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APGYX vs. ANBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APGYX vs. ANBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Large Cap Growth Fund Advisor Class (APGYX) and AB Bond Inflation Strategy (ANBIX). The values are adjusted to include any dividend payments, if applicable.

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APGYX vs. ANBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APGYX
AB Large Cap Growth Fund Advisor Class
-9.68%13.25%25.40%35.01%-28.78%28.92%34.38%34.13%2.22%31.68%
ANBIX
AB Bond Inflation Strategy
0.47%7.52%3.20%5.20%-8.50%6.35%9.35%9.29%-0.76%2.93%

Returns By Period

In the year-to-date period, APGYX achieves a -9.68% return, which is significantly lower than ANBIX's 0.47% return. Over the past 10 years, APGYX has outperformed ANBIX with an annualized return of 14.84%, while ANBIX has yielded a comparatively lower 3.63% annualized return.


APGYX

1D
3.55%
1M
-6.62%
YTD
-9.68%
6M
-9.65%
1Y
10.94%
3Y*
15.73%
5Y*
9.13%
10Y*
14.84%

ANBIX

1D
0.00%
1M
-0.29%
YTD
0.47%
6M
0.51%
1Y
3.88%
3Y*
4.39%
5Y*
2.48%
10Y*
3.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APGYX vs. ANBIX - Expense Ratio Comparison

Both APGYX and ANBIX have an expense ratio of 0.59%.


Return for Risk

APGYX vs. ANBIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

APGYX
APGYX Risk / Return Rank: 2323
Overall Rank
APGYX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
APGYX Sortino Ratio Rank: 2323
Sortino Ratio Rank
APGYX Omega Ratio Rank: 2222
Omega Ratio Rank
APGYX Calmar Ratio Rank: 2525
Calmar Ratio Rank
APGYX Martin Ratio Rank: 2626
Martin Ratio Rank

ANBIX
ANBIX Risk / Return Rank: 7878
Overall Rank
ANBIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ANBIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
ANBIX Omega Ratio Rank: 7272
Omega Ratio Rank
ANBIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
ANBIX Martin Ratio Rank: 8787
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.

APGYX vs. ANBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Large Cap Growth Fund Advisor Class (APGYX) and AB Bond Inflation Strategy (ANBIX). 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.


APGYXANBIXDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.44

-0.87

Sortino ratio

Return per unit of downside risk

0.99

2.17

-1.18

Omega ratio

Gain probability vs. loss probability

1.14

1.29

-0.16

Calmar ratio

Return relative to maximum drawdown

0.77

1.95

-1.18

Martin ratio

Return relative to average drawdown

2.95

9.93

-6.98

APGYX vs. ANBIX - Sharpe Ratio Comparison

The current APGYX Sharpe Ratio is 0.58, which is lower than the ANBIX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of APGYX and ANBIX, 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


APGYXANBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.44

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.55

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.90

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.85

-0.39

Correlation

The correlation between APGYX and ANBIX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

APGYX vs. ANBIX - Dividend Comparison

APGYX's dividend yield for the trailing twelve months is around 10.80%, more than ANBIX's 4.57% yield.


TTM20252024202320222021202020192018201720162015
APGYX
AB Large Cap Growth Fund Advisor Class
10.80%9.76%6.58%1.65%0.86%7.17%2.59%3.43%9.08%3.77%2.67%8.57%
ANBIX
AB Bond Inflation Strategy
4.57%4.93%3.86%4.55%6.47%4.70%2.22%3.19%3.39%2.05%2.13%1.61%

Drawdowns

APGYX vs. ANBIX - Drawdown Comparison

The maximum APGYX drawdown since its inception was -66.33%, which is greater than ANBIX's maximum drawdown of -11.56%. Use the drawdown chart below to compare losses from any high point for APGYX and ANBIX.


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Drawdown Indicators


APGYXANBIXDifference

Max Drawdown

Largest peak-to-trough decline

-66.33%

-11.56%

-54.77%

Max Drawdown (1Y)

Largest decline over 1 year

-15.24%

-2.09%

-13.15%

Max Drawdown (5Y)

Largest decline over 5 years

-33.91%

-10.85%

-23.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.91%

-11.56%

-22.35%

Current Drawdown

Current decline from peak

-12.23%

-0.48%

-11.75%

Average Drawdown

Average peak-to-trough decline

-21.11%

-2.22%

-18.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

0.41%

+3.57%

Volatility

APGYX vs. ANBIX - Volatility Comparison

AB Large Cap Growth Fund Advisor Class (APGYX) has a higher volatility of 6.50% compared to AB Bond Inflation Strategy (ANBIX) at 0.85%. This indicates that APGYX's price experiences larger fluctuations and is considered to be riskier than ANBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APGYXANBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

0.85%

+5.65%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

1.35%

+10.03%

Volatility (1Y)

Calculated over the trailing 1-year period

20.19%

2.71%

+17.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.18%

4.49%

+15.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.64%

4.03%

+15.61%