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QUASX vs. XSMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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QUASX vs. XSMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
XSMO
Invesco S&P SmallCap Momentum ETF
7.05%9.80%17.45%21.55%-15.44%19.24%21.96%28.65%-3.44%23.95%

Returns By Period

In the year-to-date period, QUASX achieves a -2.76% return, which is significantly lower than XSMO's 7.05% return. Over the past 10 years, QUASX has underperformed XSMO with an annualized return of 12.88%, while XSMO has yielded a comparatively higher 13.73% 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%

XSMO

1D
1.24%
1M
-4.33%
YTD
7.05%
6M
4.97%
1Y
23.58%
3Y*
19.37%
5Y*
8.69%
10Y*
13.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

QUASX vs. XSMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QUASX
QUASX Risk / Return Rank: 3030
Overall Rank
QUASX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
QUASX Sortino Ratio Rank: 2828
Sortino Ratio Rank
QUASX Omega Ratio Rank: 2323
Omega Ratio Rank
QUASX Calmar Ratio Rank: 4141
Calmar Ratio Rank
QUASX Martin Ratio Rank: 3434
Martin Ratio Rank

XSMO
XSMO Risk / Return Rank: 6262
Overall Rank
XSMO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XSMO Sortino Ratio Rank: 6060
Sortino Ratio Rank
XSMO Omega Ratio Rank: 5555
Omega Ratio Rank
XSMO Calmar Ratio Rank: 6666
Calmar Ratio Rank
XSMO Martin Ratio Rank: 6868
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. XSMO - Risk-Adjusted Trends 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.


QUASXXSMODifference

Sharpe ratio

Return per unit of total volatility

0.68

1.07

-0.39

Sortino ratio

Return per unit of downside risk

1.12

1.59

-0.47

Omega ratio

Gain probability vs. loss probability

1.15

1.21

-0.07

Calmar ratio

Return relative to maximum drawdown

1.16

1.75

-0.58

Martin ratio

Return relative to average drawdown

3.97

7.23

-3.26

QUASX vs. XSMO - Sharpe Ratio Comparison

The current QUASX Sharpe Ratio is 0.68, which is lower than the XSMO Sharpe Ratio of 1.07. 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.


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Sharpe Ratios by Period


QUASXXSMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.07

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.38

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.57

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.36

0.00

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.


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 0.60%.


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%
XSMO
Invesco S&P SmallCap Momentum ETF
0.60%0.75%0.63%0.96%1.19%0.30%0.82%0.69%0.66%0.27%0.30%0.35%

Drawdowns

QUASX vs. XSMO - Drawdown Comparison

The maximum QUASX drawdown since its inception was -60.97%, which is greater than XSMO's maximum drawdown of -58.06%. Use the drawdown chart below to compare losses from any high point for QUASX and XSMO.


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Drawdown Indicators


QUASXXSMODifference

Max Drawdown

Largest peak-to-trough decline

-60.97%

-58.06%

-2.91%

Max Drawdown (1Y)

Largest decline over 1 year

-15.10%

-13.42%

-1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-47.37%

-29.62%

-17.75%

Max Drawdown (10Y)

Largest decline over 10 years

-47.37%

-39.39%

-7.98%

Current Drawdown

Current decline from peak

-21.00%

-4.59%

-16.41%

Average Drawdown

Average peak-to-trough decline

-15.78%

-11.21%

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

3.24%

+1.18%

Volatility

QUASX vs. XSMO - Volatility Comparison

AB Small Cap Growth Portfolio (QUASX) has a higher volatility of 11.33% compared to Invesco S&P SmallCap Momentum ETF (XSMO) at 7.71%. 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.


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Volatility by Period


QUASXXSMODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.33%

7.71%

+3.62%

Volatility (6M)

Calculated over the trailing 6-month period

19.12%

13.63%

+5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

28.12%

22.11%

+6.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.28%

22.87%

+3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.44%

24.05%

+1.39%