PortfoliosLab logoPortfoliosLab logo
APGAX vs. BLUEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APGAX vs. BLUEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Large Cap Growth Fund Class A (APGAX) and AMG Veritas Global Real Return Fund (BLUEX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

APGAX vs. BLUEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APGAX
AB Large Cap Growth Fund Class A
-12.84%12.96%25.09%34.66%-28.96%28.60%34.05%33.77%1.97%31.36%
BLUEX
AMG Veritas Global Real Return Fund
-9.67%4.45%7.24%14.35%-14.30%3.22%34.74%35.34%-4.91%27.86%

Returns By Period

In the year-to-date period, APGAX achieves a -12.84% return, which is significantly lower than BLUEX's -9.67% return. Over the past 10 years, APGAX has outperformed BLUEX with an annualized return of 14.15%, while BLUEX has yielded a comparatively lower 9.23% annualized return.


APGAX

1D
-0.11%
1M
-10.13%
YTD
-12.84%
6M
-12.69%
1Y
7.50%
3Y*
14.10%
5Y*
8.44%
10Y*
14.15%

BLUEX

1D
0.72%
1M
-7.41%
YTD
-9.67%
6M
-9.53%
1Y
-8.25%
3Y*
2.35%
5Y*
0.57%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


APGAX vs. BLUEX - Expense Ratio Comparison

APGAX has a 0.84% expense ratio, which is lower than BLUEX's 1.15% expense ratio.


Return for Risk

APGAX vs. BLUEX — Risk / Return Rank

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

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

BLUEX
BLUEX Risk / Return Rank: 00
Overall Rank
BLUEX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BLUEX Sortino Ratio Rank: 00
Sortino Ratio Rank
BLUEX Omega Ratio Rank: 11
Omega Ratio Rank
BLUEX Calmar Ratio Rank: 11
Calmar Ratio Rank
BLUEX Martin Ratio Rank: 00
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.

APGAX vs. BLUEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Large Cap Growth Fund Class A (APGAX) and AMG Veritas Global Real Return Fund (BLUEX). 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.


APGAXBLUEXDifference

Sharpe ratio

Return per unit of total volatility

0.39

-0.79

+1.17

Sortino ratio

Return per unit of downside risk

0.71

-1.07

+1.78

Omega ratio

Gain probability vs. loss probability

1.10

0.87

+0.22

Calmar ratio

Return relative to maximum drawdown

0.32

-0.76

+1.08

Martin ratio

Return relative to average drawdown

1.26

-2.67

+3.93

APGAX vs. BLUEX - Sharpe Ratio Comparison

The current APGAX Sharpe Ratio is 0.39, which is higher than the BLUEX Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of APGAX and BLUEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


APGAXBLUEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

-0.79

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.05

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.56

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.49

+0.02

Correlation

The correlation between APGAX and BLUEX is 0.83, 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.


Dividends

APGAX vs. BLUEX - Dividend Comparison

APGAX's dividend yield for the trailing twelve months is around 12.98%, more than BLUEX's 0.34% yield.


TTM20252024202320222021202020192018201720162015
APGAX
AB Large Cap Growth Fund Class A
12.98%11.31%7.44%1.75%0.97%8.04%2.87%3.66%9.96%4.09%2.74%9.23%
BLUEX
AMG Veritas Global Real Return Fund
0.34%0.31%0.29%0.03%11.84%27.20%25.43%13.71%13.40%0.00%0.00%0.24%

Drawdowns

APGAX vs. BLUEX - Drawdown Comparison

The maximum APGAX drawdown since its inception was -67.19%, which is greater than BLUEX's maximum drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for APGAX and BLUEX.


Loading graphics...

Drawdown Indicators


APGAXBLUEXDifference

Max Drawdown

Largest peak-to-trough decline

-67.19%

-54.27%

-12.92%

Max Drawdown (1Y)

Largest decline over 1 year

-15.33%

-12.19%

-3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-34.04%

-21.87%

-12.17%

Max Drawdown (10Y)

Largest decline over 10 years

-34.04%

-29.06%

-4.98%

Current Drawdown

Current decline from peak

-15.33%

-11.55%

-3.78%

Average Drawdown

Average peak-to-trough decline

-19.51%

-13.39%

-6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

3.48%

+0.46%

Volatility

APGAX vs. BLUEX - Volatility Comparison

AB Large Cap Growth Fund Class A (APGAX) has a higher volatility of 5.12% compared to AMG Veritas Global Real Return Fund (BLUEX) at 3.41%. This indicates that APGAX's price experiences larger fluctuations and is considered to be riskier than BLUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


APGAXBLUEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

3.41%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.80%

7.23%

+3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

19.92%

10.98%

+8.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.13%

10.49%

+9.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.60%

16.57%

+3.03%