QUASX vs. XSMO
Compare and contrast key facts about AB Small Cap Growth Portfolio (QUASX) and Invesco S&P SmallCap Momentum ETF (XSMO).
QUASX is managed by AllianceBernstein. It was launched on Feb 12, 1969. XSMO is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QUASX or XSMO.
Key characteristics
| QUASX | XSMO | |
|---|---|---|
| YTD Return | 26.35% | 28.22% |
| 1Y Return | 49.01% | 50.52% |
| 3Y Return (Ann) | -8.42% | 7.17% |
| 5Y Return (Ann) | 4.26% | 14.97% |
| 10Y Return (Ann) | 3.24% | 12.32% |
| Sharpe Ratio | 2.36 | 2.34 |
| Sortino Ratio | 3.18 | 3.32 |
| Omega Ratio | 1.39 | 1.41 |
| Calmar Ratio | 1.02 | 2.68 |
| Martin Ratio | 13.34 | 15.98 |
| Ulcer Index | 3.76% | 3.19% |
| Daily Std Dev | 21.30% | 21.78% |
| Max Drawdown | -81.67% | -58.07% |
| Current Drawdown | -24.41% | -1.39% |
Correlation
The correlation between QUASX and XSMO is 0.87, 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. XSMO - Performance Comparison
In the year-to-date period, QUASX achieves a 26.35% return, which is significantly lower than XSMO's 28.22% return. Over the past 10 years, QUASX has underperformed XSMO with an annualized return of 3.24%, while XSMO has yielded a comparatively higher 12.32% 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. XSMO - Expense Ratio Comparison
QUASX has a 1.11% expense ratio, which is higher than XSMO's 0.39% expense ratio.
Risk-Adjusted Performance
QUASX vs. XSMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Growth Portfolio (QUASX) and Invesco S&P SmallCap Momentum ETF (XSMO). 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. XSMO - Dividend Comparison
QUASX has not paid dividends to shareholders, while XSMO's dividend yield for the trailing twelve months is around 0.46%.
| 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% |
XSMO Invesco S&P SmallCap Momentum ETF | 0.46% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.65% | 0.28% | 0.30% | 0.35% | 1.31% | 0.91% |
Drawdowns
QUASX vs. XSMO - Drawdown Comparison
The maximum QUASX drawdown since its inception was -81.67%, which is greater than XSMO's maximum drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for QUASX and XSMO. For additional features, visit the drawdowns tool.
Volatility
QUASX vs. XSMO - Volatility Comparison
The current volatility for AB Small Cap Growth Portfolio (QUASX) is 6.53%, while Invesco S&P SmallCap Momentum ETF (XSMO) has a volatility of 8.57%. This indicates that QUASX experiences smaller price fluctuations and is considered to be less risky than XSMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.