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

Key characteristics


APGYXVTI
YTD Return20.23%13.50%
1Y Return34.45%25.22%
3Y Return (Ann)9.58%8.32%
5Y Return (Ann)17.23%13.97%
10Y Return (Ann)16.44%12.20%
Sharpe Ratio2.552.20
Daily Std Dev13.89%11.62%
Max Drawdown-66.33%-55.45%
Current Drawdown-0.93%-0.40%

Correlation

-0.50.00.51.00.9

The correlation between APGYX and VTI is 0.92, 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. VTI - Performance Comparison

In the year-to-date period, APGYX achieves a 20.23% return, which is significantly higher than VTI's 13.50% return. Over the past 10 years, APGYX has outperformed VTI with an annualized return of 16.44%, while VTI has yielded a comparatively lower 12.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%550.00%600.00%650.00%700.00%2024FebruaryMarchAprilMayJune
698.73%
606.44%
APGYX
VTI

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

Vanguard Total Stock Market ETF

APGYX vs. VTI - Expense Ratio Comparison

APGYX has a 0.59% expense ratio, which is higher than VTI's 0.03% 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 VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

APGYX vs. VTI - 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 Total Stock Market ETF (VTI). 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
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.20, compared to the broader market-1.000.001.002.003.004.002.20
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 3.09, compared to the broader market-2.000.002.004.006.008.0010.0012.003.09
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.38, compared to the broader market1.002.003.001.38
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 1.82, compared to the broader market0.005.0010.0015.001.82
Martin ratio
The chart of Martin ratio for VTI, currently valued at 8.03, compared to the broader market0.0020.0040.0060.0080.008.03

APGYX vs. VTI - Sharpe Ratio Comparison

The current APGYX Sharpe Ratio is 2.55, which roughly equals the VTI Sharpe Ratio of 2.20. The chart below compares the 12-month rolling Sharpe Ratio of APGYX and VTI.


Rolling 12-month Sharpe Ratio1.502.002.503.003.502024FebruaryMarchAprilMayJune
2.55
2.20
APGYX
VTI

Dividends

APGYX vs. VTI - Dividend Comparison

APGYX's dividend yield for the trailing twelve months is around 1.37%, more than VTI's 1.32% 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%
VTI
Vanguard Total Stock Market ETF
1.01%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

APGYX vs. VTI - Drawdown Comparison

The maximum APGYX drawdown since its inception was -66.33%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for APGYX and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-0.93%
-0.40%
APGYX
VTI

Volatility

APGYX vs. VTI - Volatility Comparison

AB Large Cap Growth Fund Advisor Class (APGYX) has a higher volatility of 3.16% compared to Vanguard Total Stock Market ETF (VTI) at 2.50%. This indicates that APGYX's price experiences larger fluctuations and is considered to be riskier than VTI 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%
2.50%
APGYX
VTI