LCGFX vs. WPSGX

In the year-to-date period, LCGFX achieves a 25.89% return, which is significantly higher than WPSGX's 13.75% return. Over the past 10 years, LCGFX has outperformed WPSGX with an annualized return of 10.26%, while WPSGX has yielded a comparatively lower 7.93% annualized return.

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LCGFX has a 0.65% expense ratio, which is lower than WPSGX's 0.75% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for William Blair Large Cap Growth Fund (LCGFX) and AB Concentrated Growth Fund (WPSGX). 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.

The current LCGFX Sharpe Ratio is 2.04, which is comparable to the WPSGX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of LCGFX and WPSGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LCGFX has not paid dividends to shareholders, while WPSGX's dividend yield for the trailing twelve months is around 0.31%.

The maximum LCGFX drawdown since its inception was -39.85%, smaller than the maximum WPSGX drawdown of -64.30%. Use the drawdown chart below to compare losses from any high point for LCGFX and WPSGX. For additional features, visit the drawdowns tool.

William Blair Large Cap Growth Fund (LCGFX) has a higher volatility of 5.78% compared to AB Concentrated Growth Fund (WPSGX) at 4.58%. This indicates that LCGFX's price experiences larger fluctuations and is considered to be riskier than WPSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.