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

Key characteristics


APGAXVOOG
YTD Return16.70%22.92%
1Y Return26.25%30.01%
3Y Return (Ann)6.92%8.42%
5Y Return (Ann)16.08%16.34%
10Y Return (Ann)15.59%14.65%
Sharpe Ratio1.691.99
Daily Std Dev14.48%14.46%
Max Drawdown-67.19%-32.73%
Current Drawdown-5.24%-5.22%

Correlation

-0.50.00.51.00.9

The correlation between APGAX and VOOG 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.

Performance

APGAX vs. VOOG - Performance Comparison

In the year-to-date period, APGAX achieves a 16.70% return, which is significantly lower than VOOG's 22.92% return. Over the past 10 years, APGAX has outperformed VOOG with an annualized return of 15.59%, while VOOG has yielded a comparatively lower 14.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


550.00%600.00%650.00%700.00%750.00%800.00%FebruaryMarchAprilMayJuneJuly
746.11%
680.76%
APGAX
VOOG

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

Vanguard S&P 500 Growth ETF

APGAX vs. VOOG - Expense Ratio Comparison

APGAX has a 0.84% expense ratio, which is higher than VOOG's 0.10% 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 VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

APGAX vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Large Cap Growth Fund Class A (APGAX) and Vanguard S&P 500 Growth ETF (VOOG). 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
VOOG
Sharpe ratio
The chart of Sharpe ratio for VOOG, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for VOOG, currently valued at 2.76, compared to the broader market0.005.0010.002.76
Omega ratio
The chart of Omega ratio for VOOG, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for VOOG, currently valued at 1.37, compared to the broader market0.005.0010.0015.0020.001.37
Martin ratio
The chart of Martin ratio for VOOG, currently valued at 10.87, compared to the broader market0.0020.0040.0060.0080.00100.0010.87

APGAX vs. VOOG - Sharpe Ratio Comparison

The current APGAX Sharpe Ratio is 1.69, which roughly equals the VOOG Sharpe Ratio of 1.99. The chart below compares the 12-month rolling Sharpe Ratio of APGAX and VOOG.


Rolling 12-month Sharpe Ratio2.002.503.00FebruaryMarchAprilMayJuneJuly
1.69
1.99
APGAX
VOOG

Dividends

APGAX vs. VOOG - Dividend Comparison

APGAX's dividend yield for the trailing twelve months is around 1.50%, more than VOOG's 0.72% 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%
VOOG
Vanguard S&P 500 Growth ETF
0.72%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

APGAX vs. VOOG - Drawdown Comparison

The maximum APGAX drawdown since its inception was -67.19%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for APGAX and VOOG. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.24%
-5.22%
APGAX
VOOG

Volatility

APGAX vs. VOOG - Volatility Comparison

The current volatility for AB Large Cap Growth Fund Class A (APGAX) is 4.10%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 4.96%. This indicates that APGAX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%FebruaryMarchAprilMayJuneJuly
4.10%
4.96%
APGAX
VOOG