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QUASX vs. AWPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QUASX vs. AWPAX - Performance Comparison

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

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QUASX vs. AWPAX - 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%
AWPAX
AB Sustainable International Thematic Fund
-4.95%13.57%-0.32%13.09%-26.80%9.20%29.55%26.88%-17.50%34.46%

Returns By Period

In the year-to-date period, QUASX achieves a -2.76% return, which is significantly higher than AWPAX's -4.95% return. Over the past 10 years, QUASX has outperformed AWPAX with an annualized return of 12.88%, while AWPAX has yielded a comparatively lower 5.44% 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%

AWPAX

1D
3.67%
1M
-8.33%
YTD
-4.95%
6M
-4.86%
1Y
7.90%
3Y*
4.31%
5Y*
-0.58%
10Y*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QUASX vs. AWPAX - Expense Ratio Comparison

QUASX has a 1.11% expense ratio, which is higher than AWPAX's 1.03% expense ratio.


Return for Risk

QUASX vs. AWPAX — 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

AWPAX
AWPAX Risk / Return Rank: 1515
Overall Rank
AWPAX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
AWPAX Sortino Ratio Rank: 1515
Sortino Ratio Rank
AWPAX Omega Ratio Rank: 1313
Omega Ratio Rank
AWPAX Calmar Ratio Rank: 1515
Calmar Ratio Rank
AWPAX Martin Ratio Rank: 1717
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. AWPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Growth Portfolio (QUASX) and AB Sustainable International Thematic Fund (AWPAX). 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.


QUASXAWPAXDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.46

+0.22

Sortino ratio

Return per unit of downside risk

1.12

0.76

+0.36

Omega ratio

Gain probability vs. loss probability

1.15

1.10

+0.04

Calmar ratio

Return relative to maximum drawdown

1.16

0.53

+0.63

Martin ratio

Return relative to average drawdown

3.97

2.07

+1.90

QUASX vs. AWPAX - Sharpe Ratio Comparison

The current QUASX Sharpe Ratio is 0.68, which is higher than the AWPAX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of QUASX and AWPAX, 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


QUASXAWPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.46

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

-0.03

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.33

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.32

+0.05

Correlation

The correlation between QUASX and AWPAX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QUASX vs. AWPAX - Dividend Comparison

Neither QUASX nor AWPAX has paid dividends to shareholders.


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%
AWPAX
AB Sustainable International Thematic Fund
0.00%0.00%0.00%0.00%0.52%7.00%1.67%1.11%14.44%0.00%0.77%0.00%

Drawdowns

QUASX vs. AWPAX - Drawdown Comparison

The maximum QUASX drawdown since its inception was -60.97%, roughly equal to the maximum AWPAX drawdown of -63.00%. Use the drawdown chart below to compare losses from any high point for QUASX and AWPAX.


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Drawdown Indicators


QUASXAWPAXDifference

Max Drawdown

Largest peak-to-trough decline

-60.97%

-63.00%

+2.03%

Max Drawdown (1Y)

Largest decline over 1 year

-15.10%

-13.44%

-1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-47.37%

-38.13%

-9.24%

Max Drawdown (10Y)

Largest decline over 10 years

-47.37%

-38.13%

-9.24%

Current Drawdown

Current decline from peak

-21.00%

-13.22%

-7.78%

Average Drawdown

Average peak-to-trough decline

-15.78%

-18.85%

+3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

3.45%

+0.97%

Volatility

QUASX vs. AWPAX - Volatility Comparison

AB Small Cap Growth Portfolio (QUASX) has a higher volatility of 11.33% compared to AB Sustainable International Thematic Fund (AWPAX) at 8.77%. This indicates that QUASX's price experiences larger fluctuations and is considered to be riskier than AWPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QUASXAWPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.33%

8.77%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

19.12%

12.25%

+6.87%

Volatility (1Y)

Calculated over the trailing 1-year period

28.12%

17.35%

+10.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.28%

17.12%

+9.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.44%

16.67%

+8.77%