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APGZX vs. MGK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APGZX vs. MGK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Large Cap Growth Fund Class Z (APGZX) and Vanguard Mega Cap Growth ETF (MGK). The values are adjusted to include any dividend payments, if applicable.

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APGZX vs. MGK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APGZX
AB Large Cap Growth Fund Class Z
-12.76%13.26%25.47%35.12%-28.74%29.00%34.47%34.24%2.30%31.81%
MGK
Vanguard Mega Cap Growth ETF
-10.90%20.67%32.94%51.67%-33.59%28.58%41.01%37.38%-2.91%29.49%

Returns By Period

In the year-to-date period, APGZX achieves a -12.76% return, which is significantly lower than MGK's -10.90% return. Over the past 10 years, APGZX has underperformed MGK with an annualized return of 14.52%, while MGK has yielded a comparatively higher 16.84% annualized return.


APGZX

1D
-0.10%
1M
-10.09%
YTD
-12.76%
6M
-12.55%
1Y
7.79%
3Y*
14.45%
5Y*
8.77%
10Y*
14.52%

MGK

1D
3.95%
1M
-4.96%
YTD
-10.90%
6M
-8.52%
1Y
19.40%
3Y*
22.12%
5Y*
12.38%
10Y*
16.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APGZX vs. MGK - Expense Ratio Comparison

APGZX has a 0.52% expense ratio, which is higher than MGK's 0.05% expense ratio.


Return for Risk

APGZX vs. MGK — Risk / Return Rank

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

APGZX
APGZX Risk / Return Rank: 1515
Overall Rank
APGZX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
APGZX Sortino Ratio Rank: 1717
Sortino Ratio Rank
APGZX Omega Ratio Rank: 1717
Omega Ratio Rank
APGZX Calmar Ratio Rank: 1313
Calmar Ratio Rank
APGZX Martin Ratio Rank: 1414
Martin Ratio Rank

MGK
MGK Risk / Return Rank: 5151
Overall Rank
MGK Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MGK Sortino Ratio Rank: 5656
Sortino Ratio Rank
MGK Omega Ratio Rank: 5454
Omega Ratio Rank
MGK Calmar Ratio Rank: 5151
Calmar Ratio Rank
MGK Martin Ratio Rank: 4646
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.

APGZX vs. MGK - Risk-Adjusted Trends 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.


APGZXMGKDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.84

-0.43

Sortino ratio

Return per unit of downside risk

0.73

1.36

-0.63

Omega ratio

Gain probability vs. loss probability

1.10

1.19

-0.09

Calmar ratio

Return relative to maximum drawdown

0.34

1.16

-0.82

Martin ratio

Return relative to average drawdown

1.34

4.07

-2.72

APGZX vs. MGK - Sharpe Ratio Comparison

The current APGZX Sharpe Ratio is 0.40, which is lower than the MGK Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of APGZX and MGK, 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


APGZXMGKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.84

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.55

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.77

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.60

+0.13

Correlation

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.


Dividends

APGZX vs. MGK - Dividend Comparison

APGZX's dividend yield for the trailing twelve months is around 11.19%, more than MGK's 0.39% yield.


TTM20252024202320222021202020192018201720162015
APGZX
AB Large Cap Growth Fund Class Z
11.19%9.77%6.62%1.69%0.87%7.19%2.60%3.49%9.11%3.78%2.72%0.00%
MGK
Vanguard Mega Cap Growth ETF
0.39%0.35%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%

Drawdowns

APGZX vs. MGK - Drawdown Comparison

The maximum APGZX drawdown since its inception was -33.87%, smaller than the maximum MGK drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for APGZX and MGK.


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Drawdown Indicators


APGZXMGKDifference

Max Drawdown

Largest peak-to-trough decline

-33.87%

-47.97%

+14.10%

Max Drawdown (1Y)

Largest decline over 1 year

-15.21%

-16.85%

+1.64%

Max Drawdown (5Y)

Largest decline over 5 years

-33.87%

-36.01%

+2.14%

Max Drawdown (10Y)

Largest decline over 10 years

-33.87%

-36.01%

+2.14%

Current Drawdown

Current decline from peak

-15.21%

-13.57%

-1.64%

Average Drawdown

Average peak-to-trough decline

-6.08%

-7.51%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

4.81%

-0.91%

Volatility

APGZX vs. MGK - Volatility Comparison

The current volatility for AB Large Cap Growth Fund Class Z (APGZX) is 5.13%, while Vanguard Mega Cap Growth ETF (MGK) has a volatility of 7.01%. 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.


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Volatility by Period


APGZXMGKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

7.01%

-1.88%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

12.88%

-2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

19.91%

23.33%

-3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.12%

22.64%

-2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.60%

21.82%

-2.22%