- ISIN
- US45259A2096
- CUSIP
- 45259A209
- Issuer
- Intech
- Inception Date
- Feb 27, 2025
- Region
- North America (United States)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $140M
Share Price Chart
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Performance
LGDX Performance Chart
Intech S&P Large Cap Diversified Alpha ETF (LGDX) is up 8.7% since the beginning of the year. LGDX is currently trading at $25 per share.
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Returns By Period
Intech S&P Large Cap Diversified Alpha ETF (LGDX) has returned 8.67% so far this year and 21.96% over the past 12 months.
Intech S&P Large Cap Diversified Alpha ETF
- 1D
- 1.03%
- 1M
- 0.42%
- YTD
- 8.67%
- 6M
- 8.99%
- 1Y
- 21.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- -0.71%
- YTD
- 8.39%
- 6M
- 8.57%
- 1Y
- 24.33%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.54%
LGDX Monthly Returns History
Based on dividend-adjusted daily data since Feb 28, 2025, LGDX's average daily return is +0.07%, while the average monthly return is +1.39%. At this rate, an investment would double in approximately 4.2 years.
Historically, 71% of months were positive and 29% were negative. The best month was Apr 2026 with a return of +10.3%, while the worst month was Mar 2025 at -5.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.
On a daily basis, LGDX closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Apr 4, 2025 at -6.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.58% | -0.91% | -4.78% | 10.27% | 5.12% | -1.20% | 8.67% | ||||||
| 2025 | 0.95% | -5.59% | 0.00% | 6.39% | 5.08% | 1.10% | 1.50% | 2.96% | 1.47% | -0.38% | 1.08% | 15.03% |
Benchmark Metrics
Intech S&P Large Cap Diversified Alpha ETF has an annualized alpha of -1.16%, beta of 1.01, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since February 28, 2025.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (85.93%) than losses (80.58%) - typical of diversified or defensive assets.
- With beta of 1.01 and R2 of 0.97, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.16%
- Beta
- 1.01
- R²
- 0.97
- Upside Capture
- 85.93%
- Downside Capture
- 80.58%
Expense Ratio
LGDX has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
LGDX ranks 52 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Intech S&P Large Cap Diversified Alpha ETF (LGDX) and compare them to S&P 500 Index.
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.
| LGDX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 2.66 | -0.22 |
| Martin ratioReturn relative to average drawdown | 10.48 | 11.86 | -1.38 |
Dividends
Dividend History
Intech S&P Large Cap Diversified Alpha ETF provided a 0.48% dividend yield over the last twelve months, with an annual payout of $0.12 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.12 | $0.12 |
Dividend yield | 0.48% | 0.52% |
Monthly Dividends
The table displays the monthly dividend distributions for Intech S&P Large Cap Diversified Alpha ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.12 | $0.12 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Intech S&P Large Cap Diversified Alpha ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Intech S&P Large Cap Diversified Alpha ETF was 15.79%, occurring on Apr 8, 2025. Recovery took 24 trading sessions.
The current Intech S&P Large Cap Diversified Alpha ETF drawdown is 1.60%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -15.79%Apr 2025 | 1mo 6d | 1mo 5d | 2mo 11dMar 2025 - May 2025 |
2026 pullback2026 | -8.96%Mar 2026 | 2mo 1d | 15d | 2mo 16dJan 2026 - Apr 2026 |
2025 pullback2025 | -5.93%Nov 2025 | 22d | 1mo 3d | 1mo 25dOct 2025 - Dec 2025 |
2026 pullback2026 | -4.39%Jun 2026 | 8d | — | 20d 23hJun 2026 - now |
2026 pullback2026 | -3.11%Jan 2026 | 7d | 7d | 14dJan 2026 - Jan 2026 |
Drawdown Indicators
| LGDX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.79% | -56.78% | +40.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.96% | -9.10% | +0.14% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.60% | -2.49% | +0.89% |
Average DrawdownAverage peak-to-trough decline | -2.04% | -10.72% | +8.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.03% | +0.05% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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