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LRGC vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period


LRGC

1D
-0.64%
1M
0.33%
YTD
6.99%
6M
6.94%
1Y
22.28%
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)

LRGC vs. BSJO - Yearly Performance Comparison


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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: 5252
Overall Rank
LRGC Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
LRGC Sortino Ratio Rank: 5353
Sortino Ratio Rank
LRGC Omega Ratio Rank: 5454
Omega Ratio Rank
LRGC Calmar Ratio Rank: 4646
Calmar Ratio Rank
LRGC Martin Ratio Rank: 5454
Martin Ratio Rank

BSJO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

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.


LRGCBSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.24

Martin ratioReturn relative to average drawdown

9.18

LRGC vs. BSJO - Sharpe Ratio Comparison


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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

-10.00%

Current Drawdown

Current decline from peak

-1.21%

0.00%

-1.21%

Average Drawdown

Average peak-to-trough decline

-2.19%

0.00%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

Volatility

LRGC vs. BSJO - Volatility Comparison


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Volatility by Period


LRGCBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

0.00%

+12.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.28%

0.00%

+15.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.28%

0.00%

+15.28%

LRGC vs. BSJO - Expense Ratio Comparison

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


Dividends

LRGC vs. BSJO - Dividend Comparison

LRGC's dividend yield for the trailing twelve months is around 0.54%, while BSJO has not paid dividends to shareholders.


PositionTTM202520242023
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%
LRGC
AB US Large Cap Strategic Equities ETF
0.54%0.58%0.46%0.17%

Frequently Asked Questions


On fees, BSJO is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSJO is cheaper with a 0.42% expense ratio, compared with 0.48% for LRGC.

LRGC has the higher dividend yield at 0.54%, compared with 0.00% for BSJO.

LRGC is categorized as Large Cap Blend Equities, while BSJO is High Yield Bonds. They also come from different issuers: AllianceBernstein and Invesco. Their fees differ too: 0.48% for LRGC and 0.42% for BSJO.

Portfolio Optimizer

Find the right allocation for LRGC and BSJO

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