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AGRFX vs. RPXIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGRFX and RPXIX is 0.91, 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.


-0.50.00.51.00.9

Performance

AGRFX vs. RPXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Growth Fund (AGRFX) and RiverPark Large Growth Fund (RPXIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-6.54%
4.25%
AGRFX
RPXIX

Key characteristics

Sharpe Ratio

AGRFX:

0.55

RPXIX:

1.05

Sortino Ratio

AGRFX:

0.75

RPXIX:

1.41

Omega Ratio

AGRFX:

1.16

RPXIX:

1.20

Calmar Ratio

AGRFX:

0.61

RPXIX:

0.47

Martin Ratio

AGRFX:

2.62

RPXIX:

6.00

Ulcer Index

AGRFX:

5.09%

RPXIX:

3.00%

Daily Std Dev

AGRFX:

24.42%

RPXIX:

17.10%

Max Drawdown

AGRFX:

-61.88%

RPXIX:

-59.98%

Current Drawdown

AGRFX:

-18.03%

RPXIX:

-24.43%

Returns By Period

In the year-to-date period, AGRFX achieves a 13.05% return, which is significantly lower than RPXIX's 17.83% return. Over the past 10 years, AGRFX has outperformed RPXIX with an annualized return of 6.45%, while RPXIX has yielded a comparatively lower 4.65% annualized return.


AGRFX

YTD

13.05%

1M

-13.99%

6M

-6.32%

1Y

13.35%

5Y*

7.12%

10Y*

6.45%

RPXIX

YTD

17.83%

1M

-5.18%

6M

4.51%

1Y

18.02%

5Y*

5.82%

10Y*

4.65%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AGRFX vs. RPXIX - Expense Ratio Comparison

AGRFX has a 1.12% expense ratio, which is higher than RPXIX's 0.91% expense ratio.


AGRFX
AB Growth Fund
Expense ratio chart for AGRFX: current value at 1.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.12%
Expense ratio chart for RPXIX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%

Risk-Adjusted Performance

AGRFX vs. RPXIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Growth Fund (AGRFX) and RiverPark Large Growth Fund (RPXIX). 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.


Sharpe ratio
The chart of Sharpe ratio for AGRFX, currently valued at 0.55, compared to the broader market-1.000.001.002.003.004.000.551.05
The chart of Sortino ratio for AGRFX, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.0010.000.751.41
The chart of Omega ratio for AGRFX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.003.501.161.20
The chart of Calmar ratio for AGRFX, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.0014.000.610.47
The chart of Martin ratio for AGRFX, currently valued at 2.62, compared to the broader market0.0020.0040.0060.002.626.00
AGRFX
RPXIX

The current AGRFX Sharpe Ratio is 0.55, which is lower than the RPXIX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of AGRFX and RPXIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.55
1.05
AGRFX
RPXIX

Dividends

AGRFX vs. RPXIX - Dividend Comparison

Neither AGRFX nor RPXIX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
RPXIX
RiverPark Large Growth Fund
0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.04%0.66%0.15%0.26%0.20%

Drawdowns

AGRFX vs. RPXIX - Drawdown Comparison

The maximum AGRFX drawdown since its inception was -61.88%, roughly equal to the maximum RPXIX drawdown of -59.98%. Use the drawdown chart below to compare losses from any high point for AGRFX and RPXIX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.03%
-24.43%
AGRFX
RPXIX

Volatility

AGRFX vs. RPXIX - Volatility Comparison

AB Growth Fund (AGRFX) has a higher volatility of 20.24% compared to RiverPark Large Growth Fund (RPXIX) at 8.34%. This indicates that AGRFX's price experiences larger fluctuations and is considered to be riskier than RPXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
20.24%
8.34%
AGRFX
RPXIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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