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QUASX vs. XSMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

QUASX vs. XSMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Small Cap Growth Portfolio (QUASX) and Invesco S&P SmallCap Momentum ETF (XSMO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.13%
11.92%
QUASX
XSMO

Key characteristics

Sharpe Ratio

QUASX:

1.16

XSMO:

0.95

Sortino Ratio

QUASX:

1.67

XSMO:

1.48

Omega Ratio

QUASX:

1.20

XSMO:

1.18

Calmar Ratio

QUASX:

0.57

XSMO:

1.94

Martin Ratio

QUASX:

6.20

XSMO:

5.71

Ulcer Index

QUASX:

3.98%

XSMO:

3.52%

Daily Std Dev

QUASX:

21.26%

XSMO:

21.21%

Max Drawdown

QUASX:

-81.67%

XSMO:

-58.07%

Current Drawdown

QUASX:

-27.92%

XSMO:

-9.62%

Returns By Period

In the year-to-date period, QUASX achieves a 20.47% return, which is significantly higher than XSMO's 18.07% return. Over the past 10 years, QUASX has underperformed XSMO with an annualized return of 3.91%, while XSMO has yielded a comparatively higher 11.30% annualized return.


QUASX

YTD

20.47%

1M

-1.45%

6M

14.12%

1Y

22.25%

5Y*

3.85%

10Y*

3.91%

XSMO

YTD

18.07%

1M

-6.27%

6M

11.88%

1Y

20.10%

5Y*

12.01%

10Y*

11.30%

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. XSMO - Expense Ratio Comparison

QUASX has a 1.11% expense ratio, which is higher than XSMO's 0.39% expense ratio.


QUASX
AB Small Cap Growth Portfolio
Expense ratio chart for QUASX: current value at 1.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.11%
Expense ratio chart for XSMO: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

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.


Sharpe ratio
The chart of Sharpe ratio for QUASX, currently valued at 1.16, compared to the broader market-1.000.001.002.003.004.001.160.95
The chart of Sortino ratio for QUASX, currently valued at 1.67, compared to the broader market-2.000.002.004.006.008.0010.001.671.48
The chart of Omega ratio for QUASX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.18
The chart of Calmar ratio for QUASX, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.0012.0014.000.571.94
The chart of Martin ratio for QUASX, currently valued at 6.20, compared to the broader market0.0020.0040.0060.006.205.71
QUASX
XSMO

The current QUASX Sharpe Ratio is 1.16, which is comparable to the XSMO Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of QUASX and XSMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.16
0.95
QUASX
XSMO

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 0.37%.


TTM20232022202120202019201820172016201520142013
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
0.37%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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.92%
-9.62%
QUASX
XSMO

Volatility

QUASX vs. XSMO - Volatility Comparison

AB Small Cap Growth Portfolio (QUASX) has a higher volatility of 6.73% compared to Invesco S&P SmallCap Momentum ETF (XSMO) at 5.98%. This indicates that QUASX's price experiences larger fluctuations and is considered to be riskier than XSMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.73%
5.98%
QUASX
XSMO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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