PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
APGYX vs. VIGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between APGYX and VIGAX 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.


-0.50.00.51.01.0

Performance

APGYX vs. VIGAX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
0.37%
13.15%
APGYX
VIGAX

Key characteristics

Sharpe Ratio

APGYX:

1.20

VIGAX:

2.10

Sortino Ratio

APGYX:

1.59

VIGAX:

2.72

Omega Ratio

APGYX:

1.23

VIGAX:

1.38

Calmar Ratio

APGYX:

1.77

VIGAX:

2.81

Martin Ratio

APGYX:

5.77

VIGAX:

10.96

Ulcer Index

APGYX:

3.64%

VIGAX:

3.32%

Daily Std Dev

APGYX:

17.54%

VIGAX:

17.32%

Max Drawdown

APGYX:

-69.14%

VIGAX:

-50.66%

Current Drawdown

APGYX:

-8.73%

VIGAX:

-2.50%

Returns By Period

In the year-to-date period, APGYX achieves a 19.23% return, which is significantly lower than VIGAX's 34.75% return. Over the past 10 years, APGYX has underperformed VIGAX with an annualized return of 10.71%, while VIGAX has yielded a comparatively higher 15.86% annualized return.


APGYX

YTD

19.23%

1M

-4.14%

6M

-0.83%

1Y

19.70%

5Y*

11.90%

10Y*

10.71%

VIGAX

YTD

34.75%

1M

3.33%

6M

12.01%

1Y

34.89%

5Y*

18.88%

10Y*

15.86%

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. VIGAX - Expense Ratio Comparison

APGYX has a 0.59% expense ratio, which is higher than VIGAX's 0.05% 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 VIGAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

APGYX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Large Cap Growth Fund Advisor Class (APGYX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


Sharpe ratio
The chart of Sharpe ratio for APGYX, currently valued at 1.20, compared to the broader market-1.000.001.002.003.004.001.202.10
The chart of Sortino ratio for APGYX, currently valued at 1.59, compared to the broader market-2.000.002.004.006.008.0010.001.592.72
The chart of Omega ratio for APGYX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.38
The chart of Calmar ratio for APGYX, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.0012.0014.001.772.81
The chart of Martin ratio for APGYX, currently valued at 5.77, compared to the broader market0.0020.0040.0060.005.7710.96
APGYX
VIGAX

The current APGYX Sharpe Ratio is 1.20, which is lower than the VIGAX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of APGYX and VIGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.20
2.10
APGYX
VIGAX

Dividends

APGYX vs. VIGAX - Dividend Comparison

APGYX has not paid dividends to shareholders, while VIGAX's dividend yield for the trailing twelve months is around 0.32%.


TTM20232022202120202019201820172016201520142013
APGYX
AB Large Cap Growth Fund Advisor Class
0.00%0.10%0.00%0.00%0.00%0.11%0.00%0.00%0.14%0.00%0.00%0.00%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.32%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%1.19%

Drawdowns

APGYX vs. VIGAX - Drawdown Comparison

The maximum APGYX drawdown since its inception was -69.14%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for APGYX and VIGAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.73%
-2.50%
APGYX
VIGAX

Volatility

APGYX vs. VIGAX - Volatility Comparison

AB Large Cap Growth Fund Advisor Class (APGYX) has a higher volatility of 8.27% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 4.92%. This indicates that APGYX's price experiences larger fluctuations and is considered to be riskier than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
8.27%
4.92%
APGYX
VIGAX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab