LRGC vs. SCHK

Last updated Aug 4, 2026

LRGC (AB US Large Cap Strategic Equities ETF) and SCHK (Schwab 1000 Index ETF) are both Large Cap Blend Equities funds. LRGC is actively managed, while SCHK is passively managed. Over the past year, LRGC returned 19.31% vs 23.09% for SCHK. Their 0.95 correlation means they have historically moved very closely together. LRGC charges 0.48%/yr vs 0.03%/yr for SCHK.

Performance

LRGC vs. SCHK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB US Large Cap Strategic Equities ETF (LRGC) and Schwab 1000 Index ETF (SCHK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LRGC achieves a 11.05% return, which is significantly lower than SCHK's 11.92% return.

LRGC

• 1D: 1.42%
• 1M: 2.75%
• 6M: 9.57%
• YTD: 11.05%
• 1Y: 19.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.37%

SCHK

• 1D: 1.42%
• 1M: 1.50%
• 6M: 9.74%
• YTD: 11.92%
• 1Y: 23.09%
• 3Y*: 20.65%
• 5Y*: 12.33%
• 10Y*: —
• ALL TIME*: 14.61%

*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)
LRGC AB US Large Cap Strategic Equities ETF	$2.39M	$3.10M	$3.93M
SCHK Schwab 1000 Index ETF	$27.70M	$27.97M	$27.91M

LRGC vs. SCHK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LRGC AB US Large Cap Strategic Equities ETF	11.05%	16.23%	24.92%	8.11%
SCHK Schwab 1000 Index ETF	11.92%	17.23%	24.48%	8.33%

Correlation

The correlation between LRGC and SCHK is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.97
Correlation (All Time) Calculated using the full available price history since Sep 20, 2023	0.95

The correlation between LRGC and SCHK has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

LRGC vs. SCHK - Sectors Allocation Comparison

Sectors	LRGC	SCHK
Technology	32.1%	36.7%
Financial Services	13.5%	11.8%
Communication Services	11.4%	9.4%
Healthcare	9.3%	9.2%
Industrials	9.1%	9.5%
Consumer Cyclical	7.9%	9.6%
Energy	3.1%	3.1%
Utilities	2.9%	2.2%
Consumer Defensive	2.8%	4.5%
Real Estate	1.5%	2.2%
Basic Materials	1.2%	1.9%

Return for Risk

LRGC vs. SCHK — Risk / Return Rank

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

LRGC

LRGC Risk / Return Rank: 59
LRGC Sharpe Ratio Rank: 62
LRGC Sortino Ratio Rank: 61
LRGC Omega Ratio Rank: 60
LRGC Calmar Ratio Rank: 51
LRGC Martin Ratio Rank: 62

SCHK

SCHK Risk / Return Rank: 76
SCHK Sharpe Ratio Rank: 76
SCHK Sortino Ratio Rank: 74
SCHK Omega Ratio Rank: 74
SCHK Calmar Ratio Rank: 72
SCHK Martin Ratio Rank: 82

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.

LRGC vs. SCHK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB US Large Cap Strategic Equities ETF (LRGC) and Schwab 1000 Index ETF (SCHK). 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.

	LRGC	SCHK	Difference
Sharpe ratio: Return per unit of total volatility	1.54	1.77	-0.23
Sortino ratio: Return per unit of downside risk	2.16	2.45	-0.28
Omega ratio: Gain probability vs. loss probability	1.27	1.32	-0.04
Calmar ratio: Return relative to maximum drawdown	1.94	2.59	-0.65
Martin ratio: Return relative to average drawdown	7.84	11.09	-3.24

LRGC vs. SCHK - Sharpe Ratio Comparison

The current LRGC Sharpe Ratio is 1.54, which is comparable to the SCHK Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of LRGC and SCHK, 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

LRGC vs. SCHK - Drawdown Comparison

The maximum LRGC drawdown since its inception was -19.38%, smaller than the maximum SCHK drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for LRGC and SCHK.

Drawdown Indicators

	LRGC	SCHK	Difference
Max Drawdown Largest peak-to-trough decline	-19.38%	-34.80%	+15.42%
Max Drawdown (1Y) Largest decline over 1 year	-10.00%	-8.97%	-1.03%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.21%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.44%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.14%	-5.11%	+2.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.47%	2.09%	+0.38%

Volatility

LRGC vs. SCHK - Volatility Comparison

The current volatility for AB US Large Cap Strategic Equities ETF (LRGC) is 3.49%, while Schwab 1000 Index ETF (SCHK) has a volatility of 3.78%. This indicates that LRGC experiences smaller price fluctuations and is considered to be less risky than SCHK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LRGC	SCHK	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.49%	3.78%	-0.29%
Volatility (6M) Calculated over the trailing 6-month period	9.94%	10.36%	-0.42%
Volatility (1Y) Calculated over the trailing 1-year period	12.60%	13.10%	-0.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.13%	17.36%	-2.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.13%	19.05%	-3.92%

LRGC vs. SCHK - Expense Ratio Comparison

LRGC has a 0.48% expense ratio, which is higher than SCHK's 0.03% expense ratio.

Dividends

LRGC vs. SCHK - Dividend Comparison

LRGC's dividend yield for the trailing twelve months is around 0.52%, less than SCHK's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
LRGC AB US Large Cap Strategic Equities ETF	0.52%	0.58%	0.46%	0.17%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHK Schwab 1000 Index ETF	1.02%	1.09%	1.20%	1.38%	1.57%	1.17%	1.58%	1.82%	1.80%	0.31%

Frequently Asked Questions

Can I hold both LRGC and SCHK in my portfolio?

With a correlation of 0.97, LRGC and SCHK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, LRGC or SCHK?

SCHK has higher volatility (3.78%) compared to LRGC (3.49%). In terms of maximum drawdown, LRGC dropped -19.38% vs SCHK's -34.80%.

Which ETF is better, LRGC or SCHK?

On 1-year performance, SCHK leads with 23.09% vs 19.31% for LRGC. On fees, SCHK is cheaper at 0.03% per year. On volatility, LRGC has been the lower-risk option at 3.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LRGC or SCHK?

Over the 1-year period, SCHK has performed better with a 23.09% return vs 19.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LRGC or SCHK?

SCHK is cheaper with a 0.03% expense ratio, compared with 0.48% for LRGC.

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

SCHK has the higher dividend yield at 1.02%, compared with 0.52% for LRGC.

What is the main difference between LRGC and SCHK?

They also come from different issuers: AllianceBernstein and Charles Schwab. Their fees differ too: 0.48% for LRGC and 0.03% for SCHK.

Which has better risk-adjusted returns?

SCHK currently has the higher Sharpe Ratio (1.77 vs 1.54), 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.