PortfoliosLab logoPortfoliosLab logo
QUASX vs. RFIMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QUASX vs. RFIMX - Performance Comparison

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

Loading graphics...

QUASX vs. RFIMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QUASX
AB Small Cap Growth Portfolio
-7.77%4.85%18.49%17.83%-39.09%9.76%53.85%49.85%-0.69%
RFIMX
Ranger Micro Cap Fund
0.96%1.99%11.52%9.14%-24.26%30.58%44.44%24.94%-0.56%

Returns By Period

In the year-to-date period, QUASX achieves a -7.77% return, which is significantly lower than RFIMX's 0.96% 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%

RFIMX

1D
-1.07%
1M
-6.11%
YTD
0.96%
6M
1.71%
1Y
16.08%
3Y*
5.52%
5Y*
1.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QUASX vs. RFIMX - Expense Ratio Comparison

QUASX has a 1.11% expense ratio, which is lower than RFIMX's 1.51% expense ratio.


Return for Risk

QUASX vs. RFIMX — 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

RFIMX
RFIMX Risk / Return Rank: 3333
Overall Rank
RFIMX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
RFIMX Sortino Ratio Rank: 3333
Sortino Ratio Rank
RFIMX Omega Ratio Rank: 2626
Omega Ratio Rank
RFIMX Calmar Ratio Rank: 4040
Calmar Ratio Rank
RFIMX Martin Ratio Rank: 3434
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. RFIMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Growth Portfolio (QUASX) and Ranger Micro Cap Fund (RFIMX). 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.


QUASXRFIMXDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.71

-0.29

Sortino ratio

Return per unit of downside risk

0.77

1.15

-0.37

Omega ratio

Gain probability vs. loss probability

1.10

1.14

-0.05

Calmar ratio

Return relative to maximum drawdown

0.59

1.05

-0.46

Martin ratio

Return relative to average drawdown

2.04

3.64

-1.60

QUASX vs. RFIMX - Sharpe Ratio Comparison

The current QUASX Sharpe Ratio is 0.42, which is lower than the RFIMX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of QUASX and RFIMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


QUASXRFIMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.71

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.00

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.00

+0.36

Correlation

The correlation between QUASX and RFIMX is 0.85, 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.


Dividends

QUASX vs. RFIMX - Dividend Comparison

QUASX has not paid dividends to shareholders, while RFIMX's dividend yield for the trailing twelve months is around 1.31%.


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%
RFIMX
Ranger Micro Cap Fund
1.31%1.33%0.00%0.77%47.82%71.79%0.00%0.00%0.36%0.00%0.00%0.00%

Drawdowns

QUASX vs. RFIMX - Drawdown Comparison

The maximum QUASX drawdown since its inception was -60.97%, smaller than the maximum RFIMX drawdown of -99.41%. Use the drawdown chart below to compare losses from any high point for QUASX and RFIMX.


Loading graphics...

Drawdown Indicators


QUASXRFIMXDifference

Max Drawdown

Largest peak-to-trough decline

-60.97%

-99.41%

+38.44%

Max Drawdown (1Y)

Largest decline over 1 year

-15.10%

-11.77%

-3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-47.37%

-99.41%

+52.04%

Max Drawdown (10Y)

Largest decline over 10 years

-47.37%

Current Drawdown

Current decline from peak

-25.06%

-99.24%

+74.18%

Average Drawdown

Average peak-to-trough decline

-15.78%

-27.70%

+11.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

3.41%

+0.96%

Volatility

QUASX vs. RFIMX - Volatility Comparison

AB Small Cap Growth Portfolio (QUASX) has a higher volatility of 9.91% compared to Ranger Micro Cap Fund (RFIMX) at 6.22%. This indicates that QUASX's price experiences larger fluctuations and is considered to be riskier than RFIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


QUASXRFIMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.91%

6.22%

+3.69%

Volatility (6M)

Calculated over the trailing 6-month period

18.36%

13.61%

+4.75%

Volatility (1Y)

Calculated over the trailing 1-year period

27.66%

22.27%

+5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.19%

8,947.93%

-8,921.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.39%

7,425.82%

-7,400.43%