60%

+3.25%