Category Review
US multifactor funds ran 30 points apart
iShares U.S. Equity Factor ETF
$76.56−0.45 (−0.58%)
- 0.08%
- $3.65B
- +10.5%
- 1.08%
- 172K sh
- low $63.89high $79.90
The ETF.net LRGF Grade
A
Score 79 out of 100
- 5 of 99
Score 79 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.A93 out of 100Rank 19 of 87Risk
How the fund held up when markets fell: downside volatility, drawdowns and tail loss.C54 out of 100Rank 44 of 99Tradability
How easy the fund is to trade: daily volume, and how far its price strays from net asset value.A77 out of 100Rank 13 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
In short
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.
Stated mandate
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
Worth knowing
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$11,045
Returns run to the Nov 2, 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 | +11.1% |
| 1 month | −2.6% |
| 3 months | +0.9% |
| 1 year | +10.5% |
| 3 years | +22.3% |
| 5 years | +12.8% |
| 10 years | +14.0% |
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 | +11.1% | |
| 2025 | +16.5% | |
| 2024 | +26.6% | |
| 2023 | +25.9% | |
| 2022 | −14.8% | |
| 2021 | +25.0% | |
| 2020 | +11.1% |
LRGF in the news
LRGF Dividends
- 1.08%
- $0.83
- $0.20 per share
- Quarterly
LRGF Risk
- 12.5%
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.
- 1.43
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.
FMP measures it over up to five years of monthly returns.
LRGF Cost
Overpaying vs VYM, tied cheapest in US Multifactor
$840
On $10,000 over 30 years. 7% growth a year before fees, expense ratio only.
LRGF 0.08%
$1,689
VYM 0.04% Tied cheapest
$849
Cost over time
Year by year
| Year | LRGF | VYM | Overpaying |
|---|---|---|---|
| 10 | $147 | $73 | $74 |
| 20 | $575 | $288 | $287 |
| 30 | $1,689 | $849 | $840 |
Other funds in US Multifactor
- ADCORU.S. Core Equity 1 Portfolio ETF Class SharesExpense ratio 0.14%1 year return +15.6%
- AIUSGiShares Core S&P U.S. Growth ETFExpense ratio 0.04%1 year return +7.6%
- AQUSState Street SPDR MSCI USA StrategicFactors ETFExpense ratio 0.15%1 year return +15.9%
- AFNDXSchwab Fundamental U.S. Large Company ETFExpense ratio 0.25%1 year return +25.0%
- AGSLCGoldman Sachs ActiveBeta U.S. Large Cap Equity ETFExpense ratio 0.09%1 year return +10.0%
