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SCYVX vs. AGRFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCYVX vs. AGRFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Small Cap Value Portfolio (SCYVX) and AB Growth Fund (AGRFX). The values are adjusted to include any dividend payments, if applicable.

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SCYVX vs. AGRFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCYVX
AB Small Cap Value Portfolio
5.45%-0.02%11.46%7.82%-16.68%35.56%3.45%25.72%-16.43%8.97%
AGRFX
AB Growth Fund
-12.87%10.84%31.50%37.95%-29.65%21.40%35.97%31.11%3.75%33.88%

Returns By Period

In the year-to-date period, SCYVX achieves a 5.45% return, which is significantly higher than AGRFX's -12.87% return. Over the past 10 years, SCYVX has underperformed AGRFX with an annualized return of 7.75%, while AGRFX has yielded a comparatively higher 14.19% annualized return.


SCYVX

1D
-0.27%
1M
-5.81%
YTD
5.45%
6M
4.72%
1Y
16.17%
3Y*
8.38%
5Y*
2.69%
10Y*
7.75%

AGRFX

1D
-0.24%
1M
-10.04%
YTD
-12.87%
6M
-13.78%
1Y
6.03%
3Y*
15.92%
5Y*
8.48%
10Y*
14.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCYVX vs. AGRFX - Expense Ratio Comparison

SCYVX has a 0.92% expense ratio, which is lower than AGRFX's 1.12% expense ratio.


Return for Risk

SCYVX vs. AGRFX — Risk / Return Rank

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

SCYVX
SCYVX Risk / Return Rank: 3232
Overall Rank
SCYVX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SCYVX Sortino Ratio Rank: 3333
Sortino Ratio Rank
SCYVX Omega Ratio Rank: 3030
Omega Ratio Rank
SCYVX Calmar Ratio Rank: 3333
Calmar Ratio Rank
SCYVX Martin Ratio Rank: 3232
Martin Ratio Rank

AGRFX
AGRFX Risk / Return Rank: 1212
Overall Rank
AGRFX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
AGRFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
AGRFX Omega Ratio Rank: 1313
Omega Ratio Rank
AGRFX Calmar Ratio Rank: 1010
Calmar Ratio Rank
AGRFX Martin Ratio Rank: 1111
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.

SCYVX vs. AGRFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Value Portfolio (SCYVX) and AB Growth Fund (AGRFX). 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.


SCYVXAGRFXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.30

+0.42

Sortino ratio

Return per unit of downside risk

1.16

0.58

+0.58

Omega ratio

Gain probability vs. loss probability

1.16

1.08

+0.08

Calmar ratio

Return relative to maximum drawdown

0.91

0.22

+0.69

Martin ratio

Return relative to average drawdown

3.43

0.83

+2.61

SCYVX vs. AGRFX - Sharpe Ratio Comparison

The current SCYVX Sharpe Ratio is 0.72, which is higher than the AGRFX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of SCYVX and AGRFX, 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


SCYVXAGRFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.30

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.41

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.70

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.55

-0.24

Correlation

The correlation between SCYVX and AGRFX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SCYVX vs. AGRFX - Dividend Comparison

SCYVX's dividend yield for the trailing twelve months is around 4.62%, less than AGRFX's 18.79% yield.


TTM20252024202320222021202020192018201720162015
SCYVX
AB Small Cap Value Portfolio
4.62%4.87%4.23%0.52%5.15%7.39%0.55%5.37%6.44%5.67%0.54%0.52%
AGRFX
AB Growth Fund
18.79%16.37%21.03%7.20%1.69%9.79%5.79%7.80%16.01%9.33%1.03%9.76%

Drawdowns

SCYVX vs. AGRFX - Drawdown Comparison

The maximum SCYVX drawdown since its inception was -47.74%, smaller than the maximum AGRFX drawdown of -61.88%. Use the drawdown chart below to compare losses from any high point for SCYVX and AGRFX.


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Drawdown Indicators


SCYVXAGRFXDifference

Max Drawdown

Largest peak-to-trough decline

-47.74%

-61.88%

+14.14%

Max Drawdown (1Y)

Largest decline over 1 year

-15.28%

-15.92%

+0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

-35.21%

+6.09%

Max Drawdown (10Y)

Largest decline over 10 years

-47.74%

-35.21%

-12.53%

Current Drawdown

Current decline from peak

-7.22%

-15.92%

+8.70%

Average Drawdown

Average peak-to-trough decline

-9.59%

-15.82%

+6.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

4.28%

-0.24%

Volatility

SCYVX vs. AGRFX - Volatility Comparison

The current volatility for AB Small Cap Value Portfolio (SCYVX) is 5.11%, while AB Growth Fund (AGRFX) has a volatility of 5.75%. This indicates that SCYVX experiences smaller price fluctuations and is considered to be less risky than AGRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCYVXAGRFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

5.75%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

12.20%

11.87%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

22.75%

20.55%

+2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.96%

20.79%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.98%

20.39%

+3.59%