QUASX vs. ISCG
QUASX (AB Small Cap Growth Portfolio) and ISCG (iShares Morningstar Small-Cap Growth ETF) are both Small Cap Growth Equities funds. Over the past 10 years, QUASX returned 14.85%/yr vs 11.60%/yr for ISCG. Their correlation of 0.94 suggests significant overlap in exposure. QUASX charges 1.11%/yr vs 0.06%/yr for ISCG.
Performance
QUASX vs. ISCG - Performance Comparison
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Returns By Period
In the year-to-date period, QUASX achieves a 19.36% return, which is significantly higher than ISCG's 13.25% return. Over the past 10 years, QUASX has outperformed ISCG with an annualized return of 14.85%, while ISCG has yielded a comparatively lower 11.60% annualized return.
QUASX
- 1D
- -1.63%
- 1M
- 5.72%
- YTD
- 19.36%
- 6M
- 21.07%
- 1Y
- 33.25%
- 3Y*
- 15.49%
- 5Y*
- 2.50%
- 10Y*
- 14.85%
ISCG
- 1D
- -0.85%
- 1M
- 4.48%
- YTD
- 13.25%
- 6M
- 13.97%
- 1Y
- 31.45%
- 3Y*
- 16.07%
- 5Y*
- 5.47%
- 10Y*
- 11.60%
QUASX vs. ISCG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QUASX AB Small Cap Growth Portfolio | 19.36% | 4.85% | 18.49% | 17.83% | -39.09% | 9.76% | 53.85% | 49.85% | -1.02% | 34.71% |
ISCG iShares Morningstar Small-Cap Growth ETF | 13.25% | 12.88% | 13.35% | 23.13% | -26.75% | -1.26% | 43.41% | 27.66% | -6.91% | 24.68% |
Correlation
The correlation between QUASX and ISCG is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2004 | 0.94 |
The correlation between QUASX and ISCG has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
QUASX vs. ISCG — Risk / Return Rank
QUASX
ISCG
QUASX vs. ISCG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Growth Portfolio (QUASX) and iShares Morningstar Small-Cap Growth ETF (ISCG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QUASX | ISCG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.29 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.76 | -0.64 |
| Martin ratioReturn relative to average drawdown | 7.79 | 10.52 | -2.74 |
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Drawdowns
QUASX vs. ISCG - Drawdown Comparison
The maximum QUASX drawdown since its inception was -60.97%, which is greater than ISCG's maximum drawdown of -57.72%. Use the drawdown chart below to compare losses from any high point for QUASX and ISCG.
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Drawdown Indicators
| QUASX | ISCG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.97% | -57.72% | -3.25% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -11.43% | -3.59% |
Max Drawdown (3Y)Largest decline over 3 years | -31.68% | -26.71% | -4.97% |
Max Drawdown (5Y)Largest decline over 5 years | -47.37% | -37.80% | -9.57% |
Max Drawdown (10Y)Largest decline over 10 years | -47.37% | -41.48% | -5.89% |
Current DrawdownCurrent decline from peak | -3.02% | -1.71% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -11.61% | -4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 3.00% | +1.09% |
Volatility
QUASX vs. ISCG - Volatility Comparison
AB Small Cap Growth Portfolio (QUASX) has a higher volatility of 8.41% compared to iShares Morningstar Small-Cap Growth ETF (ISCG) at 6.10%. This indicates that QUASX's price experiences larger fluctuations and is considered to be riskier than ISCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUASX | ISCG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.41% | 6.10% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 19.24% | 13.61% | +5.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.45% | 18.54% | +5.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.47% | 23.03% | +3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.62% | 23.19% | +2.43% |
QUASX vs. ISCG - Expense Ratio Comparison
QUASX has a 1.11% expense ratio, which is higher than ISCG's 0.06% expense ratio.
Dividends
QUASX vs. ISCG - Dividend Comparison
QUASX has not paid dividends to shareholders, while ISCG's dividend yield for the trailing twelve months is around 0.59%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISCG iShares Morningstar Small-Cap Growth ETF | 0.59% | 0.61% | 0.84% | 0.77% | 0.92% | 0.62% | 0.10% | 0.27% | 0.40% | 0.52% | 1.19% | 0.64% |
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% |
Frequently Asked Questions
With a correlation of 0.92, QUASX and ISCG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
QUASX has higher volatility (8.41%) compared to ISCG (6.10%). In terms of maximum drawdown, QUASX dropped -60.97% vs ISCG's -57.72%.
ISCG currently has the higher Sharpe Ratio (1.71 vs 1.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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