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AWPAX vs. APGZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AWPAX vs. APGZX - Performance Comparison

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

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AWPAX vs. APGZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AWPAX
AB Sustainable International Thematic Fund
-8.31%13.57%-0.32%13.09%-26.80%9.20%29.55%26.88%-17.50%34.46%
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, AWPAX achieves a -8.31% return, which is significantly higher than APGZX's -12.76% return. Over the past 10 years, AWPAX has underperformed APGZX with an annualized return of 5.06%, while APGZX has yielded a comparatively higher 14.52% annualized return.


AWPAX

1D
-0.10%
1M
-12.94%
YTD
-8.31%
6M
-8.14%
1Y
4.08%
3Y*
3.06%
5Y*
-1.02%
10Y*
5.06%

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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AWPAX vs. APGZX - Expense Ratio Comparison

AWPAX has a 1.03% expense ratio, which is higher than APGZX's 0.52% expense ratio.


Return for Risk

AWPAX vs. APGZX — Risk / Return Rank

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

AWPAX
AWPAX Risk / Return Rank: 99
Overall Rank
AWPAX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
AWPAX Sortino Ratio Rank: 99
Sortino Ratio Rank
AWPAX Omega Ratio Rank: 99
Omega Ratio Rank
AWPAX Calmar Ratio Rank: 99
Calmar Ratio Rank
AWPAX Martin Ratio Rank: 1010
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.

AWPAX vs. APGZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Sustainable International Thematic Fund (AWPAX) 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.


AWPAXAPGZXDifference

Sharpe ratio

Return per unit of total volatility

0.20

0.40

-0.20

Sortino ratio

Return per unit of downside risk

0.40

0.73

-0.34

Omega ratio

Gain probability vs. loss probability

1.05

1.10

-0.05

Calmar ratio

Return relative to maximum drawdown

0.17

0.34

-0.17

Martin ratio

Return relative to average drawdown

0.69

1.34

-0.65

AWPAX vs. APGZX - Sharpe Ratio Comparison

The current AWPAX Sharpe Ratio is 0.20, which is lower than the APGZX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of AWPAX 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


AWPAXAPGZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.40

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.44

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.74

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.73

-0.42

Correlation

The correlation between AWPAX and APGZX is 0.75, 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

AWPAX vs. APGZX - Dividend Comparison

AWPAX has not paid dividends to shareholders, while APGZX's dividend yield for the trailing twelve months is around 11.19%.


TTM2025202420232022202120202019201820172016
AWPAX
AB Sustainable International Thematic Fund
0.00%0.00%0.00%0.00%0.52%7.00%1.67%1.11%14.44%0.00%0.77%
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%

Drawdowns

AWPAX vs. APGZX - Drawdown Comparison

The maximum AWPAX drawdown since its inception was -63.00%, which is greater than APGZX's maximum drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for AWPAX and APGZX.


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Drawdown Indicators


AWPAXAPGZXDifference

Max Drawdown

Largest peak-to-trough decline

-63.00%

-33.87%

-29.13%

Max Drawdown (1Y)

Largest decline over 1 year

-13.44%

-15.21%

+1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-38.13%

-33.87%

-4.26%

Max Drawdown (10Y)

Largest decline over 10 years

-38.13%

-33.87%

-4.26%

Current Drawdown

Current decline from peak

-16.29%

-15.21%

-1.08%

Average Drawdown

Average peak-to-trough decline

-18.85%

-6.08%

-12.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.90%

-0.50%

Volatility

AWPAX vs. APGZX - Volatility Comparison

AB Sustainable International Thematic Fund (AWPAX) has a higher volatility of 7.75% compared to AB Large Cap Growth Fund Class Z (APGZX) at 5.13%. This indicates that AWPAX's price experiences larger fluctuations and is considered to be riskier than APGZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AWPAXAPGZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

5.13%

+2.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.71%

10.81%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

16.99%

19.91%

-2.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

20.12%

-3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

19.60%

-2.97%