LRGC vs. SCHX

Last updated Apr 2, 2026

Compare and contrast key facts about AB US Large Cap Strategic Equities ETF (LRGC) and Schwab U.S. Large-Cap ETF (SCHX).

LRGC and SCHX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LRGC is an actively managed fund by AllianceBernstein. It was launched on Sep 19, 2023. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.

Performance

LRGC vs. SCHX - 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 U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

LRGC vs. SCHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LRGC AB US Large Cap Strategic Equities ETF	-4.86%	16.23%	24.92%	9.30%
SCHX Schwab U.S. Large-Cap ETF	-3.70%	17.46%	24.88%	9.18%

Returns By Period

In the year-to-date period, LRGC achieves a -4.86% return, which is significantly lower than SCHX's -3.70% return.

LRGC

• 1D: 0.63%
• 1M: -4.56%
• YTD: -4.86%
• 6M: -3.48%
• 1Y: 15.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHX

• 1D: 0.78%
• 1M: -4.31%
• YTD: -3.70%
• 6M: -1.70%
• 1Y: 17.91%
• 3Y*: 18.55%
• 5Y*: 11.30%
• 10Y*: 14.02%

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

LRGC vs. SCHX - Expense Ratio Comparison

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

LRGC

AB US Large Cap Strategic Equities ETF

SCHX

Schwab U.S. Large-Cap ETF

Return for Risk

LRGC vs. SCHX — Risk / Return Rank

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

LRGC

LRGC Risk / Return Rank: 48
LRGC Sharpe Ratio Rank: 45
LRGC Sortino Ratio Rank: 47
LRGC Omega Ratio Rank: 50
LRGC Calmar Ratio Rank: 47
LRGC Martin Ratio Rank: 51

SCHX

SCHX Risk / Return Rank: 58
SCHX Sharpe Ratio Rank: 52
SCHX Sortino Ratio Rank: 56
SCHX Omega Ratio Rank: 59
SCHX Calmar Ratio Rank: 57
SCHX Martin Ratio Rank: 67

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. SCHX - 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 U.S. Large-Cap ETF (SCHX). 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.

	LRGC	SCHX	Difference
Sharpe ratio Return per unit of total volatility	0.87	0.98	-0.11
Sortino ratio Return per unit of downside risk	1.36	1.50	-0.13
Omega ratio Gain probability vs. loss probability	1.20	1.23	-0.02
Calmar ratio Return relative to maximum drawdown	1.36	1.51	-0.15
Martin ratio Return relative to average drawdown	5.50	7.02	-1.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LRGC vs. SCHX - Sharpe Ratio Comparison

The current LRGC Sharpe Ratio is 0.87, which is comparable to the SCHX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of LRGC and SCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LRGC	SCHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	0.98	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.66	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.16	0.80	+0.35

Correlation

The correlation between LRGC and SCHX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

LRGC vs. SCHX - Dividend Comparison

LRGC's dividend yield for the trailing twelve months is around 0.61%, less than SCHX's 1.16% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LRGC AB US Large Cap Strategic Equities ETF	0.61%	0.58%	0.46%	0.17%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHX Schwab U.S. Large-Cap ETF	1.16%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%

Drawdowns

LRGC vs. SCHX - Drawdown Comparison

The maximum LRGC drawdown since its inception was -19.38%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for LRGC and SCHX.

Drawdown Indicators

	LRGC	SCHX	Difference
Max Drawdown Largest peak-to-trough decline	-19.38%	-34.33%	+14.95%
Max Drawdown (1Y) Largest decline over 1 year	-11.76%	-12.19%	+0.43%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.41%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.33%	—
Current Drawdown Current decline from peak	-6.83%	-5.67%	-1.16%
Average Drawdown Average peak-to-trough decline	-2.23%	-4.00%	+1.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	2.62%	+0.29%

Volatility

LRGC vs. SCHX - Volatility Comparison

AB US Large Cap Strategic Equities ETF (LRGC) and Schwab U.S. Large-Cap ETF (SCHX) have volatilities of 5.36% and 5.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LRGC	SCHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.36%	5.36%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	9.67%	-0.30%
Volatility (1Y) Calculated over the trailing 1-year period	18.06%	18.33%	-0.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.41%	17.13%	-1.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.41%	18.13%	-2.72%