ILOW vs. LRGC

Last updated Aug 2, 2026

ILOW (AB International Low Volatility Equity ETF) and LRGC (AB US Large Cap Strategic Equities ETF) are both exchange-traded funds - ILOW is a Foreign Large Cap Equities fund actively managed by AllianceBernstein, while LRGC is a Large Cap Blend Equities fund actively managed by AllianceBernstein. Both are actively managed. Over the past year, ILOW returned 16.17% vs 17.64% for LRGC. Their 0.62 correlation means they have sometimes moved together and sometimes differently. ILOW charges 0.50%/yr vs 0.48%/yr for LRGC.

Performance

ILOW vs. LRGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB International Low Volatility Equity ETF (ILOW) and AB US Large Cap Strategic Equities ETF (LRGC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with ILOW having a 9.42% return and LRGC slightly higher at 9.49%.

ILOW

• 1D: -0.62%
• 1M: 1.54%
• 6M: 6.27%
• YTD: 9.42%
• 1Y: 16.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.59%

LRGC

• 1D: 0.85%
• 1M: 1.30%
• 6M: 8.41%
• YTD: 9.49%
• 1Y: 17.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ILOW AB International Low Volatility Equity ETF	$1.97M	$2.38M	$2.25M
LRGC AB US Large Cap Strategic Equities ETF	$2.26M	$3.31M	$3.95M

ILOW vs. LRGC - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ILOW AB International Low Volatility Equity ETF	9.42%	26.99%	-1.53%
LRGC AB US Large Cap Strategic Equities ETF	9.49%	16.23%	3.92%

Correlation

The correlation between ILOW and LRGC is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.68
Correlation (All Time) Calculated using the full available price history since Jul 15, 2024	0.62

The correlation between ILOW and LRGC has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.

ILOW vs. LRGC - Sectors Allocation Comparison

Sectors	ILOW	LRGC
Financial Services	28.0%	13.5%
Industrials	14.5%	9.1%
Technology	10.0%	32.1%
Healthcare	8.6%	9.3%
Consumer Defensive	8.2%	2.8%
Consumer Cyclical	6.5%	7.9%
Communication Services	5.1%	11.4%
Energy	3.4%	3.1%
Real Estate	2.3%	1.5%
Basic Materials	1.7%	1.2%
Utilities	1.3%	2.9%

Return for Risk

ILOW vs. LRGC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ILOW

ILOW Risk / Return Rank: 51
ILOW Sharpe Ratio Rank: 49
ILOW Sortino Ratio Rank: 52
ILOW Omega Ratio Rank: 49
ILOW Calmar Ratio Rank: 47
ILOW Martin Ratio Rank: 56

LRGC

LRGC Risk / Return Rank: 49
LRGC Sharpe Ratio Rank: 50
LRGC Sortino Ratio Rank: 48
LRGC Omega Ratio Rank: 48
LRGC Calmar Ratio Rank: 44
LRGC Martin Ratio Rank: 54

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ILOW vs. LRGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB International Low Volatility Equity ETF (ILOW) and AB US Large Cap Strategic Equities ETF (LRGC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ILOW	LRGC	Difference
Sharpe ratio: Return per unit of total volatility	1.22	1.24	-0.01
Sortino ratio: Return per unit of downside risk	1.84	1.75	+0.09
Omega ratio: Gain probability vs. loss probability	1.22	1.22	0.00
Calmar ratio: Return relative to maximum drawdown	1.70	1.56	+0.14
Martin ratio: Return relative to average drawdown	6.74	6.31	+0.43

ILOW vs. LRGC - Sharpe Ratio Comparison

The current ILOW Sharpe Ratio is 1.22, which is comparable to the LRGC Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of ILOW and LRGC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ILOW vs. LRGC - Drawdown Comparison

The maximum ILOW drawdown since its inception was -10.37%, smaller than the maximum LRGC drawdown of -19.38%. Use the drawdown chart below to compare losses from any high point for ILOW and LRGC.

Drawdown Indicators

	ILOW	LRGC	Difference
Max Drawdown Largest peak-to-trough decline	-10.37%	-19.38%	+9.01%
Max Drawdown (1Y) Largest decline over 1 year	-9.80%	-10.00%	+0.20%
Current Drawdown Current decline from peak	-0.62%	-0.37%	-0.25%
Average Drawdown Average peak-to-trough decline	-2.03%	-2.14%	+0.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.47%	2.47%	0.00%

Volatility

ILOW vs. LRGC - Volatility Comparison

AB International Low Volatility Equity ETF (ILOW) has a higher volatility of 3.82% compared to AB US Large Cap Strategic Equities ETF (LRGC) at 3.22%. This indicates that ILOW's price experiences larger fluctuations and is considered to be riskier than LRGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ILOW	LRGC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.82%	3.22%	+0.60%
Volatility (6M) Calculated over the trailing 6-month period	11.83%	9.86%	+1.97%
Volatility (1Y) Calculated over the trailing 1-year period	13.69%	12.63%	+1.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.44%	15.12%	-0.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.44%	15.12%	-0.68%

ILOW vs. LRGC - Expense Ratio Comparison

ILOW has a 0.50% expense ratio, which is higher than LRGC's 0.48% expense ratio.

Dividends

ILOW vs. LRGC - Dividend Comparison

ILOW's dividend yield for the trailing twelve months is around 1.46%, more than LRGC's 0.53% yield.

Position	TTM	2025	2024	2023
ILOW AB International Low Volatility Equity ETF	1.46%	1.60%	0.78%	0.00%
LRGC AB US Large Cap Strategic Equities ETF	0.53%	0.58%	0.46%	0.17%

Frequently Asked Questions

Can I hold both ILOW and LRGC in my portfolio?

ILOW and LRGC have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ILOW or LRGC?

ILOW has higher volatility (3.82%) compared to LRGC (3.22%). In terms of maximum drawdown, ILOW dropped -10.37% vs LRGC's -19.38%.

Which ETF is better, ILOW or LRGC?

On 1-year performance, LRGC leads with 17.64% vs 16.17% for ILOW. On fees, LRGC is cheaper at 0.48% per year. On volatility, LRGC has been the lower-risk option at 3.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ILOW or LRGC?

Over the 1-year period, LRGC has performed better with a 17.64% return vs 16.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ILOW or LRGC?

LRGC is cheaper with a 0.48% expense ratio, compared with 0.50% for ILOW.

Which ETF pays a higher dividend yield, ILOW or LRGC?

ILOW has the higher dividend yield at 1.46%, compared with 0.53% for LRGC.

What is the main difference between ILOW and LRGC?

ILOW is categorized as Foreign Large Cap Equities, while LRGC is Large Cap Blend Equities. Their fees differ too: 0.50% for ILOW and 0.48% for LRGC.

Which has better risk-adjusted returns?

LRGC currently has the higher Sharpe Ratio (1.24 vs 1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.