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QUASX vs. APGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QUASX vs. APGAX - Performance Comparison

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

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QUASX vs. APGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QUASX
AB Small Cap Growth Portfolio
-2.76%4.85%18.49%17.83%-39.09%9.76%53.85%49.85%-1.02%34.71%
APGAX
AB Large Cap Growth Fund Class A
-9.74%12.96%25.09%34.66%-28.96%28.60%34.05%33.77%1.97%31.36%

Returns By Period

In the year-to-date period, QUASX achieves a -2.76% return, which is significantly higher than APGAX's -9.74% return. Over the past 10 years, QUASX has underperformed APGAX with an annualized return of 12.88%, while APGAX has yielded a comparatively higher 14.55% annualized return.


QUASX

1D
5.42%
1M
-6.49%
YTD
-2.76%
6M
-0.72%
1Y
18.96%
3Y*
9.04%
5Y*
-1.90%
10Y*
12.88%

APGAX

1D
3.56%
1M
-6.63%
YTD
-9.74%
6M
-9.77%
1Y
10.66%
3Y*
15.44%
5Y*
8.86%
10Y*
14.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QUASX vs. APGAX - Expense Ratio Comparison

QUASX has a 1.11% expense ratio, which is higher than APGAX's 0.84% expense ratio.


Return for Risk

QUASX vs. APGAX — Risk / Return Rank

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

QUASX
QUASX Risk / Return Rank: 3030
Overall Rank
QUASX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
QUASX Sortino Ratio Rank: 2828
Sortino Ratio Rank
QUASX Omega Ratio Rank: 2323
Omega Ratio Rank
QUASX Calmar Ratio Rank: 4141
Calmar Ratio Rank
QUASX Martin Ratio Rank: 3434
Martin Ratio Rank

APGAX
APGAX Risk / Return Rank: 2323
Overall Rank
APGAX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
APGAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
APGAX Omega Ratio Rank: 2121
Omega Ratio Rank
APGAX Calmar Ratio Rank: 2424
Calmar Ratio Rank
APGAX Martin Ratio Rank: 2525
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. APGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Growth Portfolio (QUASX) and AB Large Cap Growth Fund Class A (APGAX). 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.


QUASXAPGAXDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.56

+0.12

Sortino ratio

Return per unit of downside risk

1.12

0.97

+0.15

Omega ratio

Gain probability vs. loss probability

1.15

1.13

+0.01

Calmar ratio

Return relative to maximum drawdown

1.16

0.75

+0.42

Martin ratio

Return relative to average drawdown

3.97

2.86

+1.12

QUASX vs. APGAX - Sharpe Ratio Comparison

The current QUASX Sharpe Ratio is 0.68, which is comparable to the APGAX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of QUASX and APGAX, 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


QUASXAPGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.56

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.44

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.74

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.51

-0.15

Correlation

The correlation between QUASX and APGAX is 0.80, 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

QUASX vs. APGAX - Dividend Comparison

QUASX has not paid dividends to shareholders, while APGAX's dividend yield for the trailing twelve months is around 12.53%.


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%
APGAX
AB Large Cap Growth Fund Class A
12.53%11.31%7.44%1.75%0.97%8.04%2.87%3.66%9.96%4.09%2.74%9.23%

Drawdowns

QUASX vs. APGAX - Drawdown Comparison

The maximum QUASX drawdown since its inception was -60.97%, smaller than the maximum APGAX drawdown of -67.19%. Use the drawdown chart below to compare losses from any high point for QUASX and APGAX.


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Drawdown Indicators


QUASXAPGAXDifference

Max Drawdown

Largest peak-to-trough decline

-60.97%

-67.19%

+6.22%

Max Drawdown (1Y)

Largest decline over 1 year

-15.10%

-15.33%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-47.37%

-34.04%

-13.33%

Max Drawdown (10Y)

Largest decline over 10 years

-47.37%

-34.04%

-13.33%

Current Drawdown

Current decline from peak

-21.00%

-12.32%

-8.68%

Average Drawdown

Average peak-to-trough decline

-15.78%

-19.51%

+3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

4.01%

+0.41%

Volatility

QUASX vs. APGAX - Volatility Comparison

AB Small Cap Growth Portfolio (QUASX) has a higher volatility of 11.33% compared to AB Large Cap Growth Fund Class A (APGAX) at 6.50%. This indicates that QUASX's price experiences larger fluctuations and is considered to be riskier than APGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QUASXAPGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.33%

6.50%

+4.83%

Volatility (6M)

Calculated over the trailing 6-month period

19.12%

11.37%

+7.75%

Volatility (1Y)

Calculated over the trailing 1-year period

28.12%

20.19%

+7.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.28%

20.18%

+6.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.44%

19.63%

+5.81%