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WFSPX vs. APGYX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WFSPX and APGYX is 0.91, 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

WFSPX vs. APGYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Index Fund (WFSPX) and AB Large Cap Growth Fund Advisor Class (APGYX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
7.43%
1.05%
WFSPX
APGYX

Key characteristics

Sharpe Ratio

WFSPX:

1.73

APGYX:

0.62

Sortino Ratio

WFSPX:

2.33

APGYX:

0.90

Omega Ratio

WFSPX:

1.32

APGYX:

1.13

Calmar Ratio

WFSPX:

2.63

APGYX:

0.94

Martin Ratio

WFSPX:

10.81

APGYX:

2.44

Ulcer Index

WFSPX:

2.06%

APGYX:

4.59%

Daily Std Dev

WFSPX:

12.89%

APGYX:

18.13%

Max Drawdown

WFSPX:

-89.72%

APGYX:

-69.14%

Current Drawdown

WFSPX:

-2.11%

APGYX:

-8.42%

Returns By Period

In the year-to-date period, WFSPX achieves a 2.41% return, which is significantly higher than APGYX's 1.42% return. Over the past 10 years, WFSPX has outperformed APGYX with an annualized return of 12.72%, while APGYX has yielded a comparatively lower 10.19% annualized return.


WFSPX

YTD

2.41%

1M

-1.62%

6M

7.28%

1Y

19.49%

5Y*

14.77%

10Y*

12.72%

APGYX

YTD

1.42%

1M

-4.17%

6M

0.81%

1Y

7.93%

5Y*

12.10%

10Y*

10.19%

*Annualized

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WFSPX vs. APGYX - Expense Ratio Comparison

WFSPX has a 0.03% expense ratio, which is lower than APGYX's 0.59% expense ratio.


Expense ratio chart for APGYX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for WFSPX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

WFSPX vs. APGYX — Risk-Adjusted Performance Rank

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

WFSPX
The Risk-Adjusted Performance Rank of WFSPX is 8585
Overall Rank
The Sharpe Ratio Rank of WFSPX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of WFSPX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of WFSPX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of WFSPX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of WFSPX is 8989
Martin Ratio Rank

APGYX
The Risk-Adjusted Performance Rank of APGYX is 3939
Overall Rank
The Sharpe Ratio Rank of APGYX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of APGYX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of APGYX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of APGYX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of APGYX is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WFSPX vs. APGYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and AB Large Cap Growth Fund Advisor Class (APGYX). 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.


The chart of Sharpe ratio for WFSPX, currently valued at 1.73, compared to the broader market-1.000.001.002.003.004.001.730.62
The chart of Sortino ratio for WFSPX, currently valued at 2.33, compared to the broader market0.002.004.006.008.0010.0012.002.330.90
The chart of Omega ratio for WFSPX, currently valued at 1.32, compared to the broader market1.002.003.004.001.321.13
The chart of Calmar ratio for WFSPX, currently valued at 2.63, compared to the broader market0.005.0010.0015.0020.002.630.94
The chart of Martin ratio for WFSPX, currently valued at 10.81, compared to the broader market0.0020.0040.0060.0080.0010.812.44
WFSPX
APGYX

The current WFSPX Sharpe Ratio is 1.73, which is higher than the APGYX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of WFSPX and APGYX, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.73
0.62
WFSPX
APGYX

Dividends

WFSPX vs. APGYX - Dividend Comparison

WFSPX's dividend yield for the trailing twelve months is around 1.22%, more than APGYX's 0.06% yield.


TTM20242023202220212020201920182017201620152014
WFSPX
iShares S&P 500 Index Fund
1.22%1.25%1.44%1.69%1.25%1.55%1.99%2.03%1.74%2.07%1.95%1.84%
APGYX
AB Large Cap Growth Fund Advisor Class
0.06%0.06%0.10%0.00%0.00%0.00%0.11%0.00%0.00%0.14%0.00%0.00%

Drawdowns

WFSPX vs. APGYX - Drawdown Comparison

The maximum WFSPX drawdown since its inception was -89.72%, which is greater than APGYX's maximum drawdown of -69.14%. Use the drawdown chart below to compare losses from any high point for WFSPX and APGYX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.11%
-8.42%
WFSPX
APGYX

Volatility

WFSPX vs. APGYX - Volatility Comparison

The current volatility for iShares S&P 500 Index Fund (WFSPX) is 3.42%, while AB Large Cap Growth Fund Advisor Class (APGYX) has a volatility of 5.09%. This indicates that WFSPX experiences smaller price fluctuations and is considered to be less risky than APGYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
3.42%
5.09%
WFSPX
APGYX