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APGZX vs. INDEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between APGZX and INDEX 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

APGZX vs. INDEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Large Cap Growth Fund Class Z (APGZX) and Index Funds S&P 500 Equal Weight (INDEX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

APGZX:

0.21

INDEX:

0.67

Sortino Ratio

APGZX:

0.52

INDEX:

1.05

Omega Ratio

APGZX:

1.07

INDEX:

1.15

Calmar Ratio

APGZX:

0.25

INDEX:

0.69

Martin Ratio

APGZX:

0.71

INDEX:

2.63

Ulcer Index

APGZX:

8.82%

INDEX:

4.91%

Daily Std Dev

APGZX:

23.79%

INDEX:

19.64%

Max Drawdown

APGZX:

-35.56%

INDEX:

-38.82%

Current Drawdown

APGZX:

-8.10%

INDEX:

-2.68%

Returns By Period

The year-to-date returns for both stocks are quite close, with APGZX having a 1.78% return and INDEX slightly lower at 1.77%.


APGZX

YTD

1.78%

1M

15.98%

6M

-2.90%

1Y

4.82%

3Y*

14.20%

5Y*

11.46%

10Y*

N/A

INDEX

YTD

1.77%

1M

12.92%

6M

1.13%

1Y

12.99%

3Y*

11.50%

5Y*

15.57%

10Y*

9.69%

*Annualized

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AB Large Cap Growth Fund Class Z

Index Funds S&P 500 Equal Weight

APGZX vs. INDEX - Expense Ratio Comparison

APGZX has a 0.52% expense ratio, which is higher than INDEX's 0.25% expense ratio.


Risk-Adjusted Performance

APGZX vs. INDEX — Risk-Adjusted Performance Rank

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

APGZX
The Risk-Adjusted Performance Rank of APGZX is 3333
Overall Rank
The Sharpe Ratio Rank of APGZX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of APGZX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of APGZX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of APGZX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of APGZX is 3131
Martin Ratio Rank

INDEX
The Risk-Adjusted Performance Rank of INDEX is 6666
Overall Rank
The Sharpe Ratio Rank of INDEX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of INDEX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of INDEX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of INDEX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of INDEX is 6666
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.

APGZX vs. INDEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Large Cap Growth Fund Class Z (APGZX) and Index Funds S&P 500 Equal Weight (INDEX). 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 APGZX Sharpe Ratio is 0.21, which is lower than the INDEX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of APGZX and INDEX, 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

APGZX vs. INDEX - Dividend Comparison

APGZX's dividend yield for the trailing twelve months is around 0.09%, less than INDEX's 1.31% yield.


TTM2024202320222021202020192018201720162015
APGZX
AB Large Cap Growth Fund Class Z
0.09%0.09%0.14%0.00%0.00%0.00%0.16%0.00%0.00%0.18%0.00%
INDEX
Index Funds S&P 500 Equal Weight
1.31%1.34%1.56%1.21%1.09%1.53%1.61%1.82%1.15%1.15%1.19%

Drawdowns

APGZX vs. INDEX - Drawdown Comparison

The maximum APGZX drawdown since its inception was -35.56%, smaller than the maximum INDEX drawdown of -38.82%. Use the drawdown chart below to compare losses from any high point for APGZX and INDEX. For additional features, visit the drawdowns tool.


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Volatility

APGZX vs. INDEX - Volatility Comparison

AB Large Cap Growth Fund Class Z (APGZX) has a higher volatility of 6.19% compared to Index Funds S&P 500 Equal Weight (INDEX) at 5.45%. This indicates that APGZX's price experiences larger fluctuations and is considered to be riskier than INDEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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