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LRGC vs. BSJO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LRGC vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB US Large Cap Strategic Equities ETF (LRGC) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

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LRGC vs. BSJO - Yearly Performance Comparison


Returns By Period


LRGC

1D
2.88%
1M
-4.95%
YTD
-5.45%
6M
-3.88%
1Y
15.27%
3Y*
5Y*
10Y*

BSJO

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LRGC vs. BSJO - Expense Ratio Comparison

LRGC has a 0.48% expense ratio, which is higher than BSJO's 0.42% expense ratio.


Return for Risk

LRGC vs. BSJO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LRGC
LRGC Risk / Return Rank: 5151
Overall Rank
LRGC Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LRGC Sortino Ratio Rank: 4949
Sortino Ratio Rank
LRGC Omega Ratio Rank: 5151
Omega Ratio Rank
LRGC Calmar Ratio Rank: 5252
Calmar Ratio Rank
LRGC Martin Ratio Rank: 5656
Martin Ratio Rank

BSJO
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LRGC vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB US Large Cap Strategic Equities ETF (LRGC) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). 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.


LRGCBSJODifference

Sharpe ratio

Return per unit of total volatility

0.85

Sortino ratio

Return per unit of downside risk

1.34

Omega ratio

Gain probability vs. loss probability

1.20

Calmar ratio

Return relative to maximum drawdown

1.36

Martin ratio

Return relative to average drawdown

5.56

LRGC vs. BSJO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LRGCBSJODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

Dividends

LRGC vs. BSJO - Dividend Comparison

LRGC's dividend yield for the trailing twelve months is around 0.61%, while BSJO has not paid dividends to shareholders.


TTM202520242023
LRGC
AB US Large Cap Strategic Equities ETF
0.61%0.58%0.46%0.17%
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%

Drawdowns

LRGC vs. BSJO - Drawdown Comparison

The maximum LRGC drawdown since its inception was -19.38%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for LRGC and BSJO.


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Drawdown Indicators


LRGCBSJODifference

Max Drawdown

Largest peak-to-trough decline

-19.38%

0.00%

-19.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

Current Drawdown

Current decline from peak

-7.41%

0.00%

-7.41%

Average Drawdown

Average peak-to-trough decline

-2.22%

0.00%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

Volatility

LRGC vs. BSJO - Volatility Comparison


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Volatility by Period


LRGCBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

0.00%

+18.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

0.00%

+15.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.42%

0.00%

+15.42%