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SCYVX vs. QUASX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCYVX vs. QUASX - Performance Comparison

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

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SCYVX vs. QUASX - 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%
QUASX
AB Small Cap Growth Portfolio
-7.77%4.85%18.49%17.83%-39.09%9.76%53.85%49.85%-1.02%34.71%

Returns By Period

In the year-to-date period, SCYVX achieves a 5.45% return, which is significantly higher than QUASX's -7.77% return. Over the past 10 years, SCYVX has underperformed QUASX with an annualized return of 7.75%, while QUASX has yielded a comparatively higher 12.29% 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%

QUASX

1D
-3.20%
1M
-9.96%
YTD
-7.77%
6M
-6.07%
1Y
12.87%
3Y*
7.13%
5Y*
-2.61%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCYVX vs. QUASX - Expense Ratio Comparison

SCYVX has a 0.92% expense ratio, which is lower than QUASX's 1.11% expense ratio.


Return for Risk

SCYVX vs. QUASX — 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

QUASX
QUASX Risk / Return Rank: 1818
Overall Rank
QUASX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
QUASX Sortino Ratio Rank: 1818
Sortino Ratio Rank
QUASX Omega Ratio Rank: 1616
Omega Ratio Rank
QUASX Calmar Ratio Rank: 2020
Calmar Ratio Rank
QUASX Martin Ratio Rank: 1919
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. QUASX - Risk-Adjusted Trends Comparison

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


SCYVXQUASXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.42

+0.30

Sortino ratio

Return per unit of downside risk

1.16

0.77

+0.39

Omega ratio

Gain probability vs. loss probability

1.16

1.10

+0.06

Calmar ratio

Return relative to maximum drawdown

0.91

0.59

+0.32

Martin ratio

Return relative to average drawdown

3.43

2.04

+1.40

SCYVX vs. QUASX - Sharpe Ratio Comparison

The current SCYVX Sharpe Ratio is 0.72, which is higher than the QUASX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of SCYVX and QUASX, 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


SCYVXQUASXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.42

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

-0.10

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.49

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.36

-0.05

Correlation

The correlation between SCYVX and QUASX is 0.78, 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

SCYVX vs. QUASX - Dividend Comparison

SCYVX's dividend yield for the trailing twelve months is around 4.62%, while QUASX has not paid dividends to shareholders.


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%
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%

Drawdowns

SCYVX vs. QUASX - Drawdown Comparison

The maximum SCYVX drawdown since its inception was -47.74%, smaller than the maximum QUASX drawdown of -60.97%. Use the drawdown chart below to compare losses from any high point for SCYVX and QUASX.


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Drawdown Indicators


SCYVXQUASXDifference

Max Drawdown

Largest peak-to-trough decline

-47.74%

-60.97%

+13.23%

Max Drawdown (1Y)

Largest decline over 1 year

-15.28%

-15.10%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

-47.37%

+18.25%

Max Drawdown (10Y)

Largest decline over 10 years

-47.74%

-47.37%

-0.37%

Current Drawdown

Current decline from peak

-7.22%

-25.06%

+17.84%

Average Drawdown

Average peak-to-trough decline

-9.59%

-15.78%

+6.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

4.37%

-0.33%

Volatility

SCYVX vs. QUASX - Volatility Comparison

The current volatility for AB Small Cap Value Portfolio (SCYVX) is 5.11%, while AB Small Cap Growth Portfolio (QUASX) has a volatility of 9.91%. This indicates that SCYVX experiences smaller price fluctuations and is considered to be less risky than QUASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCYVXQUASXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

9.91%

-4.80%

Volatility (6M)

Calculated over the trailing 6-month period

12.20%

18.36%

-6.16%

Volatility (1Y)

Calculated over the trailing 1-year period

22.75%

27.66%

-4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.96%

26.19%

-4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.98%

25.39%

-1.41%