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

Key characteristics


APGYXSPY
YTD Return20.23%15.29%
1Y Return34.45%26.49%
3Y Return (Ann)9.58%10.42%
5Y Return (Ann)17.23%14.94%
10Y Return (Ann)16.44%12.85%
Sharpe Ratio2.552.40
Daily Std Dev13.89%11.21%
Max Drawdown-66.33%-55.19%
Current Drawdown-0.93%-0.41%

Correlation

-0.50.00.51.00.9

The correlation between APGYX and SPY is 0.91, 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. SPY - Performance Comparison

In the year-to-date period, APGYX achieves a 20.23% return, which is significantly higher than SPY's 15.29% return. Over the past 10 years, APGYX has outperformed SPY with an annualized return of 16.44%, while SPY has yielded a comparatively lower 12.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


900.00%1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%2024FebruaryMarchAprilMayJune
1,368.57%
1,055.74%
APGYX
SPY

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 Advisor Class

SPDR S&P 500 ETF

APGYX vs. SPY - Expense Ratio Comparison

APGYX has a 0.59% expense ratio, which is higher than SPY's 0.09% expense ratio.


APGYX
AB Large Cap Growth Fund Advisor Class
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%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

APGYX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Large Cap Growth Fund Advisor Class (APGYX) and SPDR S&P 500 ETF (SPY). 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 market1.002.003.004.001.45
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
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.40, compared to the broader market-1.000.001.002.003.004.002.40
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 3.38, compared to the broader market-2.000.002.004.006.008.0010.0012.003.38
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.43, compared to the broader market1.002.003.004.001.43
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 2.31, compared to the broader market0.005.0010.0015.002.31
Martin ratio
The chart of Martin ratio for SPY, currently valued at 9.33, compared to the broader market0.0020.0040.0060.0080.009.33

APGYX vs. SPY - Sharpe Ratio Comparison

The current APGYX Sharpe Ratio is 2.55, which roughly equals the SPY Sharpe Ratio of 2.40. The chart below compares the 12-month rolling Sharpe Ratio of APGYX and SPY.


Rolling 12-month Sharpe Ratio1.502.002.503.003.502024FebruaryMarchAprilMayJune
2.55
2.40
APGYX
SPY

Dividends

APGYX vs. SPY - Dividend Comparison

APGYX's dividend yield for the trailing twelve months is around 1.37%, more than SPY's 1.26% 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%
SPY
SPDR S&P 500 ETF
1.26%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

APGYX vs. SPY - Drawdown Comparison

The maximum APGYX drawdown since its inception was -66.33%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for APGYX and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-0.93%
-0.41%
APGYX
SPY

Volatility

APGYX vs. SPY - Volatility Comparison

AB Large Cap Growth Fund Advisor Class (APGYX) has a higher volatility of 3.16% compared to SPDR S&P 500 ETF (SPY) at 2.41%. This indicates that APGYX's price experiences larger fluctuations and is considered to be riskier than SPY 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%2024FebruaryMarchAprilMayJune
3.16%
2.41%
APGYX
SPY