Category Review
US multifactor funds ran 30 points apart
iShares U.S. Equity Factor ETF
$79.55−0.04 (−0.05%)
- 0.08%
- $3.8B
- +19.5%
- 1.04%
- 0.2M sh
- $79.66
- low $63.89high $79.90
The ETF.net LRGF Grade
A
Score 80 out of 100
- 4 of 99
Score 80 of 100 falls in the A band. A is 70 or higher, B 55 to under 70, C 40 to under 55, D 25 to under 40, F under 25.
Cost
The fund’s net expense ratio, ranked against its category.A95 out of 100Rank 6 of 99Mission
Whether the fund did what it promised, tested against its stated mandate.A94 out of 100Rank 17 of 86Risk
How the fund held up when markets fell: downside volatility, drawdowns and tail loss.B58 out of 100Rank 36 of 97Tradability
How easy the fund is to trade: daily volume, and how far its price strays from net asset value.A78 out of 100Rank 14 of 99Holdings
How concentrated the fund is, and how complete and current its disclosed holdings are.D39 out of 100Rank 73 of 98Durability
Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.A86 out of 100Rank 8 of 99
Our read on LRGF
AFour factor tilts (value, quality, momentum, low volatility) blended into one roughly 300-stock U.S. portfolio, priced at 0.08%: a fraction of what the typical multifactor fund charges.
The fund seeks to track an index of U.S. stocks selected through value, quality, momentum, low-volatility, and size factors. It is positioned as a diversified core U.S. equity portfolio using a multifactor strategy.
Why people hold it
- Charges 0.08% a year against a 0.32% median for multifactor peers. Factor machinery at close to plain index-fund pricing.
- One ticker, four screens: value, quality, momentum and low volatility, spread across about 300 U.S. stocks instead of a single-factor bet.ishares.com
- Live since 2015 and now a multi-billion-dollar iShares fund that pays quarterly. This strategy has been through real market cycles, not a backtest.
- Stands in the top quartile of a 107-fund multifactor cohort, one of the stronger implementations in a very crowded field.
Worth knowing
- Blending four factors can mute any single one, and the mix can drift from a plain cap-weighted large-cap index in either direction.
- Straight-style peers go cheaper still: IUSG and VYM run at 0.04%. The factor engineering carries a small premium over vanilla exposure.
- Moderately traded rather than one of the category's most active names, so order size and timing matter more than with the largest core funds.
LRGF Holdings
- Stocks
- 305
- 36%
- NVDA
Sectors
- Information Technology38.1%
- Financials11.5%
- Communication10.1%
- Consumer Discretionary10.0%
- Health Care9.8%
- Industrials8.1%
- Consumer Staples4.4%
- Energy3.3%
- Utilities1.9%
- Materials1.7%
- Real Estate1.0%
Geography
- United States94.81%
- Ireland2.21%
- United Kingdom0.97%
- Singapore0.37%
- Cayman Islands0.34%
- Australia0.33%
- Sweden0.26%
- Netherlands0.24%
- 0.47%
LRGF Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
LRGF$11,955
Returns run to the Oct 12, 2026 close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.
| Period | LRGF |
|---|---|
| Year to date | +15.5% |
| 1 month | +2.1% |
| 3 months | +4.4% |
| 1 year | +19.5% |
| 3 years | +23.5% |
| 5 years | +15.0% |
| 10 years | +14.2% |
Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.
| Year | Return bar | LRGF |
|---|---|---|
| 2026 YTD | +15.5% | |
| 2025 | +16.5% | |
| 2024 | +26.6% | |
| 2023 | +25.9% | |
| 2022 | −14.8% | |
| 2021 | +25.0% | |
| 2020 | +11.1% |
LRGF in the news
LRGF Dividends
- 1.04%
- $0.83
- $0.20 per share
- Quarterly
Distribution history
LRGF Risk
- 12.6%
How it’s calculated: standard deviation
The sample standard deviation of monthly total returns, multiplied by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.
- 1.37
How it’s calculated: Sharpe ratio
Subtract each month’s Treasury-bill return from the fund’s monthly total return.
Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.
- −21.6%
How it’s calculated: maximum drawdown
The largest percentage decline from an earlier peak, using total returns with reinvested distributions.
Uses up to five years through the last close, with at least 12 months required.
- 0.99
How it’s calculated: beta
The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.
LRGF Cost
0.08%
LRGF0.08%
- The middle half of US Multifactor funds
- Median 0.30%
5 of the 99 US Multifactor funds charge less.
Other funds in US Multifactor
- AVYMVanguard High Dividend Yield ETFExpense ratio 0.04%1 year return +18.7%
- AIUSGiShares Core S&P U.S. Growth ETFExpense ratio 0.04%1 year return +22.8%
- AFNDXSchwab Fundamental U.S. Large Company ETFExpense ratio 0.25%1 year return +27.8%
- AGVUSGoldman Sachs MarketBeta Russell 1000 Value Equity ETFExpense ratio 0.12%1 year return +29.6%
- AQUSState Street SPDR MSCI USA StrategicFactors ETFExpense ratio 0.15%1 year return +17.8%