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AB Large Cap Value Fund Class A ABVAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ABVAX | Replication |
|---|---|---|
| Annualized growth | 13.0% | 10.9% |
| Annualized volatility | 14.9% | 14.8% |
| Sharpe ratio | 0.90 | 0.78 |
| Maximum drawdown | 18.3% | 17.9% |
| Replication fit (R²) | 0.95 · Tracking error 3.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model ABVAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTV | Style · Value | 61.1% |
| VBR | Small-Cap · Value | 17.2% |
| XLF | Sector · Financials | 8.5% |
| VOE | Mid-Cap · Value | 6.9% |
| XLI | Sector · Industrials | 6.3% |