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QUASX vs. KSOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QUASX vs. KSOAX - Performance Comparison

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

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QUASX vs. KSOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QUASX
AB Small Cap Growth Portfolio
-7.77%4.85%18.49%17.83%-39.09%9.76%53.85%49.85%-1.02%34.71%
KSOAX
Kinetics Small Capital Opportunities Advisor Fund Class A
29.65%-8.89%68.00%-14.98%31.64%49.94%2.04%26.72%0.00%25.94%

Returns By Period

In the year-to-date period, QUASX achieves a -7.77% return, which is significantly lower than KSOAX's 29.65% return. Over the past 10 years, QUASX has underperformed KSOAX with an annualized return of 12.29%, while KSOAX has yielded a comparatively higher 20.86% annualized return.


QUASX

1D
-3.20%
1M
-9.96%
YTD
-7.77%
6M
-6.07%
1Y
12.87%
3Y*
7.13%
5Y*
-2.61%
10Y*
12.29%

KSOAX

1D
-5.64%
1M
-8.67%
YTD
29.65%
6M
22.56%
1Y
7.86%
3Y*
25.48%
5Y*
15.73%
10Y*
20.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QUASX vs. KSOAX - Expense Ratio Comparison

QUASX has a 1.11% expense ratio, which is lower than KSOAX's 1.89% expense ratio.


Return for Risk

QUASX vs. KSOAX — Risk / Return Rank

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

QUASX
QUASX Risk / Return Rank: 1818
Overall Rank
QUASX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
QUASX Sortino Ratio Rank: 1818
Sortino Ratio Rank
QUASX Omega Ratio Rank: 1616
Omega Ratio Rank
QUASX Calmar Ratio Rank: 2020
Calmar Ratio Rank
QUASX Martin Ratio Rank: 1919
Martin Ratio Rank

KSOAX
KSOAX Risk / Return Rank: 1212
Overall Rank
KSOAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
KSOAX Sortino Ratio Rank: 1414
Sortino Ratio Rank
KSOAX Omega Ratio Rank: 1313
Omega Ratio Rank
KSOAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
KSOAX Martin Ratio Rank: 99
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. KSOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Growth Portfolio (QUASX) and Kinetics Small Capital Opportunities Advisor Fund Class A (KSOAX). 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.


QUASXKSOAXDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.30

+0.12

Sortino ratio

Return per unit of downside risk

0.77

0.61

+0.16

Omega ratio

Gain probability vs. loss probability

1.10

1.08

+0.02

Calmar ratio

Return relative to maximum drawdown

0.59

0.27

+0.32

Martin ratio

Return relative to average drawdown

2.04

0.44

+1.60

QUASX vs. KSOAX - Sharpe Ratio Comparison

The current QUASX Sharpe Ratio is 0.42, which is higher than the KSOAX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of QUASX and KSOAX, 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


QUASXKSOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.30

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.57

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.81

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.56

-0.20

Correlation

The correlation between QUASX and KSOAX is 0.66, 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. KSOAX - Dividend Comparison

Neither QUASX nor KSOAX 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%
KSOAX
Kinetics Small Capital Opportunities Advisor Fund Class A
0.00%0.00%3.52%6.72%0.00%1.41%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QUASX vs. KSOAX - Drawdown Comparison

The maximum QUASX drawdown since its inception was -60.97%, smaller than the maximum KSOAX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for QUASX and KSOAX.


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Drawdown Indicators


QUASXKSOAXDifference

Max Drawdown

Largest peak-to-trough decline

-60.97%

-70.21%

+9.24%

Max Drawdown (1Y)

Largest decline over 1 year

-15.10%

-24.40%

+9.30%

Max Drawdown (5Y)

Largest decline over 5 years

-47.37%

-33.28%

-14.09%

Max Drawdown (10Y)

Largest decline over 10 years

-47.37%

-47.11%

-0.26%

Current Drawdown

Current decline from peak

-25.06%

-11.30%

-13.76%

Average Drawdown

Average peak-to-trough decline

-15.78%

-15.88%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

14.90%

-10.53%

Volatility

QUASX vs. KSOAX - Volatility Comparison

AB Small Cap Growth Portfolio (QUASX) has a higher volatility of 9.91% compared to Kinetics Small Capital Opportunities Advisor Fund Class A (KSOAX) at 7.94%. This indicates that QUASX's price experiences larger fluctuations and is considered to be riskier than KSOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QUASXKSOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.91%

7.94%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

18.36%

19.48%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

27.66%

28.88%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.19%

27.75%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.39%

25.84%

-0.45%