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APGYX vs. SEEGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


APGYXSEEGX
YTD Return20.23%24.19%
1Y Return34.45%36.89%
3Y Return (Ann)9.58%11.24%
5Y Return (Ann)17.23%19.84%
10Y Return (Ann)16.44%17.76%
Sharpe Ratio2.552.31
Daily Std Dev13.89%16.49%
Max Drawdown-66.33%-64.32%
Current Drawdown-0.93%-0.97%

Correlation

-0.50.00.51.00.9

The correlation between APGYX and SEEGX is 0.94, 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

APGYX vs. SEEGX - Performance Comparison

In the year-to-date period, APGYX achieves a 20.23% return, which is significantly lower than SEEGX's 24.19% return. Over the past 10 years, APGYX has underperformed SEEGX with an annualized return of 16.44%, while SEEGX has yielded a comparatively higher 17.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


600.00%800.00%1,000.00%1,200.00%1,400.00%2024FebruaryMarchAprilMayJune
1,368.57%
909.79%
APGYX
SEEGX

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AB Large Cap Growth Fund Advisor Class

JPMorgan Large Cap Growth Fund

APGYX vs. SEEGX - Expense Ratio Comparison

APGYX has a 0.59% expense ratio, which is lower than SEEGX's 0.69% expense ratio.


SEEGX
JPMorgan Large Cap Growth Fund
Expense ratio chart for SEEGX: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for APGYX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

APGYX vs. SEEGX - Risk-Adjusted Performance Comparison

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


APGYX
Sharpe ratio
The chart of Sharpe ratio for APGYX, currently valued at 2.55, compared to the broader market-1.000.001.002.003.004.002.55
Sortino ratio
The chart of Sortino ratio for APGYX, currently valued at 3.53, compared to the broader market-2.000.002.004.006.008.0010.0012.003.53
Omega ratio
The chart of Omega ratio for APGYX, currently valued at 1.45, compared to the broader market1.002.003.001.45
Calmar ratio
The chart of Calmar ratio for APGYX, currently valued at 1.89, compared to the broader market0.005.0010.0015.001.89
Martin ratio
The chart of Martin ratio for APGYX, currently valued at 11.80, compared to the broader market0.0020.0040.0060.0080.0011.80
SEEGX
Sharpe ratio
The chart of Sharpe ratio for SEEGX, currently valued at 2.31, compared to the broader market-1.000.001.002.003.004.002.31
Sortino ratio
The chart of Sortino ratio for SEEGX, currently valued at 3.17, compared to the broader market-2.000.002.004.006.008.0010.0012.003.17
Omega ratio
The chart of Omega ratio for SEEGX, currently valued at 1.40, compared to the broader market1.002.003.001.40
Calmar ratio
The chart of Calmar ratio for SEEGX, currently valued at 2.10, compared to the broader market0.005.0010.0015.002.10
Martin ratio
The chart of Martin ratio for SEEGX, currently valued at 10.84, compared to the broader market0.0020.0040.0060.0080.0010.84

APGYX vs. SEEGX - Sharpe Ratio Comparison

The current APGYX Sharpe Ratio is 2.55, which roughly equals the SEEGX Sharpe Ratio of 2.31. The chart below compares the 12-month rolling Sharpe Ratio of APGYX and SEEGX.


Rolling 12-month Sharpe Ratio2.002.503.003.502024FebruaryMarchAprilMayJune
2.55
2.31
APGYX
SEEGX

Dividends

APGYX vs. SEEGX - Dividend Comparison

APGYX's dividend yield for the trailing twelve months is around 1.37%, more than SEEGX's 0.10% yield.


TTM20232022202120202019201820172016201520142013
APGYX
AB Large Cap Growth Fund Advisor Class
1.37%1.65%0.86%7.17%2.59%3.43%9.08%3.77%2.67%8.57%14.37%4.01%
SEEGX
JPMorgan Large Cap Growth Fund
0.10%0.12%3.42%14.92%5.27%12.85%15.97%14.79%9.88%4.49%1.79%0.00%

Drawdowns

APGYX vs. SEEGX - Drawdown Comparison

The maximum APGYX drawdown since its inception was -66.33%, roughly equal to the maximum SEEGX drawdown of -64.32%. Use the drawdown chart below to compare losses from any high point for APGYX and SEEGX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-0.93%
-0.97%
APGYX
SEEGX

Volatility

APGYX vs. SEEGX - Volatility Comparison

The current volatility for AB Large Cap Growth Fund Advisor Class (APGYX) is 3.16%, while JPMorgan Large Cap Growth Fund (SEEGX) has a volatility of 3.79%. This indicates that APGYX experiences smaller price fluctuations and is considered to be less risky than SEEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
3.16%
3.79%
APGYX
SEEGX