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

Key characteristics


APGAXPRWAX
YTD Return16.70%17.84%
1Y Return26.25%25.11%
3Y Return (Ann)6.92%7.77%
5Y Return (Ann)16.08%17.78%
10Y Return (Ann)15.59%16.18%
Sharpe Ratio1.692.03
Daily Std Dev14.48%11.97%
Max Drawdown-67.19%-57.72%
Current Drawdown-5.24%-3.56%

Correlation

-0.50.00.51.00.9

The correlation between APGAX and PRWAX is 0.90, 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

APGAX vs. PRWAX - Performance Comparison

In the year-to-date period, APGAX achieves a 16.70% return, which is significantly lower than PRWAX's 17.84% return. Both investments have delivered pretty close results over the past 10 years, with APGAX having a 15.59% annualized return and PRWAX not far ahead at 16.18%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,400.00%1,600.00%1,800.00%2,000.00%FebruaryMarchAprilMayJuneJuly
1,969.59%
1,554.26%
APGAX
PRWAX

Compare stocks, funds, or ETFs

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


AB Large Cap Growth Fund Class A

T. Rowe Price All-Cap Opportunities Fund

APGAX vs. PRWAX - Expense Ratio Comparison

APGAX has a 0.84% expense ratio, which is higher than PRWAX's 0.76% expense ratio.


APGAX
AB Large Cap Growth Fund Class A
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 PRWAX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%

Risk-Adjusted Performance

APGAX vs. PRWAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Large Cap Growth Fund Class A (APGAX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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.


APGAX
Sharpe ratio
The chart of Sharpe ratio for APGAX, currently valued at 1.69, compared to the broader market-1.000.001.002.003.004.001.69
Sortino ratio
The chart of Sortino ratio for APGAX, currently valued at 2.37, compared to the broader market0.005.0010.002.37
Omega ratio
The chart of Omega ratio for APGAX, currently valued at 1.30, compared to the broader market1.002.003.004.001.30
Calmar ratio
The chart of Calmar ratio for APGAX, currently valued at 1.28, compared to the broader market0.005.0010.0015.0020.001.28
Martin ratio
The chart of Martin ratio for APGAX, currently valued at 8.73, compared to the broader market0.0020.0040.0060.0080.00100.008.73
PRWAX
Sharpe ratio
The chart of Sharpe ratio for PRWAX, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.002.03
Sortino ratio
The chart of Sortino ratio for PRWAX, currently valued at 2.87, compared to the broader market0.005.0010.002.87
Omega ratio
The chart of Omega ratio for PRWAX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for PRWAX, currently valued at 1.69, compared to the broader market0.005.0010.0015.0020.001.69
Martin ratio
The chart of Martin ratio for PRWAX, currently valued at 10.14, compared to the broader market0.0020.0040.0060.0080.00100.0010.14

APGAX vs. PRWAX - Sharpe Ratio Comparison

The current APGAX Sharpe Ratio is 1.69, which roughly equals the PRWAX Sharpe Ratio of 2.03. The chart below compares the 12-month rolling Sharpe Ratio of APGAX and PRWAX.


Rolling 12-month Sharpe Ratio2.002.503.003.50FebruaryMarchAprilMayJuneJuly
1.69
2.03
APGAX
PRWAX

Dividends

APGAX vs. PRWAX - Dividend Comparison

APGAX's dividend yield for the trailing twelve months is around 1.50%, less than PRWAX's 4.33% yield.


TTM20232022202120202019201820172016201520142013
APGAX
AB Large Cap Growth Fund Class A
1.50%1.75%0.97%8.04%2.87%3.66%9.96%4.09%2.74%9.23%15.34%4.23%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
4.33%5.10%3.11%20.51%15.44%7.01%12.58%12.30%6.19%8.84%14.73%11.52%

Drawdowns

APGAX vs. PRWAX - Drawdown Comparison

The maximum APGAX drawdown since its inception was -67.19%, which is greater than PRWAX's maximum drawdown of -57.72%. Use the drawdown chart below to compare losses from any high point for APGAX and PRWAX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.24%
-3.56%
APGAX
PRWAX

Volatility

APGAX vs. PRWAX - Volatility Comparison

AB Large Cap Growth Fund Class A (APGAX) has a higher volatility of 4.10% compared to T. Rowe Price All-Cap Opportunities Fund (PRWAX) at 3.21%. This indicates that APGAX's price experiences larger fluctuations and is considered to be riskier than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
4.10%
3.21%
APGAX
PRWAX