QUASX vs. ISCG
Compare and contrast key facts about AB Small Cap Growth Portfolio (QUASX) and iShares Morningstar Small-Cap Growth ETF (ISCG).
QUASX is managed by AllianceBernstein. It was launched on Feb 12, 1969. ISCG is a passively managed fund by iShares that tracks the performance of the Morningstar US Small Cap Broad Growth Extended Index. It was launched on Jun 28, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QUASX or ISCG.
Key characteristics
| QUASX | ISCG | |
|---|---|---|
| YTD Return | 26.35% | 20.39% |
| 1Y Return | 49.01% | 42.21% |
| 3Y Return (Ann) | -8.42% | 0.16% |
| 5Y Return (Ann) | 4.26% | 9.96% |
| 10Y Return (Ann) | 3.24% | 9.78% |
| Sharpe Ratio | 2.36 | 2.19 |
| Sortino Ratio | 3.18 | 3.06 |
| Omega Ratio | 1.39 | 1.38 |
| Calmar Ratio | 1.02 | 0.42 |
| Martin Ratio | 13.34 | 13.17 |
| Ulcer Index | 3.76% | 3.22% |
| Daily Std Dev | 21.30% | 19.35% |
| Max Drawdown | -81.67% | -100.00% |
| Current Drawdown | -24.41% | -99.99% |
Correlation
The correlation between QUASX and ISCG is 0.93, 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. ISCG - Performance Comparison
In the year-to-date period, QUASX achieves a 26.35% return, which is significantly higher than ISCG's 20.39% return. Over the past 10 years, QUASX has underperformed ISCG with an annualized return of 3.24%, while ISCG has yielded a comparatively higher 9.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QUASX vs. ISCG - Expense Ratio Comparison
QUASX has a 1.11% expense ratio, which is higher than ISCG's 0.06% expense ratio.
Risk-Adjusted Performance
QUASX vs. ISCG - Risk-Adjusted Performance 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.
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 0.55%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUASX AB Small Cap Growth Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.01% | 0.00% | 0.00% | 0.00% | 0.00% |
ISCG iShares Morningstar Small-Cap Growth ETF | 0.55% | 0.77% | 0.92% | 0.62% | 0.10% | 0.27% | 0.40% | 0.52% | 1.19% | 0.64% | 0.56% | 0.53% |
Drawdowns
QUASX vs. ISCG - Drawdown Comparison
The maximum QUASX drawdown since its inception was -81.67%, smaller than the maximum ISCG drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for QUASX and ISCG. For additional features, visit the drawdowns tool.
Volatility
QUASX vs. ISCG - Volatility Comparison
AB Small Cap Growth Portfolio (QUASX) has a higher volatility of 6.53% compared to iShares Morningstar Small-Cap Growth ETF (ISCG) at 5.93%. 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.