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APGYX vs. WPSGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APGYX vs. WPSGX - Performance Comparison

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

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APGYX vs. WPSGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APGYX
AB Large Cap Growth Fund Advisor Class
-9.68%13.25%25.40%35.01%-28.78%28.92%34.38%34.13%2.22%31.68%
WPSGX
AB Concentrated Growth Fund
-10.24%6.29%11.16%19.70%-24.61%31.53%21.22%44.50%1.56%22.99%

Returns By Period

In the year-to-date period, APGYX achieves a -9.68% return, which is significantly higher than WPSGX's -10.24% return. Over the past 10 years, APGYX has outperformed WPSGX with an annualized return of 14.84%, while WPSGX has yielded a comparatively lower 11.40% annualized return.


APGYX

1D
3.55%
1M
-6.62%
YTD
-9.68%
6M
-9.65%
1Y
10.94%
3Y*
15.73%
5Y*
9.13%
10Y*
14.84%

WPSGX

1D
2.54%
1M
-6.90%
YTD
-10.24%
6M
-11.91%
1Y
-0.55%
3Y*
6.79%
5Y*
3.17%
10Y*
11.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APGYX vs. WPSGX - Expense Ratio Comparison

APGYX has a 0.59% expense ratio, which is lower than WPSGX's 0.75% expense ratio.


Return for Risk

APGYX vs. WPSGX — Risk / Return Rank

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

APGYX
APGYX Risk / Return Rank: 2323
Overall Rank
APGYX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
APGYX Sortino Ratio Rank: 2323
Sortino Ratio Rank
APGYX Omega Ratio Rank: 2222
Omega Ratio Rank
APGYX Calmar Ratio Rank: 2525
Calmar Ratio Rank
APGYX Martin Ratio Rank: 2626
Martin Ratio Rank

WPSGX
WPSGX Risk / Return Rank: 44
Overall Rank
WPSGX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
WPSGX Sortino Ratio Rank: 44
Sortino Ratio Rank
WPSGX Omega Ratio Rank: 44
Omega Ratio Rank
WPSGX Calmar Ratio Rank: 55
Calmar Ratio Rank
WPSGX Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

APGYX vs. WPSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Large Cap Growth Fund Advisor Class (APGYX) and AB Concentrated Growth Fund (WPSGX). 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.


APGYXWPSGXDifference

Sharpe ratio

Return per unit of total volatility

0.58

-0.02

+0.60

Sortino ratio

Return per unit of downside risk

0.99

0.10

+0.89

Omega ratio

Gain probability vs. loss probability

1.14

1.01

+0.12

Calmar ratio

Return relative to maximum drawdown

0.77

-0.01

+0.78

Martin ratio

Return relative to average drawdown

2.95

-0.04

+2.98

APGYX vs. WPSGX - Sharpe Ratio Comparison

The current APGYX Sharpe Ratio is 0.58, which is higher than the WPSGX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of APGYX and WPSGX, 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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Sharpe Ratios by Period


APGYXWPSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

-0.02

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.18

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.59

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.17

+0.29

Correlation

The correlation between APGYX and WPSGX is 0.88, 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.


Dividends

APGYX vs. WPSGX - Dividend Comparison

APGYX's dividend yield for the trailing twelve months is around 10.80%, more than WPSGX's 9.49% yield.


TTM20252024202320222021202020192018201720162015
APGYX
AB Large Cap Growth Fund Advisor Class
10.80%9.76%6.58%1.65%0.86%7.17%2.59%3.43%9.08%3.77%2.67%8.57%
WPSGX
AB Concentrated Growth Fund
9.49%8.52%11.43%1.15%1.95%10.55%3.56%6.53%8.08%3.51%0.44%2.89%

Drawdowns

APGYX vs. WPSGX - Drawdown Comparison

The maximum APGYX drawdown since its inception was -66.33%, smaller than the maximum WPSGX drawdown of -90.28%. Use the drawdown chart below to compare losses from any high point for APGYX and WPSGX.


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Drawdown Indicators


APGYXWPSGXDifference

Max Drawdown

Largest peak-to-trough decline

-66.33%

-90.28%

+23.95%

Max Drawdown (1Y)

Largest decline over 1 year

-15.24%

-15.52%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-33.91%

-32.60%

-1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.91%

-36.22%

+2.31%

Current Drawdown

Current decline from peak

-12.23%

-13.19%

+0.96%

Average Drawdown

Average peak-to-trough decline

-21.11%

-36.85%

+15.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

4.52%

-0.54%

Volatility

APGYX vs. WPSGX - Volatility Comparison

AB Large Cap Growth Fund Advisor Class (APGYX) has a higher volatility of 6.50% compared to AB Concentrated Growth Fund (WPSGX) at 5.48%. This indicates that APGYX's price experiences larger fluctuations and is considered to be riskier than WPSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APGYXWPSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

5.48%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

10.27%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

20.19%

18.33%

+1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.18%

18.11%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.64%

19.49%

+0.15%