CIGYX vs. QUASX
CIGYX (AB Concentrated International Growth Portfolio) and QUASX (AB Small Cap Growth Portfolio) are both mutual funds - CIGYX is a Foreign Large Cap Equities fund managed by AllianceBernstein, while QUASX is a Small Cap Growth Equities fund managed by AllianceBernstein. Over the past 10 years, CIGYX returned 4.16%/yr vs 13.60%/yr for QUASX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. CIGYX charges 0.87%/yr vs 1.11%/yr for QUASX.
Performance
CIGYX vs. QUASX - Performance Comparison
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Returns By Period
In the year-to-date period, CIGYX achieves a -0.61% return, which is significantly lower than QUASX's 14.37% return. Over the past 10 years, CIGYX has underperformed QUASX with an annualized return of 4.16%, while QUASX has yielded a comparatively higher 13.60% annualized return.
CIGYX
- 1D
- 2.25%
- 1M
- 1.34%
- 6M
- 0.18%
- YTD
- -0.61%
- 1Y
- 1.95%
- 3Y*
- 0.75%
- 5Y*
- -5.64%
- 10Y*
- 4.16%
- ALL TIME*
- 3.88%
QUASX
- 1D
- 3.24%
- 1M
- -6.01%
- 6M
- 10.33%
- YTD
- 14.37%
- 1Y
- 23.50%
- 3Y*
- 12.11%
- 5Y*
- 0.92%
- 10Y*
- 13.60%
- ALL TIME*
- 8.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CIGYX vs. QUASX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIGYX AB Concentrated International Growth Portfolio | -0.61% | 10.99% | -0.94% | 4.26% | -30.89% | 3.39% | 22.61% | 34.70% | -16.45% | 37.85% |
QUASX AB Small Cap Growth Portfolio | 14.37% | 4.85% | 18.49% | 17.83% | -39.09% | 9.76% | 53.85% | 49.85% | -1.02% | 34.71% |
Correlation
The correlation between CIGYX and QUASX is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.69 |
The correlation between CIGYX and QUASX has been stable across timeframes, ranging from 0.69 to 0.72 - a consistent structural relationship.
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Return for Risk
CIGYX vs. QUASX — Risk / Return Rank
CIGYX
QUASX
CIGYX vs. QUASX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Concentrated International Growth Portfolio (CIGYX) and AB Small Cap Growth Portfolio (QUASX). 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.
| CIGYX | QUASX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.15 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 1.35 | -1.41 |
| Martin ratioReturn relative to average drawdown | -0.15 | 4.48 | -4.63 |
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Drawdowns
CIGYX vs. QUASX - Drawdown Comparison
The maximum CIGYX drawdown since its inception was -45.02%, smaller than the maximum QUASX drawdown of -60.97%. Use the drawdown chart below to compare losses from any high point for CIGYX and QUASX.
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Drawdown Indicators
| CIGYX | QUASX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.02% | -60.97% | +15.95% |
Max Drawdown (1Y)Largest decline over 1 year | -19.78% | -15.02% | -4.76% |
Max Drawdown (3Y)Largest decline over 3 years | -19.78% | -31.68% | +11.90% |
Max Drawdown (5Y)Largest decline over 5 years | -45.02% | -47.37% | +2.35% |
Max Drawdown (10Y)Largest decline over 10 years | -45.02% | -47.37% | +2.35% |
Current DrawdownCurrent decline from peak | -28.09% | -9.17% | -18.92% |
Average DrawdownAverage peak-to-trough decline | -16.71% | -15.70% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.08% | 4.51% | +3.57% |
Volatility
CIGYX vs. QUASX - Volatility Comparison
The current volatility for AB Concentrated International Growth Portfolio (CIGYX) is 5.49%, while AB Small Cap Growth Portfolio (QUASX) has a volatility of 7.63%. This indicates that CIGYX experiences smaller price fluctuations and is considered to be less risky than QUASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIGYX | QUASX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 7.63% | -2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 16.39% | 20.49% | -4.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.80% | 25.52% | -5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.33% | 26.65% | -7.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 25.64% | -7.46% |
CIGYX vs. QUASX - Expense Ratio Comparison
CIGYX has a 0.87% expense ratio, which is lower than QUASX's 1.11% expense ratio.
Dividends
CIGYX vs. QUASX - Dividend Comparison
CIGYX's dividend yield for the trailing twelve months is around 0.61%, while QUASX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIGYX AB Concentrated International Growth Portfolio | 0.61% | 0.61% | 0.62% | 0.00% | 0.00% | 1.82% | 1.49% | 0.99% | 7.83% | 3.22% | 0.82% | 0.00% |
QUASX AB Small Cap Growth Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 9.07% | 9.86% | 18.20% | 19.70% | 9.29% | 2.32% | 9.19% |
Frequently Asked Questions
CIGYX and QUASX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QUASX has higher volatility (7.63%) compared to CIGYX (5.49%). In terms of maximum drawdown, CIGYX dropped -45.02% vs QUASX's -60.97%.
QUASX currently has the higher Sharpe Ratio (0.79 vs -0.06), 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.
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