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APGZX vs. MISHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

APGZX vs. MISHX - Performance Comparison

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

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APGZX vs. MISHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
APGZX
AB Large Cap Growth Fund Class Z
-9.67%13.26%25.47%35.12%-28.74%29.00%34.47%34.24%2.30%31.81%
MISHX
AB Municipal Income Shares
-0.28%6.41%5.29%6.24%-12.77%6.81%6.22%11.52%0.80%9.59%

Returns By Period

In the year-to-date period, APGZX achieves a -9.67% return, which is significantly lower than MISHX's -0.28% return. Over the past 10 years, APGZX has outperformed MISHX with an annualized return of 14.92%, while MISHX has yielded a comparatively lower 3.67% annualized return.


APGZX

1D
3.54%
1M
-6.61%
YTD
-9.67%
6M
-9.63%
1Y
10.96%
3Y*
15.78%
5Y*
9.19%
10Y*
14.92%

MISHX

1D
0.36%
1M
-2.13%
YTD
-0.28%
6M
1.03%
1Y
3.93%
3Y*
4.92%
5Y*
1.71%
10Y*
3.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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APGZX vs. MISHX - Expense Ratio Comparison

APGZX has a 0.52% expense ratio, which is higher than MISHX's 0.00% expense ratio.


Return for Risk

APGZX vs. MISHX — Risk / Return Rank

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

APGZX
APGZX Risk / Return Rank: 2323
Overall Rank
APGZX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
APGZX Sortino Ratio Rank: 2424
Sortino Ratio Rank
APGZX Omega Ratio Rank: 2222
Omega Ratio Rank
APGZX Calmar Ratio Rank: 2525
Calmar Ratio Rank
APGZX Martin Ratio Rank: 2626
Martin Ratio Rank

MISHX
MISHX Risk / Return Rank: 3434
Overall Rank
MISHX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MISHX Sortino Ratio Rank: 2727
Sortino Ratio Rank
MISHX Omega Ratio Rank: 4949
Omega Ratio Rank
MISHX Calmar Ratio Rank: 3434
Calmar Ratio Rank
MISHX Martin Ratio Rank: 2828
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. MISHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Large Cap Growth Fund Class Z (APGZX) and AB Municipal Income Shares (MISHX). 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.


APGZXMISHXDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.79

-0.21

Sortino ratio

Return per unit of downside risk

0.99

1.09

-0.09

Omega ratio

Gain probability vs. loss probability

1.14

1.22

-0.08

Calmar ratio

Return relative to maximum drawdown

0.77

1.00

-0.23

Martin ratio

Return relative to average drawdown

2.96

3.23

-0.27

APGZX vs. MISHX - Sharpe Ratio Comparison

The current APGZX Sharpe Ratio is 0.58, which is comparable to the MISHX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of APGZX and MISHX, 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


APGZXMISHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.79

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.35

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.71

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.90

-0.15

Correlation

The correlation between APGZX and MISHX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

APGZX vs. MISHX - Dividend Comparison

APGZX's dividend yield for the trailing twelve months is around 10.81%, more than MISHX's 4.83% yield.


TTM20252024202320222021202020192018201720162015
APGZX
AB Large Cap Growth Fund Class Z
10.81%9.77%6.62%1.69%0.87%7.19%2.60%3.49%9.11%3.78%2.72%0.00%
MISHX
AB Municipal Income Shares
4.83%6.23%4.80%3.23%3.75%2.77%3.56%3.98%3.77%3.78%4.25%4.38%

Drawdowns

APGZX vs. MISHX - Drawdown Comparison

The maximum APGZX drawdown since its inception was -33.87%, which is greater than MISHX's maximum drawdown of -19.03%. Use the drawdown chart below to compare losses from any high point for APGZX and MISHX.


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Drawdown Indicators


APGZXMISHXDifference

Max Drawdown

Largest peak-to-trough decline

-33.87%

-19.03%

-14.84%

Max Drawdown (1Y)

Largest decline over 1 year

-15.21%

-5.34%

-9.87%

Max Drawdown (5Y)

Largest decline over 5 years

-33.87%

-18.20%

-15.67%

Max Drawdown (10Y)

Largest decline over 10 years

-33.87%

-19.03%

-14.84%

Current Drawdown

Current decline from peak

-12.21%

-2.47%

-9.74%

Average Drawdown

Average peak-to-trough decline

-6.08%

-3.44%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

1.65%

+2.32%

Volatility

APGZX vs. MISHX - Volatility Comparison

AB Large Cap Growth Fund Class Z (APGZX) has a higher volatility of 6.50% compared to AB Municipal Income Shares (MISHX) at 1.29%. This indicates that APGZX's price experiences larger fluctuations and is considered to be riskier than MISHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APGZXMISHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

1.29%

+5.21%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

2.02%

+9.35%

Volatility (1Y)

Calculated over the trailing 1-year period

20.18%

5.64%

+14.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.18%

4.95%

+15.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.63%

5.17%

+14.46%