AGRFX vs. PRWCX
Compare and contrast key facts about AB Growth Fund (AGRFX) and T. Rowe Price Capital Appreciation Fund (PRWCX).
AGRFX is managed by AllianceBernstein. It was launched on Sep 4, 1990. PRWCX is managed by T. Rowe Price. It was launched on Jun 30, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGRFX or PRWCX.
Key characteristics
| AGRFX | PRWCX | |
|---|---|---|
| YTD Return | 32.66% | 14.80% |
| 1Y Return | 34.38% | 23.19% |
| 3Y Return (Ann) | 2.40% | 6.58% |
| 5Y Return (Ann) | 10.18% | 11.76% |
| 10Y Return (Ann) | 7.91% | 10.86% |
| Sharpe Ratio | 2.10 | 3.19 |
| Sortino Ratio | 2.67 | 4.48 |
| Omega Ratio | 1.40 | 1.62 |
| Calmar Ratio | 1.52 | 7.28 |
| Martin Ratio | 10.37 | 26.14 |
| Ulcer Index | 3.55% | 0.93% |
| Daily Std Dev | 17.47% | 7.58% |
| Max Drawdown | -61.88% | -41.77% |
| Current Drawdown | -0.32% | -0.03% |
Correlation
The correlation between AGRFX and PRWCX is 0.78, 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.
Performance
AGRFX vs. PRWCX - Performance Comparison
In the year-to-date period, AGRFX achieves a 32.66% return, which is significantly higher than PRWCX's 14.80% return. Over the past 10 years, AGRFX has underperformed PRWCX with an annualized return of 7.91%, while PRWCX has yielded a comparatively higher 10.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AGRFX vs. PRWCX - Expense Ratio Comparison
AGRFX has a 1.12% expense ratio, which is higher than PRWCX's 0.68% expense ratio.
Risk-Adjusted Performance
AGRFX vs. PRWCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Growth Fund (AGRFX) and T. Rowe Price Capital Appreciation Fund (PRWCX). 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.
Dividends
AGRFX vs. PRWCX - Dividend Comparison
AGRFX has not paid dividends to shareholders, while PRWCX's dividend yield for the trailing twelve months is around 1.84%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGRFX AB Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRWCX T. Rowe Price Capital Appreciation Fund | 1.84% | 2.11% | 1.57% | 0.95% | 1.17% | 1.54% | 2.53% | 1.31% | 1.57% | 1.52% | 1.42% | 1.13% |
Drawdowns
AGRFX vs. PRWCX - Drawdown Comparison
The maximum AGRFX drawdown since its inception was -61.88%, which is greater than PRWCX's maximum drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for AGRFX and PRWCX. For additional features, visit the drawdowns tool.
Volatility
AGRFX vs. PRWCX - Volatility Comparison
AB Growth Fund (AGRFX) has a higher volatility of 4.97% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 2.35%. This indicates that AGRFX's price experiences larger fluctuations and is considered to be riskier than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.