QUASX vs. VFIAX
Compare and contrast key facts about AB Small Cap Growth Portfolio (QUASX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
QUASX is managed by AllianceBernstein. It was launched on Feb 12, 1969. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QUASX or VFIAX.
Key characteristics
| QUASX | VFIAX | |
|---|---|---|
| YTD Return | 26.35% | 26.88% |
| 1Y Return | 49.01% | 37.53% |
| 3Y Return (Ann) | -8.42% | 10.20% |
| 5Y Return (Ann) | 4.26% | 15.91% |
| 10Y Return (Ann) | 3.24% | 13.39% |
| Sharpe Ratio | 2.36 | 3.05 |
| Sortino Ratio | 3.18 | 4.05 |
| Omega Ratio | 1.39 | 1.57 |
| Calmar Ratio | 1.02 | 4.43 |
| Martin Ratio | 13.34 | 20.05 |
| Ulcer Index | 3.76% | 1.87% |
| Daily Std Dev | 21.30% | 12.28% |
| Max Drawdown | -81.67% | -55.20% |
| Current Drawdown | -24.41% | -0.28% |
Correlation
The correlation between QUASX and VFIAX is 0.84, 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. VFIAX - Performance Comparison
The year-to-date returns for both investments are quite close, with QUASX having a 26.35% return and VFIAX slightly higher at 26.88%. Over the past 10 years, QUASX has underperformed VFIAX with an annualized return of 3.24%, while VFIAX has yielded a comparatively higher 13.39% 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. VFIAX - Expense Ratio Comparison
QUASX has a 1.11% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Risk-Adjusted Performance
QUASX vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Growth Portfolio (QUASX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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. VFIAX - Dividend Comparison
QUASX has not paid dividends to shareholders, while VFIAX's dividend yield for the trailing twelve months is around 1.22%.
| 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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.22% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
QUASX vs. VFIAX - Drawdown Comparison
The maximum QUASX drawdown since its inception was -81.67%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for QUASX and VFIAX. For additional features, visit the drawdowns tool.
Volatility
QUASX vs. VFIAX - Volatility Comparison
AB Small Cap Growth Portfolio (QUASX) has a higher volatility of 6.53% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.85%. This indicates that QUASX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.