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.
Performance
QUASX vs. XSMO - Performance Comparison
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QUASX vs. XSMO - 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% |
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%
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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
QUASX
XSMO
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.
| QUASX | XSMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 1.07 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.59 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.75 | -0.58 |
Martin ratioReturn relative to average drawdown | 3.97 | 7.23 | -3.26 |
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 | XSMO | Difference | |
|---|---|---|---|
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%.
| 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% |
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
| QUASX | XSMO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -21.00% | -4.59% | -16.41% |
Average DrawdownAverage peak-to-trough decline | -15.78% | -11.21% | -4.57% |
Ulcer IndexDepth 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
| QUASX | XSMO | Difference | |
|---|---|---|---|
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% |