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LRGC vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LRGC vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB US Large Cap Strategic Equities ETF (LRGC) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LRGC achieves a 7.44% return, which is significantly lower than GSG's 42.58% return.


LRGC

1D
-0.67%
1M
3.05%
YTD
7.44%
6M
7.71%
1Y
23.67%
3Y*
5Y*
10Y*

GSG

1D
0.77%
1M
-4.83%
YTD
42.58%
6M
41.06%
1Y
51.52%
3Y*
19.31%
5Y*
15.74%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LRGC vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023
LRGC
AB US Large Cap Strategic Equities ETF
7.44%16.23%24.92%9.30%
GSG
iShares S&P GSCI Commodity-Indexed Trust
42.58%5.93%8.52%-11.16%

Correlation

The correlation between LRGC and GSG is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.19

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2023

0.00

The correlation between LRGC and GSG shifts across timeframes, from -0.19 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LRGC vs. GSG — Risk / Return Rank

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

LRGC
LRGC Risk / Return Rank: 5757
Overall Rank
LRGC Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LRGC Sortino Ratio Rank: 5959
Sortino Ratio Rank
LRGC Omega Ratio Rank: 5959
Omega Ratio Rank
LRGC Calmar Ratio Rank: 4949
Calmar Ratio Rank
LRGC Martin Ratio Rank: 5757
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 7171
Overall Rank
GSG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 6060
Sortino Ratio Rank
GSG Omega Ratio Rank: 6565
Omega Ratio Rank
GSG Calmar Ratio Rank: 8989
Calmar Ratio Rank
GSG Martin Ratio Rank: 7575
Martin Ratio Rank
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. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB US Large Cap Strategic Equities ETF (LRGC) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.


LRGCGSGDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.36

1.40

-0.05

Calmar ratioReturn relative to maximum drawdown

2.38

5.47

-3.10

Martin ratioReturn relative to average drawdown

9.89

14.39

-4.51

LRGC vs. GSG - Sharpe Ratio Comparison

The current LRGC Sharpe Ratio is 2.00, which is comparable to the GSG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of LRGC and GSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LRGCGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

2.26

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

-0.09

+1.53

Drawdowns

LRGC vs. GSG - Drawdown Comparison

The maximum LRGC drawdown since its inception was -19.38%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for LRGC and GSG.


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Drawdown Indicators


LRGCGSGDifference

Max Drawdown

Largest peak-to-trough decline

-19.38%

-89.62%

+70.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.00%

-9.46%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-14.94%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-0.67%

-56.95%

+56.28%

Average Drawdown

Average peak-to-trough decline

-2.15%

-63.71%

+61.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

3.59%

-1.19%

Volatility

LRGC vs. GSG - Volatility Comparison

The current volatility for AB US Large Cap Strategic Equities ETF (LRGC) is 2.91%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.65%. This indicates that LRGC experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LRGCGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

7.65%

-4.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

20.42%

-11.33%

Volatility (1Y)

Calculated over the trailing 1-year period

11.88%

22.95%

-11.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.20%

22.61%

-7.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.20%

22.03%

-6.83%

LRGC vs. GSG - Expense Ratio Comparison

LRGC has a 0.48% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

LRGC vs. GSG - Dividend Comparison

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


PositionTTM202520242023
GSG
iShares S&P GSCI Commodity-Indexed Trust
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


LRGC and GSG have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (7.65%) compared to LRGC (2.91%). In terms of maximum drawdown, LRGC dropped -19.38% vs GSG's -89.62%.

On 1-year performance, GSG leads with 51.52% vs 23.67% for LRGC. On fees, LRGC is cheaper at 0.48% per year. On volatility, LRGC has been the lower-risk option at 2.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GSG has performed better with a 51.52% return vs 23.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LRGC is cheaper with a 0.48% expense ratio, compared with 0.75% for GSG.

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

LRGC is categorized as Large Cap Blend Equities, while GSG is Commodities. They also come from different issuers: AllianceBernstein and iShares. Their fees differ too: 0.48% for LRGC and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (2.26 vs 2.00), 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.

Portfolio Optimizer

Find the right allocation for LRGC and GSG

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