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ALCAX vs. APGZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALCAX vs. APGZX - Performance Comparison

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

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ALCAX vs. APGZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALCAX
AB Municipal Income Fund California Portfolio
-0.59%4.84%2.41%6.38%-8.98%1.71%4.86%7.05%0.54%5.54%
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, ALCAX achieves a -0.59% return, which is significantly higher than APGZX's -12.76% return. Over the past 10 years, ALCAX has underperformed APGZX with an annualized return of 2.06%, while APGZX has yielded a comparatively higher 14.52% annualized return.


ALCAX

1D
0.19%
1M
-2.71%
YTD
-0.59%
6M
0.82%
1Y
3.54%
3Y*
3.50%
5Y*
1.07%
10Y*
2.06%

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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ALCAX vs. APGZX - Expense Ratio Comparison

ALCAX has a 0.75% expense ratio, which is higher than APGZX's 0.52% expense ratio.


Return for Risk

ALCAX vs. APGZX — Risk / Return Rank

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

ALCAX
ALCAX Risk / Return Rank: 4343
Overall Rank
ALCAX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
ALCAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
ALCAX Omega Ratio Rank: 6666
Omega Ratio Rank
ALCAX Calmar Ratio Rank: 3838
Calmar Ratio Rank
ALCAX Martin Ratio Rank: 2929
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.

ALCAX vs. APGZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Municipal Income Fund California Portfolio (ALCAX) 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.


ALCAXAPGZXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.40

+0.50

Sortino ratio

Return per unit of downside risk

1.24

0.73

+0.50

Omega ratio

Gain probability vs. loss probability

1.25

1.10

+0.15

Calmar ratio

Return relative to maximum drawdown

1.00

0.34

+0.66

Martin ratio

Return relative to average drawdown

3.17

1.34

+1.82

ALCAX vs. APGZX - Sharpe Ratio Comparison

The current ALCAX Sharpe Ratio is 0.91, which is higher than the APGZX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of ALCAX 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


ALCAXAPGZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.40

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.44

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.74

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.73

+0.53

Correlation

The correlation between ALCAX and APGZX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ALCAX vs. APGZX - Dividend Comparison

ALCAX's dividend yield for the trailing twelve months is around 3.37%, less than APGZX's 11.19% yield.


TTM20252024202320222021202020192018201720162015
ALCAX
AB Municipal Income Fund California Portfolio
3.37%4.38%3.15%2.84%2.43%1.61%2.74%3.35%3.63%3.21%3.38%3.37%
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

ALCAX vs. APGZX - Drawdown Comparison

The maximum ALCAX drawdown since its inception was -14.67%, smaller than the maximum APGZX drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for ALCAX and APGZX.


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Drawdown Indicators


ALCAXAPGZXDifference

Max Drawdown

Largest peak-to-trough decline

-14.67%

-33.87%

+19.20%

Max Drawdown (1Y)

Largest decline over 1 year

-4.57%

-15.21%

+10.64%

Max Drawdown (5Y)

Largest decline over 5 years

-14.31%

-33.87%

+19.56%

Max Drawdown (10Y)

Largest decline over 10 years

-14.31%

-33.87%

+19.56%

Current Drawdown

Current decline from peak

-2.71%

-15.21%

+12.50%

Average Drawdown

Average peak-to-trough decline

-1.79%

-6.08%

+4.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

3.90%

-2.45%

Volatility

ALCAX vs. APGZX - Volatility Comparison

The current volatility for AB Municipal Income Fund California Portfolio (ALCAX) is 1.09%, while AB Large Cap Growth Fund Class Z (APGZX) has a volatility of 5.13%. This indicates that ALCAX experiences smaller price fluctuations and is considered to be less risky than APGZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALCAXAPGZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

5.13%

-4.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.71%

10.81%

-9.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

19.91%

-15.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.80%

20.12%

-16.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.83%

19.60%

-15.77%