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APGAX vs. TPLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APGAX vs. TPLGX - 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 Institutional Large Cap Core Growth Fund (TPLGX). The values are adjusted to include any dividend payments, if applicable.

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APGAX vs. TPLGX - 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%
TPLGX
T. Rowe Price Institutional Large Cap Core Growth Fund
-14.47%18.66%35.22%49.63%-38.49%17.84%34.70%30.15%2.18%36.49%

Returns By Period

In the year-to-date period, APGAX achieves a -12.84% return, which is significantly higher than TPLGX's -14.47% return. Both investments have delivered pretty close results over the past 10 years, with APGAX having a 14.15% annualized return and TPLGX not far ahead at 14.45%.


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%

TPLGX

1D
-0.34%
1M
-8.80%
YTD
-14.47%
6M
-12.97%
1Y
11.57%
3Y*
20.82%
5Y*
8.15%
10Y*
14.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APGAX vs. TPLGX - Expense Ratio Comparison

APGAX has a 0.84% expense ratio, which is higher than TPLGX's 0.57% expense ratio.


Return for Risk

APGAX vs. TPLGX — 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

TPLGX
TPLGX Risk / Return Rank: 2121
Overall Rank
TPLGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TPLGX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TPLGX Omega Ratio Rank: 2323
Omega Ratio Rank
TPLGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
TPLGX Martin Ratio Rank: 1818
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. TPLGX - Risk-Adjusted Trends Comparison

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


APGAXTPLGXDifference

Sharpe ratio

Return per unit of total volatility

0.39

0.52

-0.14

Sortino ratio

Return per unit of downside risk

0.71

0.92

-0.21

Omega ratio

Gain probability vs. loss probability

1.10

1.13

-0.03

Calmar ratio

Return relative to maximum drawdown

0.32

0.51

-0.18

Martin ratio

Return relative to average drawdown

1.26

1.78

-0.52

APGAX vs. TPLGX - Sharpe Ratio Comparison

The current APGAX Sharpe Ratio is 0.39, which is comparable to the TPLGX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of APGAX and TPLGX, 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


APGAXTPLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

0.52

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.34

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.64

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.52

-0.01

Correlation

The correlation between APGAX and TPLGX is 0.95, 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. TPLGX - Dividend Comparison

APGAX's dividend yield for the trailing twelve months is around 12.98%, less than TPLGX's 23.73% 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%
TPLGX
T. Rowe Price Institutional Large Cap Core Growth Fund
23.73%20.30%12.87%3.70%4.39%8.81%0.59%0.60%1.65%1.39%0.25%0.44%

Drawdowns

APGAX vs. TPLGX - Drawdown Comparison

The maximum APGAX drawdown since its inception was -67.19%, which is greater than TPLGX's maximum drawdown of -54.57%. Use the drawdown chart below to compare losses from any high point for APGAX and TPLGX.


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Drawdown Indicators


APGAXTPLGXDifference

Max Drawdown

Largest peak-to-trough decline

-67.19%

-54.57%

-12.62%

Max Drawdown (1Y)

Largest decline over 1 year

-15.33%

-17.15%

+1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-34.04%

-43.45%

+9.41%

Max Drawdown (10Y)

Largest decline over 10 years

-34.04%

-43.45%

+9.41%

Current Drawdown

Current decline from peak

-15.33%

-17.15%

+1.82%

Average Drawdown

Average peak-to-trough decline

-19.51%

-8.71%

-10.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

4.88%

-0.94%

Volatility

APGAX vs. TPLGX - Volatility Comparison

The current volatility for AB Large Cap Growth Fund Class A (APGAX) is 5.12%, while T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) has a volatility of 5.55%. This indicates that APGAX experiences smaller price fluctuations and is considered to be less risky than TPLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APGAXTPLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

5.55%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.80%

11.76%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

19.92%

22.38%

-2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.13%

24.27%

-4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.60%

22.84%

-3.24%