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APGAX vs. GAIOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between APGAX and GAIOX is 0.86, 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

APGAX vs. GAIOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Large Cap Growth Fund Class A (APGAX) and American Funds Growth and Income Portfolio (GAIOX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember
-2.89%
1.12%
APGAX
GAIOX

Key characteristics

Sharpe Ratio

APGAX:

0.97

GAIOX:

1.01

Sortino Ratio

APGAX:

1.31

GAIOX:

1.35

Omega Ratio

APGAX:

1.19

GAIOX:

1.20

Calmar Ratio

APGAX:

1.33

GAIOX:

1.71

Martin Ratio

APGAX:

4.46

GAIOX:

6.91

Ulcer Index

APGAX:

3.89%

GAIOX:

1.53%

Daily Std Dev

APGAX:

17.97%

GAIOX:

10.46%

Max Drawdown

APGAX:

-69.97%

GAIOX:

-26.85%

Current Drawdown

APGAX:

-9.76%

GAIOX:

-6.19%

Returns By Period

In the year-to-date period, APGAX achieves a 17.60% return, which is significantly higher than GAIOX's 10.77% return. Over the past 10 years, APGAX has outperformed GAIOX with an annualized return of 10.03%, while GAIOX has yielded a comparatively lower 8.28% annualized return.


APGAX

YTD

17.60%

1M

-7.12%

6M

-1.92%

1Y

17.60%

5Y*

11.05%

10Y*

10.03%

GAIOX

YTD

10.77%

1M

-5.35%

6M

2.04%

1Y

10.77%

5Y*

8.45%

10Y*

8.28%

*Annualized

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APGAX vs. GAIOX - Expense Ratio Comparison

APGAX has a 0.84% expense ratio, which is higher than GAIOX's 0.66% expense ratio.


Expense ratio chart for APGAX: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%
Expense ratio chart for GAIOX: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%

Risk-Adjusted Performance

APGAX vs. GAIOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Large Cap Growth Fund Class A (APGAX) and American Funds Growth and Income Portfolio (GAIOX). 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.


The chart of Sharpe ratio for APGAX, currently valued at 0.97, compared to the broader market-1.000.001.002.003.000.971.01
The chart of Sortino ratio for APGAX, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.001.311.35
The chart of Omega ratio for APGAX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.20
The chart of Calmar ratio for APGAX, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.331.71
The chart of Martin ratio for APGAX, currently valued at 4.46, compared to the broader market0.0010.0020.0030.0040.0050.004.466.91
APGAX
GAIOX

The current APGAX Sharpe Ratio is 0.97, which is comparable to the GAIOX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of APGAX and GAIOX, 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 Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember
0.97
1.01
APGAX
GAIOX

Dividends

APGAX vs. GAIOX - Dividend Comparison

APGAX has not paid dividends to shareholders, while GAIOX's dividend yield for the trailing twelve months is around 1.08%.


TTM2023202220212020201920182017201620152014
APGAX
AB Large Cap Growth Fund Class A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.00%0.00%
GAIOX
American Funds Growth and Income Portfolio
1.08%2.03%2.07%1.28%1.59%6.25%2.10%1.68%1.95%1.87%4.60%

Drawdowns

APGAX vs. GAIOX - Drawdown Comparison

The maximum APGAX drawdown since its inception was -69.97%, which is greater than GAIOX's maximum drawdown of -26.85%. Use the drawdown chart below to compare losses from any high point for APGAX and GAIOX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-9.76%
-6.19%
APGAX
GAIOX

Volatility

APGAX vs. GAIOX - Volatility Comparison

AB Large Cap Growth Fund Class A (APGAX) has a higher volatility of 9.07% compared to American Funds Growth and Income Portfolio (GAIOX) at 5.38%. This indicates that APGAX's price experiences larger fluctuations and is considered to be riskier than GAIOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember
9.07%
5.38%
APGAX
GAIOX