WPSGX vs. VUG
Compare and contrast key facts about AB Concentrated Growth Fund (WPSGX) and Vanguard Growth ETF (VUG).
WPSGX is managed by AllianceBernstein. It was launched on Feb 28, 1994. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WPSGX or VUG.
Key characteristics
| WPSGX | VUG | |
|---|---|---|
| YTD Return | 16.86% | 31.76% |
| 1Y Return | 29.51% | 45.05% |
| 3Y Return (Ann) | -1.33% | 9.08% |
| 5Y Return (Ann) | 7.90% | 19.65% |
| 10Y Return (Ann) | 8.27% | 15.84% |
| Sharpe Ratio | 2.23 | 2.60 |
| Sortino Ratio | 3.04 | 3.34 |
| Omega Ratio | 1.40 | 1.47 |
| Calmar Ratio | 0.36 | 3.38 |
| Martin Ratio | 14.20 | 13.39 |
| Ulcer Index | 2.00% | 3.28% |
| Daily Std Dev | 12.72% | 16.91% |
| Max Drawdown | -96.12% | -50.68% |
| Current Drawdown | -72.62% | 0.00% |
Correlation
The correlation between WPSGX and VUG is 0.89, 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
WPSGX vs. VUG - Performance Comparison
In the year-to-date period, WPSGX achieves a 16.86% return, which is significantly lower than VUG's 31.76% return. Over the past 10 years, WPSGX has underperformed VUG with an annualized return of 8.27%, while VUG has yielded a comparatively higher 15.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WPSGX vs. VUG - Expense Ratio Comparison
WPSGX has a 0.75% expense ratio, which is higher than VUG's 0.04% expense ratio.
Risk-Adjusted Performance
WPSGX vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Concentrated Growth Fund (WPSGX) and Vanguard Growth ETF (VUG). 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
WPSGX vs. VUG - Dividend Comparison
WPSGX's dividend yield for the trailing twelve months is around 0.31%, less than VUG's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WPSGX AB Concentrated Growth Fund | 0.31% | 0.36% | 0.00% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
WPSGX vs. VUG - Drawdown Comparison
The maximum WPSGX drawdown since its inception was -96.12%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for WPSGX and VUG. For additional features, visit the drawdowns tool.
Volatility
WPSGX vs. VUG - Volatility Comparison
The current volatility for AB Concentrated Growth Fund (WPSGX) is 4.13%, while Vanguard Growth ETF (VUG) has a volatility of 5.09%. This indicates that WPSGX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.