WPSGX vs. LCGFX

In the year-to-date period, WPSGX achieves a 3.31% return, which is significantly higher than LCGFX's -2.25% return. Over the past 10 years, WPSGX has outperformed LCGFX with an annualized return of 11.48%, while LCGFX has yielded a comparatively lower 9.55% annualized return.

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WPSGX has a 0.75% expense ratio, which is higher than LCGFX's 0.65% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AB Concentrated Growth Fund (WPSGX) and William Blair Large Cap Growth Fund (LCGFX). 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 current WPSGX Sharpe Ratio is 0.48, which is higher than the LCGFX Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of WPSGX and LCGFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WPSGX's dividend yield for the trailing twelve months is around 0.15%, more than LCGFX's 0.07% yield.

The maximum WPSGX drawdown since its inception was -64.30%, which is greater than LCGFX's maximum drawdown of -39.85%. Use the drawdown chart below to compare losses from any high point for WPSGX and LCGFX. For additional features, visit the drawdowns tool.

The current volatility for AB Concentrated Growth Fund (WPSGX) is 6.12%, while William Blair Large Cap Growth Fund (LCGFX) has a volatility of 8.13%. This indicates that WPSGX experiences smaller price fluctuations and is considered to be less risky than LCGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.