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QUASX vs. ADGAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QUASX vs. ADGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Small Cap Growth Portfolio (QUASX) and AB Core Opportunities Fund (ADGAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QUASX achieves a -0.63% return, which is significantly higher than ADGAX's -6.46% return. Over the past 10 years, QUASX has outperformed ADGAX with an annualized return of 13.18%, while ADGAX has yielded a comparatively lower 12.18% annualized return.


QUASX

1D
1.13%
1M
-0.63%
YTD
-0.63%
6M
0.55%
1Y
35.74%
3Y*
9.83%
5Y*
-1.47%
10Y*
13.18%

ADGAX

1D
0.14%
1M
-3.79%
YTD
-6.46%
6M
-5.22%
1Y
25.99%
3Y*
15.52%
5Y*
9.60%
10Y*
12.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QUASX vs. ADGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QUASX
AB Small Cap Growth Portfolio
-0.63%4.85%18.49%17.83%-39.09%9.76%53.85%49.85%-1.02%34.71%
ADGAX
AB Core Opportunities Fund
-6.46%17.36%22.49%20.93%-15.73%24.34%12.97%26.94%-2.89%22.46%

Correlation

The correlation between QUASX and ADGAX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


QUASX vs. ADGAX - Expense Ratio Comparison

QUASX has a 1.11% expense ratio, which is higher than ADGAX's 1.09% expense ratio.


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Return for Risk

QUASX vs. ADGAX — Risk / Return Rank

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

QUASX
QUASX Risk / Return Rank: 2828
Overall Rank
QUASX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
QUASX Sortino Ratio Rank: 2323
Sortino Ratio Rank
QUASX Omega Ratio Rank: 1919
Omega Ratio Rank
QUASX Calmar Ratio Rank: 4242
Calmar Ratio Rank
QUASX Martin Ratio Rank: 3636
Martin Ratio Rank

ADGAX
ADGAX Risk / Return Rank: 2828
Overall Rank
ADGAX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ADGAX Sortino Ratio Rank: 2626
Sortino Ratio Rank
ADGAX Omega Ratio Rank: 2626
Omega Ratio Rank
ADGAX Calmar Ratio Rank: 3232
Calmar Ratio Rank
ADGAX Martin Ratio Rank: 3232
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.

QUASX vs. ADGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Growth Portfolio (QUASX) and AB Core Opportunities Fund (ADGAX). 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.


QUASXADGAXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.72

-0.06

Sortino ratio

Return per unit of downside risk

1.10

1.15

-0.05

Omega ratio

Gain probability vs. loss probability

1.14

1.17

-0.02

Calmar ratio

Return relative to maximum drawdown

1.43

1.22

+0.21

Martin ratio

Return relative to average drawdown

4.80

4.34

+0.46

QUASX vs. ADGAX - Sharpe Ratio Comparison

The current QUASX Sharpe Ratio is 0.66, which is comparable to the ADGAX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of QUASX and ADGAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QUASXADGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.72

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.53

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.69

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.49

-0.12

Drawdowns

QUASX vs. ADGAX - Drawdown Comparison

The maximum QUASX drawdown since its inception was -60.97%, which is greater than ADGAX's maximum drawdown of -53.65%. Use the drawdown chart below to compare losses from any high point for QUASX and ADGAX.


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Drawdown Indicators


QUASXADGAXDifference

Max Drawdown

Largest peak-to-trough decline

-60.97%

-53.65%

-7.32%

Max Drawdown (1Y)

Largest decline over 1 year

-15.02%

-11.76%

-3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-47.37%

-24.23%

-23.14%

Max Drawdown (10Y)

Largest decline over 10 years

-47.37%

-31.10%

-16.27%

Current Drawdown

Current decline from peak

-19.26%

-8.58%

-10.68%

Average Drawdown

Average peak-to-trough decline

-15.78%

-7.84%

-7.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

3.30%

+1.19%

Volatility

QUASX vs. ADGAX - Volatility Comparison

AB Small Cap Growth Portfolio (QUASX) has a higher volatility of 11.07% compared to AB Core Opportunities Fund (ADGAX) at 5.52%. This indicates that QUASX's price experiences larger fluctuations and is considered to be riskier than ADGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QUASXADGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.07%

5.52%

+5.55%

Volatility (6M)

Calculated over the trailing 6-month period

19.18%

9.79%

+9.39%

Volatility (1Y)

Calculated over the trailing 1-year period

28.12%

18.32%

+9.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.27%

18.14%

+8.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.44%

17.67%

+7.77%

Dividends

QUASX vs. ADGAX - Dividend Comparison

QUASX has not paid dividends to shareholders, while ADGAX's dividend yield for the trailing twelve months is around 16.73%.


TTM20252024202320222021202020192018201720162015
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%
ADGAX
AB Core Opportunities Fund
16.73%15.65%10.29%4.69%10.73%15.80%4.24%5.63%17.66%11.05%4.72%7.20%