QUASX vs. VBK
Compare and contrast key facts about AB Small Cap Growth Portfolio (QUASX) and Vanguard Small-Cap Growth ETF (VBK).
QUASX is managed by AllianceBernstein. It was launched on Feb 12, 1969. VBK is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Growth Index. It was launched on Jan 26, 2004.
Performance
QUASX vs. VBK - Performance Comparison
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QUASX vs. VBK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBK Vanguard Small-Cap Growth ETF | 1.01% | 8.50% | 16.50% | 21.45% | -28.44% | 5.66% | 35.44% | 32.75% | -5.70% | 21.87% |
Returns By Period
In the year-to-date period, QUASX achieves a -2.76% return, which is significantly lower than VBK's 1.01% return. Over the past 10 years, QUASX has outperformed VBK with an annualized return of 12.88%, while VBK has yielded a comparatively lower 10.55% 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%
VBK
- 1D
- 0.85%
- 1M
- -5.50%
- YTD
- 1.01%
- 6M
- 2.29%
- 1Y
- 21.17%
- 3Y*
- 12.79%
- 5Y*
- 2.33%
- 10Y*
- 10.55%
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QUASX vs. VBK - Expense Ratio Comparison
QUASX has a 1.11% expense ratio, which is higher than VBK's 0.07% expense ratio.
Return for Risk
QUASX vs. VBK — Risk / Return Rank
QUASX
VBK
QUASX vs. VBK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Growth Portfolio (QUASX) and Vanguard Small-Cap Growth ETF (VBK). 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.
| QUASX | VBK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 0.87 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.36 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.49 | -0.33 |
Martin ratioReturn relative to average drawdown | 3.97 | 5.92 | -1.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QUASX | VBK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 0.87 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.10 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.46 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.40 | -0.04 |
Correlation
The correlation between QUASX and VBK is 0.96, 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. VBK - Dividend Comparison
QUASX has not paid dividends to shareholders, while VBK's dividend yield for the trailing twelve months is around 0.52%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBK Vanguard Small-Cap Growth ETF | 0.52% | 0.54% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% |
Drawdowns
QUASX vs. VBK - Drawdown Comparison
The maximum QUASX drawdown since its inception was -60.97%, roughly equal to the maximum VBK drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for QUASX and VBK.
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Drawdown Indicators
| QUASX | VBK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.97% | -58.68% | -2.29% |
Max Drawdown (1Y)Largest decline over 1 year | -15.10% | -14.56% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -47.37% | -38.39% | -8.98% |
Max Drawdown (10Y)Largest decline over 10 years | -47.37% | -38.70% | -8.67% |
Current DrawdownCurrent decline from peak | -21.00% | -6.78% | -14.22% |
Average DrawdownAverage peak-to-trough decline | -15.78% | -10.22% | -5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.42% | 3.67% | +0.75% |
Volatility
QUASX vs. VBK - Volatility Comparison
AB Small Cap Growth Portfolio (QUASX) has a higher volatility of 11.33% compared to Vanguard Small-Cap Growth ETF (VBK) at 8.63%. This indicates that QUASX's price experiences larger fluctuations and is considered to be riskier than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUASX | VBK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.33% | 8.63% | +2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 19.12% | 15.43% | +3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.12% | 24.45% | +3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.28% | 23.48% | +2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.44% | 22.80% | +2.64% |