APGYX vs. SVSPX
Compare and contrast key facts about AB Large Cap Growth Fund Advisor Class (APGYX) and State Street S&P 500 Index Fund Class N (SVSPX).
APGYX is managed by AllianceBernstein. It was launched on Jan 10, 1996. SVSPX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Dec 30, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: APGYX or SVSPX.
Key characteristics
| APGYX | SVSPX | |
|---|---|---|
| YTD Return | 27.49% | 26.75% |
| 1Y Return | 35.54% | 23.87% |
| 3Y Return (Ann) | 5.76% | -0.03% |
| 5Y Return (Ann) | 13.81% | 6.65% |
| 10Y Return (Ann) | 10.19% | 6.14% |
| Sharpe Ratio | 2.25 | 1.53 |
| Sortino Ratio | 3.00 | 1.82 |
| Omega Ratio | 1.41 | 1.34 |
| Calmar Ratio | 2.38 | 1.03 |
| Martin Ratio | 10.68 | 6.44 |
| Ulcer Index | 3.33% | 3.69% |
| Daily Std Dev | 15.76% | 15.57% |
| Max Drawdown | -69.14% | -86.30% |
| Current Drawdown | -0.27% | -0.81% |
Correlation
The correlation between APGYX and SVSPX 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. SVSPX - Performance Comparison
The year-to-date returns for both stocks are quite close, with APGYX having a 27.49% return and SVSPX slightly lower at 26.75%. Over the past 10 years, APGYX has outperformed SVSPX with an annualized return of 10.19%, while SVSPX has yielded a comparatively lower 6.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
APGYX vs. SVSPX - Expense Ratio Comparison
APGYX has a 0.59% expense ratio, which is higher than SVSPX's 0.16% expense ratio.
Risk-Adjusted Performance
APGYX vs. SVSPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Large Cap Growth Fund Advisor Class (APGYX) and State Street S&P 500 Index Fund Class N (SVSPX). 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.
Dividends
APGYX vs. SVSPX - Dividend Comparison
APGYX's dividend yield for the trailing twelve months is around 0.08%, less than SVSPX's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
APGYX AB Large Cap Growth Fund Advisor Class | 0.08% | 0.10% | 0.00% | 0.00% | 0.00% | 0.11% | 0.00% | 0.00% | 0.14% | 0.00% | 0.00% | 0.00% |
SVSPX State Street S&P 500 Index Fund Class N | 1.17% | 1.52% | 1.69% | 1.66% | 5.53% | 1.74% | 2.65% | 1.78% | 1.42% | 1.96% | 1.76% | 3.00% |
Drawdowns
APGYX vs. SVSPX - Drawdown Comparison
The maximum APGYX drawdown since its inception was -69.14%, smaller than the maximum SVSPX drawdown of -86.30%. Use the drawdown chart below to compare losses from any high point for APGYX and SVSPX. For additional features, visit the drawdowns tool.
Volatility
APGYX vs. SVSPX - Volatility Comparison
AB Large Cap Growth Fund Advisor Class (APGYX) has a higher volatility of 4.69% compared to State Street S&P 500 Index Fund Class N (SVSPX) at 3.86%. This indicates that APGYX's price experiences larger fluctuations and is considered to be riskier than SVSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.