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EYEG vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EYEG and FSPGX is 0.15, 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.


-0.50.00.51.00.2

Performance

EYEG vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Corporate Bond ETF (EYEG) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.08%
13.50%
EYEG
FSPGX

Key characteristics

Daily Std Dev

EYEG:

6.36%

FSPGX:

17.82%

Max Drawdown

EYEG:

-4.66%

FSPGX:

-32.66%

Current Drawdown

EYEG:

-2.01%

FSPGX:

-0.44%

Returns By Period

In the year-to-date period, EYEG achieves a 1.50% return, which is significantly lower than FSPGX's 3.75% return.


EYEG

YTD

1.50%

1M

1.48%

6M

0.08%

1Y

6.64%

5Y*

N/A

10Y*

N/A

FSPGX

YTD

3.75%

1M

2.37%

6M

13.49%

1Y

28.67%

5Y*

17.79%

10Y*

N/A

*Annualized

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EYEG vs. FSPGX - Expense Ratio Comparison

EYEG has a 0.30% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


EYEG
AB Corporate Bond ETF
Expense ratio chart for EYEG: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for FSPGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

EYEG vs. FSPGX — Risk-Adjusted Performance Rank

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

EYEG

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 7878
Overall Rank
The Sharpe Ratio Rank of FSPGX is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EYEG vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Corporate Bond ETF (EYEG) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.


Sharpe ratio
The chart of Sharpe ratio for EYEG, currently valued at 1.22, compared to the broader market0.002.004.001.221.66
The chart of Sortino ratio for EYEG, currently valued at 1.95, compared to the broader market-2.000.002.004.006.008.0010.0012.001.952.21
The chart of Omega ratio for EYEG, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.30
The chart of Calmar ratio for EYEG, currently valued at 1.52, compared to the broader market0.005.0010.0015.0020.001.522.26
The chart of Martin ratio for EYEG, currently valued at 3.84, compared to the broader market0.0020.0040.0060.0080.00100.003.848.48
EYEG
FSPGX


Rolling 12-month Sharpe Ratio0.501.001.502.002.50Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09
1.22
1.66
EYEG
FSPGX

Dividends

EYEG vs. FSPGX - Dividend Comparison

EYEG's dividend yield for the trailing twelve months is around 5.99%, more than FSPGX's 0.36% yield.


TTM202420232022202120202019201820172016
EYEG
AB Corporate Bond ETF
5.99%6.08%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSPGX
Fidelity Large Cap Growth Index Fund
0.36%0.37%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%

Drawdowns

EYEG vs. FSPGX - Drawdown Comparison

The maximum EYEG drawdown since its inception was -4.66%, smaller than the maximum FSPGX drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for EYEG and FSPGX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.01%
-0.44%
EYEG
FSPGX

Volatility

EYEG vs. FSPGX - Volatility Comparison

The current volatility for AB Corporate Bond ETF (EYEG) is 1.53%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.20%. This indicates that EYEG experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
1.53%
5.20%
EYEG
FSPGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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