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

Key characteristics


APGZXMGK
YTD Return13.05%10.84%
1Y Return33.64%37.07%
3Y Return (Ann)9.60%10.89%
5Y Return (Ann)16.78%18.49%
Sharpe Ratio2.332.33
Daily Std Dev14.62%16.02%
Max Drawdown-33.87%-48.36%
Current Drawdown-1.49%-0.63%

Correlation

-0.50.00.51.01.0

The correlation between APGZX and MGK is 0.96, 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. MGK - Performance Comparison

In the year-to-date period, APGZX achieves a 13.05% return, which is significantly higher than MGK's 10.84% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%220.00%240.00%260.00%280.00%December2024FebruaryMarchAprilMay
260.86%
272.92%
APGZX
MGK

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 Class Z

Vanguard Mega Cap Growth ETF

APGZX vs. MGK - Expense Ratio Comparison

APGZX has a 0.52% expense ratio, which is higher than MGK's 0.07% expense ratio.


APGZX
AB Large Cap Growth Fund Class Z
Expense ratio chart for APGZX: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%
Expense ratio chart for MGK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

APGZX vs. MGK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Large Cap Growth Fund Class Z (APGZX) and Vanguard Mega Cap Growth ETF (MGK). 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.


APGZX
Sharpe ratio
The chart of Sharpe ratio for APGZX, currently valued at 2.33, compared to the broader market-1.000.001.002.003.004.002.33
Sortino ratio
The chart of Sortino ratio for APGZX, currently valued at 3.21, compared to the broader market-2.000.002.004.006.008.0010.0012.003.21
Omega ratio
The chart of Omega ratio for APGZX, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.003.501.40
Calmar ratio
The chart of Calmar ratio for APGZX, currently valued at 1.69, compared to the broader market0.002.004.006.008.0010.0012.001.69
Martin ratio
The chart of Martin ratio for APGZX, currently valued at 11.25, compared to the broader market0.0020.0040.0060.0011.25
MGK
Sharpe ratio
The chart of Sharpe ratio for MGK, currently valued at 2.33, compared to the broader market-1.000.001.002.003.004.002.33
Sortino ratio
The chart of Sortino ratio for MGK, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.0010.0012.003.18
Omega ratio
The chart of Omega ratio for MGK, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.003.501.40
Calmar ratio
The chart of Calmar ratio for MGK, currently valued at 1.90, compared to the broader market0.002.004.006.008.0010.0012.001.90
Martin ratio
The chart of Martin ratio for MGK, currently valued at 12.45, compared to the broader market0.0020.0040.0060.0012.45

APGZX vs. MGK - Sharpe Ratio Comparison

The current APGZX Sharpe Ratio is 2.33, which roughly equals the MGK Sharpe Ratio of 2.33. The chart below compares the 12-month rolling Sharpe Ratio of APGZX and MGK.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50December2024FebruaryMarchAprilMay
2.33
2.33
APGZX
MGK

Dividends

APGZX vs. MGK - Dividend Comparison

APGZX's dividend yield for the trailing twelve months is around 1.50%, more than MGK's 0.46% yield.


TTM20232022202120202019201820172016201520142013
APGZX
AB Large Cap Growth Fund Class Z
1.50%1.69%0.87%7.19%2.60%3.49%9.11%3.78%2.72%8.62%0.00%0.00%
MGK
Vanguard Mega Cap Growth ETF
0.46%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%1.29%

Drawdowns

APGZX vs. MGK - Drawdown Comparison

The maximum APGZX drawdown since its inception was -33.87%, smaller than the maximum MGK drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for APGZX and MGK. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.49%
-0.63%
APGZX
MGK

Volatility

APGZX vs. MGK - Volatility Comparison

The current volatility for AB Large Cap Growth Fund Class Z (APGZX) is 4.71%, while Vanguard Mega Cap Growth ETF (MGK) has a volatility of 5.19%. This indicates that APGZX experiences smaller price fluctuations and is considered to be less risky than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
4.71%
5.19%
APGZX
MGK