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QUASX vs. APGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QUASX and APGAX is 0.79, 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.


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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Key characteristics

Sharpe Ratio

QUASX:

0.00

APGAX:

-0.00

Sortino Ratio

QUASX:

0.15

APGAX:

0.18

Omega Ratio

QUASX:

1.02

APGAX:

1.03

Calmar Ratio

QUASX:

-0.02

APGAX:

0.01

Martin Ratio

QUASX:

-0.10

APGAX:

0.04

Ulcer Index

QUASX:

10.39%

APGAX:

9.16%

Daily Std Dev

QUASX:

27.93%

APGAX:

23.80%

Max Drawdown

QUASX:

-81.67%

APGAX:

-69.97%

Current Drawdown

QUASX:

-36.42%

APGAX:

-14.11%

Returns By Period

In the year-to-date period, QUASX achieves a -10.31% return, which is significantly lower than APGAX's -4.08% return. Over the past 10 years, QUASX has underperformed APGAX with an annualized return of 1.99%, while APGAX has yielded a comparatively higher 8.83% annualized return.


QUASX

YTD

-10.31%

1M

12.57%

6M

-17.33%

1Y

0.26%

5Y*

1.22%

10Y*

1.99%

APGAX

YTD

-4.08%

1M

8.26%

6M

-12.25%

1Y

-0.59%

5Y*

9.09%

10Y*

8.83%

*Annualized

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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.


Risk-Adjusted Performance

QUASX vs. APGAX — Risk-Adjusted Performance Rank

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

QUASX
The Risk-Adjusted Performance Rank of QUASX is 2222
Overall Rank
The Sharpe Ratio Rank of QUASX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of QUASX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of QUASX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of QUASX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of QUASX is 2020
Martin Ratio Rank

APGAX
The Risk-Adjusted Performance Rank of APGAX is 2424
Overall Rank
The Sharpe Ratio Rank of APGAX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of APGAX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of APGAX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of APGAX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of APGAX is 2323
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.

QUASX vs. APGAX - Risk-Adjusted Performance 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.


The current QUASX Sharpe Ratio is 0.00, which is higher than the APGAX Sharpe Ratio of -0.00. 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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Dividends

QUASX vs. APGAX - Dividend Comparison

Neither QUASX nor APGAX has paid dividends to shareholders.


TTM202420232022202120202019201820172016
QUASX
AB Small Cap Growth Portfolio
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.01%0.00%
APGAX
AB Large Cap Growth Fund Class A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%

Drawdowns

QUASX vs. APGAX - Drawdown Comparison

The maximum QUASX drawdown since its inception was -81.67%, which is greater than APGAX's maximum drawdown of -69.97%. Use the drawdown chart below to compare losses from any high point for QUASX and APGAX. For additional features, visit the drawdowns tool.


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Volatility

QUASX vs. APGAX - Volatility Comparison

AB Small Cap Growth Portfolio (QUASX) has a higher volatility of 8.61% compared to AB Large Cap Growth Fund Class A (APGAX) at 7.51%. 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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