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RPXIX vs. WPSGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RPXIX and WPSGX is 0.86, 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

RPXIX vs. WPSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RiverPark Large Growth Fund (RPXIX) and AB Concentrated Growth Fund (WPSGX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
3.58%
-5.16%
RPXIX
WPSGX

Key characteristics

Sharpe Ratio

RPXIX:

0.98

WPSGX:

0.14

Sortino Ratio

RPXIX:

1.32

WPSGX:

0.26

Omega Ratio

RPXIX:

1.19

WPSGX:

1.04

Calmar Ratio

RPXIX:

0.44

WPSGX:

0.10

Martin Ratio

RPXIX:

5.65

WPSGX:

0.69

Ulcer Index

RPXIX:

2.95%

WPSGX:

3.11%

Daily Std Dev

RPXIX:

17.11%

WPSGX:

15.85%

Max Drawdown

RPXIX:

-59.98%

WPSGX:

-64.30%

Current Drawdown

RPXIX:

-25.11%

WPSGX:

-17.76%

Returns By Period

In the year-to-date period, RPXIX achieves a 16.77% return, which is significantly higher than WPSGX's 1.80% return. Over the past 10 years, RPXIX has underperformed WPSGX with an annualized return of 4.55%, while WPSGX has yielded a comparatively higher 6.71% annualized return.


RPXIX

YTD

16.77%

1M

-6.03%

6M

4.67%

1Y

16.96%

5Y*

5.80%

10Y*

4.55%

WPSGX

YTD

1.80%

1M

-11.90%

6M

-5.59%

1Y

2.31%

5Y*

4.48%

10Y*

6.71%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RPXIX vs. WPSGX - Expense Ratio Comparison

RPXIX has a 0.91% expense ratio, which is higher than WPSGX's 0.75% expense ratio.


RPXIX
RiverPark Large Growth Fund
Expense ratio chart for RPXIX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%
Expense ratio chart for WPSGX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

RPXIX vs. WPSGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RiverPark Large Growth Fund (RPXIX) and AB Concentrated Growth Fund (WPSGX). 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 RPXIX, currently valued at 0.98, compared to the broader market-1.000.001.002.003.004.000.980.14
The chart of Sortino ratio for RPXIX, currently valued at 1.32, compared to the broader market-2.000.002.004.006.008.0010.001.320.26
The chart of Omega ratio for RPXIX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.04
The chart of Calmar ratio for RPXIX, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.0014.000.440.10
The chart of Martin ratio for RPXIX, currently valued at 5.65, compared to the broader market0.0020.0040.0060.005.650.69
RPXIX
WPSGX

The current RPXIX Sharpe Ratio is 0.98, which is higher than the WPSGX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of RPXIX and WPSGX, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.98
0.14
RPXIX
WPSGX

Dividends

RPXIX vs. WPSGX - Dividend Comparison

Neither RPXIX nor WPSGX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
RPXIX
RiverPark Large Growth Fund
0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.04%0.66%0.15%0.26%0.20%
WPSGX
AB Concentrated Growth Fund
0.00%0.36%0.00%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RPXIX vs. WPSGX - Drawdown Comparison

The maximum RPXIX drawdown since its inception was -59.98%, smaller than the maximum WPSGX drawdown of -64.30%. Use the drawdown chart below to compare losses from any high point for RPXIX and WPSGX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-25.11%
-17.76%
RPXIX
WPSGX

Volatility

RPXIX vs. WPSGX - Volatility Comparison

The current volatility for RiverPark Large Growth Fund (RPXIX) is 8.27%, while AB Concentrated Growth Fund (WPSGX) has a volatility of 10.36%. This indicates that RPXIX experiences smaller price fluctuations and is considered to be less risky than WPSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.27%
10.36%
RPXIX
WPSGX
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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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