WFSPX vs. APGYX
Compare and contrast key facts about iShares S&P 500 Index Fund (WFSPX) and AB Large Cap Growth Fund Advisor Class (APGYX).
WFSPX is managed by Blackrock. It was launched on Jul 30, 1993. APGYX is managed by AllianceBernstein. It was launched on Jan 10, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WFSPX or APGYX.
Key characteristics
| WFSPX | APGYX | |
|---|---|---|
| YTD Return | 27.03% | 27.84% |
| 1Y Return | 39.64% | 38.17% |
| 3Y Return (Ann) | 9.87% | 5.71% |
| 5Y Return (Ann) | 15.71% | 14.01% |
| 10Y Return (Ann) | 13.12% | 10.20% |
| Sharpe Ratio | 3.11 | 2.32 |
| Sortino Ratio | 4.14 | 3.07 |
| Omega Ratio | 1.58 | 1.42 |
| Calmar Ratio | 4.56 | 2.25 |
| Martin Ratio | 20.65 | 11.04 |
| Ulcer Index | 1.87% | 3.33% |
| Daily Std Dev | 12.38% | 15.87% |
| Max Drawdown | -89.72% | -69.14% |
| Current Drawdown | 0.00% | 0.00% |
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.
Performance
WFSPX vs. APGYX - Performance Comparison
The year-to-date returns for both investments are quite close, with WFSPX having a 27.03% return and APGYX slightly higher at 27.84%. Over the past 10 years, WFSPX has outperformed APGYX with an annualized return of 13.12%, while APGYX has yielded a comparatively lower 10.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
WFSPX vs. APGYX - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.20%, more than APGYX's 0.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | 1.20% | 1.44% | 1.69% | 1.25% | 1.55% | 1.99% | 2.03% | 1.74% | 2.07% | 1.95% | 1.84% | 1.70% |
APGYX AB Large Cap Growth Fund Advisor Class | 0.08% | 0.10% | 0.00% | 0.00% | 0.00% | 0.11% | 0.00% | 0.00% | 0.14% | 0.00% | 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.
Volatility
WFSPX vs. APGYX - Volatility Comparison
The current volatility for iShares S&P 500 Index Fund (WFSPX) is 3.91%, while AB Large Cap Growth Fund Advisor Class (APGYX) has a volatility of 4.72%. 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.