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AWAYX vs. APGZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AWAYX vs. APGZX - Performance Comparison

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

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AWAYX vs. APGZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AWAYX
AB Wealth Appreciation Strategy
-4.76%21.59%19.08%21.06%-18.42%20.57%13.04%25.57%-9.68%22.02%
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%

Returns By Period

In the year-to-date period, AWAYX achieves a -4.76% return, which is significantly higher than APGZX's -12.76% return. Over the past 10 years, AWAYX has underperformed APGZX with an annualized return of 10.58%, while APGZX has yielded a comparatively higher 14.52% annualized return.


AWAYX

1D
-0.27%
1M
-9.05%
YTD
-4.76%
6M
-2.09%
1Y
18.19%
3Y*
16.07%
5Y*
9.11%
10Y*
10.58%

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

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AWAYX vs. APGZX - Expense Ratio Comparison

AWAYX has a 0.40% expense ratio, which is lower than APGZX's 0.52% expense ratio.


Return for Risk

AWAYX vs. APGZX — Risk / Return Rank

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

AWAYX
AWAYX Risk / Return Rank: 6161
Overall Rank
AWAYX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AWAYX Sortino Ratio Rank: 6161
Sortino Ratio Rank
AWAYX Omega Ratio Rank: 6161
Omega Ratio Rank
AWAYX Calmar Ratio Rank: 5959
Calmar Ratio Rank
AWAYX Martin Ratio Rank: 6565
Martin Ratio Rank

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
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.

AWAYX vs. APGZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Wealth Appreciation Strategy (AWAYX) and AB Large Cap Growth Fund Class Z (APGZX). 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.


AWAYXAPGZXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.40

+0.65

Sortino ratio

Return per unit of downside risk

1.57

0.73

+0.83

Omega ratio

Gain probability vs. loss probability

1.23

1.10

+0.13

Calmar ratio

Return relative to maximum drawdown

1.39

0.34

+1.04

Martin ratio

Return relative to average drawdown

6.12

1.34

+4.78

AWAYX vs. APGZX - Sharpe Ratio Comparison

The current AWAYX Sharpe Ratio is 1.05, which is higher than the APGZX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of AWAYX and APGZX, 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


AWAYXAPGZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.40

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.44

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.74

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.73

-0.32

Correlation

The correlation between AWAYX and APGZX is 0.88, 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

AWAYX vs. APGZX - Dividend Comparison

AWAYX's dividend yield for the trailing twelve months is around 7.73%, less than APGZX's 11.19% yield.


TTM20252024202320222021202020192018201720162015
AWAYX
AB Wealth Appreciation Strategy
7.73%7.36%5.97%2.54%7.90%9.02%3.05%4.11%3.94%7.73%6.17%1.87%
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%

Drawdowns

AWAYX vs. APGZX - Drawdown Comparison

The maximum AWAYX drawdown since its inception was -60.32%, which is greater than APGZX's maximum drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for AWAYX and APGZX.


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Drawdown Indicators


AWAYXAPGZXDifference

Max Drawdown

Largest peak-to-trough decline

-60.32%

-33.87%

-26.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-15.21%

+3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-26.40%

-33.87%

+7.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.32%

-33.87%

-0.45%

Current Drawdown

Current decline from peak

-9.67%

-15.21%

+5.54%

Average Drawdown

Average peak-to-trough decline

-9.80%

-6.08%

-3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

3.90%

-1.26%

Volatility

AWAYX vs. APGZX - Volatility Comparison

AB Wealth Appreciation Strategy (AWAYX) and AB Large Cap Growth Fund Class Z (APGZX) have volatilities of 5.08% and 5.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AWAYXAPGZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

5.13%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.25%

10.81%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

17.60%

19.91%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

20.12%

-4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

19.60%

-2.86%