AUUIX vs. APGYX

Last updated Jun 25, 2026

AUUIX (AB Select US Equity Portfolio) and APGYX (AB Large Cap Growth Fund Advisor Class) are both mutual funds - AUUIX is a Large Cap Blend Equities fund managed by AllianceBernstein, while APGYX is a Large Cap Growth Equities fund managed by AllianceBernstein. Over the past 10 years, AUUIX returned 16.33%/yr vs 16.50%/yr for APGYX. Their correlation of 0.90 suggests significant overlap in exposure. AUUIX charges 1.21%/yr vs 0.59%/yr for APGYX.

Performance

AUUIX vs. APGYX - Performance Comparison

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

Returns By Period

In the year-to-date period, AUUIX achieves a 7.78% return, which is significantly higher than APGYX's 0.62% return. Both investments have delivered pretty close results over the past 10 years, with AUUIX having a 16.33% annualized return and APGYX not far ahead at 16.50%.

AUUIX

• 1D: -1.14%
• 1M: -0.50%
• YTD: 7.78%
• 6M: 6.81%
• 1Y: 20.95%
• 3Y*: 20.95%
• 5Y*: 13.22%
• 10Y*: 16.33%

APGYX

• 1D: -1.51%
• 1M: -3.41%
• YTD: 0.62%
• 6M: -0.39%
• 1Y: 8.91%
• 3Y*: 17.18%
• 5Y*: 9.27%
• 10Y*: 16.50%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AUUIX vs. APGYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AUUIX AB Select US Equity Portfolio	7.78%	18.82%	26.19%	19.01%	-13.54%	30.14%	15.08%	40.72%	-4.70%	22.55%
APGYX AB Large Cap Growth Fund Advisor Class	0.62%	13.25%	25.40%	35.01%	-28.78%	28.92%	34.38%	34.13%	2.22%	31.68%

Correlation

The correlation between AUUIX and APGYX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Dec 9, 2011	0.90

The correlation between AUUIX and APGYX has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

Return for Risk

AUUIX vs. APGYX — Risk / Return Rank

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

AUUIX

AUUIX Risk / Return Rank: 65
AUUIX Sharpe Ratio Rank: 68
AUUIX Sortino Ratio Rank: 65
AUUIX Omega Ratio Rank: 64
AUUIX Calmar Ratio Rank: 59
AUUIX Martin Ratio Rank: 69

APGYX

APGYX Risk / Return Rank: 9
APGYX Sharpe Ratio Rank: 10
APGYX Sortino Ratio Rank: 9
APGYX Omega Ratio Rank: 9
APGYX Calmar Ratio Rank: 8
APGYX Martin Ratio Rank: 10

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.

AUUIX vs. APGYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Select US Equity Portfolio (AUUIX) and AB Large Cap Growth Fund Advisor Class (APGYX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AUUIX	APGYX	Difference
Sharpe ratio: Return per unit of total volatility	2.07	0.72	+1.34
Sortino ratio: Return per unit of downside risk	2.86	1.09	+1.77
Omega ratio: Gain probability vs. loss probability	1.37	1.14	+0.24
Calmar ratio: Return relative to maximum drawdown	2.63	0.72	+1.91
Martin ratio: Return relative to average drawdown	11.50	2.61	+8.89

AUUIX vs. APGYX - Sharpe Ratio Comparison

The current AUUIX Sharpe Ratio is 2.07, which is higher than the APGYX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of AUUIX and APGYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AUUIX vs. APGYX - Drawdown Comparison

The maximum AUUIX drawdown since its inception was -32.57%, smaller than the maximum APGYX drawdown of -66.33%. Use the drawdown chart below to compare losses from any high point for AUUIX and APGYX.

Drawdown Indicators

	AUUIX	APGYX	Difference
Max Drawdown Largest peak-to-trough decline	-32.57%	-66.33%	+33.76%
Max Drawdown (1Y) Largest decline over 1 year	-8.59%	-15.24%	+6.65%
Max Drawdown (3Y) Largest decline over 3 years	-17.37%	-21.59%	+4.22%
Max Drawdown (5Y) Largest decline over 5 years	-21.16%	-33.91%	+12.75%
Max Drawdown (10Y) Largest decline over 10 years	-32.57%	-33.91%	+1.34%
Current Drawdown Current decline from peak	-2.00%	-5.40%	+3.40%
Average Drawdown Average peak-to-trough decline	-3.61%	-20.97%	+17.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	4.18%	-2.22%

Volatility

AUUIX vs. APGYX - Volatility Comparison

The current volatility for AB Select US Equity Portfolio (AUUIX) is 3.96%, while AB Large Cap Growth Fund Advisor Class (APGYX) has a volatility of 5.65%. This indicates that AUUIX experiences smaller price fluctuations and is considered to be less risky than APGYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AUUIX	APGYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.96%	5.65%	-1.69%
Volatility (6M) Calculated over the trailing 6-month period	8.47%	11.91%	-3.44%
Volatility (1Y) Calculated over the trailing 1-year period	10.95%	15.11%	-4.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.87%	20.28%	-4.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.95%	19.71%	-1.76%

AUUIX vs. APGYX - Expense Ratio Comparison

AUUIX has a 1.21% expense ratio, which is higher than APGYX's 0.59% expense ratio.

Dividends

AUUIX vs. APGYX - Dividend Comparison

AUUIX's dividend yield for the trailing twelve months is around 5.62%, less than APGYX's 9.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
APGYX AB Large Cap Growth Fund Advisor Class	9.70%	9.76%	6.58%	1.65%	0.86%	7.17%	2.59%	3.43%	9.08%	3.77%	2.67%	8.57%
AUUIX AB Select US Equity Portfolio	5.62%	6.05%	8.89%	2.38%	6.60%	24.03%	3.32%	15.74%	12.45%	11.26%	4.16%	8.18%

Frequently Asked Questions

Can I hold both AUUIX and APGYX in my portfolio?

With a correlation of 0.91, AUUIX and APGYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AUUIX or APGYX?

APGYX has higher volatility (5.65%) compared to AUUIX (3.96%). In terms of maximum drawdown, AUUIX dropped -32.57% vs APGYX's -66.33%.

Which has better risk-adjusted returns?

AUUIX currently has the higher Sharpe Ratio (2.07 vs 0.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.