LRGE vs. BCD
Compare and contrast key facts about ClearBridge Large Cap Growth ESG ETF (LRGE) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD).
LRGE and BCD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LRGE is an actively managed fund by Franklin Templeton. It was launched on May 22, 2017. BCD is an actively managed fund by Abrdn Plc. It was launched on Mar 30, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LRGE or BCD.
Key characteristics
| LRGE | BCD | |
|---|---|---|
| YTD Return | 25.83% | 5.69% |
| 1Y Return | 46.74% | 0.68% |
| 3Y Return (Ann) | 9.26% | 4.35% |
| 5Y Return (Ann) | 17.27% | 10.82% |
| Sharpe Ratio | 3.03 | 0.03 |
| Sortino Ratio | 3.98 | 0.13 |
| Omega Ratio | 1.54 | 1.02 |
| Calmar Ratio | 2.51 | 0.02 |
| Martin Ratio | 19.80 | 0.07 |
| Ulcer Index | 2.26% | 5.04% |
| Daily Std Dev | 14.74% | 12.49% |
| Max Drawdown | -37.03% | -29.79% |
| Current Drawdown | 0.00% | -15.87% |
Correlation
The correlation between LRGE and BCD is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
LRGE vs. BCD - Performance Comparison
In the year-to-date period, LRGE achieves a 25.83% return, which is significantly higher than BCD's 5.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LRGE vs. BCD - Expense Ratio Comparison
LRGE has a 0.59% expense ratio, which is higher than BCD's 0.29% expense ratio.
Risk-Adjusted Performance
LRGE vs. BCD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth ESG ETF (LRGE) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.
Dividends
LRGE vs. BCD - Dividend Comparison
LRGE's dividend yield for the trailing twelve months is around 0.09%, less than BCD's 4.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
LRGE ClearBridge Large Cap Growth ESG ETF | 0.09% | 0.11% | 2.01% | 1.20% | 0.37% | 0.37% | 2.14% | 0.37% |
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 4.27% | 4.51% | 5.21% | 8.30% | 1.29% | 1.55% | 1.59% | 0.07% |
Drawdowns
LRGE vs. BCD - Drawdown Comparison
The maximum LRGE drawdown since its inception was -37.03%, which is greater than BCD's maximum drawdown of -29.79%. Use the drawdown chart below to compare losses from any high point for LRGE and BCD. For additional features, visit the drawdowns tool.
Volatility
LRGE vs. BCD - Volatility Comparison
ClearBridge Large Cap Growth ESG ETF (LRGE) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) have volatilities of 3.32% and 3.43%, 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.