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

Correlation

The correlation between APGYX and VIGAX is 0.93, 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. 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.

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Key characteristics

Sharpe Ratio

APGYX:

0.53

VIGAX:

0.80

Sortino Ratio

APGYX:

0.91

VIGAX:

1.28

Omega Ratio

APGYX:

1.12

VIGAX:

1.18

Calmar Ratio

APGYX:

0.57

VIGAX:

0.91

Martin Ratio

APGYX:

1.82

VIGAX:

3.09

Ulcer Index

APGYX:

6.81%

VIGAX:

6.75%

Daily Std Dev

APGYX:

22.95%

VIGAX:

25.48%

Max Drawdown

APGYX:

-66.33%

VIGAX:

-50.66%

Current Drawdown

APGYX:

-4.96%

VIGAX:

-3.15%

Returns By Period

In the year-to-date period, APGYX achieves a 0.99% return, which is significantly higher than VIGAX's 0.91% return. Both investments have delivered pretty close results over the past 10 years, with APGYX having a 15.04% annualized return and VIGAX not far ahead at 15.27%.


APGYX

YTD

0.99%

1M

11.87%

6M

-0.59%

1Y

12.04%

5Y*

15.52%

10Y*

15.04%

VIGAX

YTD

0.91%

1M

14.16%

6M

1.54%

1Y

20.18%

5Y*

18.50%

10Y*

15.27%

*Annualized

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APGYX vs. VIGAX - Expense Ratio Comparison

APGYX has a 0.59% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


Risk-Adjusted Performance

APGYX vs. VIGAX — Risk-Adjusted Performance Rank

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

APGYX
The Risk-Adjusted Performance Rank of APGYX is 5656
Overall Rank
The Sharpe Ratio Rank of APGYX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of APGYX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of APGYX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of APGYX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of APGYX is 5454
Martin Ratio Rank

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 7676
Overall Rank
The Sharpe Ratio Rank of VIGAX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current APGYX Sharpe Ratio is 0.53, which is lower than the VIGAX Sharpe Ratio of 0.80. 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.


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Dividends

APGYX vs. VIGAX - Dividend Comparison

APGYX's dividend yield for the trailing twelve months is around 6.52%, more than VIGAX's 0.46% yield.


TTM20242023202220212020201920182017201620152014
APGYX
AB Large Cap Growth Fund Advisor Class
6.52%6.58%1.65%0.86%7.17%2.59%3.43%9.08%3.77%2.67%8.57%14.37%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.46%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%

Drawdowns

APGYX vs. VIGAX - Drawdown Comparison

The maximum APGYX drawdown since its inception was -66.33%, 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.


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Volatility

APGYX vs. VIGAX - Volatility Comparison

The current volatility for AB Large Cap Growth Fund Advisor Class (APGYX) is 7.00%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 7.87%. This indicates that APGYX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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