PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
APGAX vs. PRWAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

APGAX vs. PRWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Large Cap Growth Fund Class A (APGAX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.10%
11.22%
APGAX
PRWAX

Returns By Period

In the year-to-date period, APGAX achieves a 25.13% return, which is significantly lower than PRWAX's 27.87% return. Over the past 10 years, APGAX has outperformed PRWAX with an annualized return of 9.10%, while PRWAX has yielded a comparatively lower 5.39% annualized return.


APGAX

YTD

25.13%

1M

2.89%

6M

8.10%

1Y

28.70%

5Y (annualized)

12.52%

10Y (annualized)

9.10%

PRWAX

YTD

27.87%

1M

3.38%

6M

11.22%

1Y

26.83%

5Y (annualized)

7.94%

10Y (annualized)

5.39%

Key characteristics


APGAXPRWAX
Sharpe Ratio1.801.95
Sortino Ratio2.432.54
Omega Ratio1.331.37
Calmar Ratio1.851.01
Martin Ratio8.5210.98
Ulcer Index3.37%2.44%
Daily Std Dev15.95%13.79%
Max Drawdown-69.97%-70.45%
Current Drawdown-1.91%-4.22%

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. 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%

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.

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.


Sharpe ratio
The chart of Sharpe ratio for APGAX, currently valued at 1.80, compared to the broader market-1.000.001.002.003.004.005.001.801.95
The chart of Sortino ratio for APGAX, currently valued at 2.43, compared to the broader market0.005.0010.002.432.54
The chart of Omega ratio for APGAX, currently valued at 1.33, compared to the broader market1.002.003.004.001.331.37
The chart of Calmar ratio for APGAX, currently valued at 1.85, compared to the broader market0.005.0010.0015.0020.001.851.01
The chart of Martin ratio for APGAX, currently valued at 8.52, compared to the broader market0.0020.0040.0060.0080.00100.008.5210.98
APGAX
PRWAX

The current APGAX Sharpe Ratio is 1.80, which is comparable to the PRWAX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of APGAX and PRWAX, 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 Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.80
1.95
APGAX
PRWAX

Dividends

APGAX vs. PRWAX - Dividend Comparison

APGAX has not paid dividends to shareholders, while PRWAX's dividend yield for the trailing twelve months is around 0.16%.


TTM20232022202120202019201820172016
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%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
0.16%0.20%0.00%0.00%0.03%0.40%0.23%0.17%0.05%

Drawdowns

APGAX vs. PRWAX - Drawdown Comparison

The maximum APGAX drawdown since its inception was -69.97%, roughly equal to the maximum PRWAX drawdown of -70.45%. Use the drawdown chart below to compare losses from any high point for APGAX and PRWAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.91%
-4.22%
APGAX
PRWAX

Volatility

APGAX vs. PRWAX - Volatility Comparison

AB Large Cap Growth Fund Class A (APGAX) has a higher volatility of 5.10% compared to T. Rowe Price All-Cap Opportunities Fund (PRWAX) at 3.95%. 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%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.10%
3.95%
APGAX
PRWAX