iShares MSCI USA Multifactor ETF (LRGF)
LRGF is a passive ETF by iShares tracking the investment results of the MSCI USA Diversified Multi-Factor. LRGF launched on Apr 30, 2015 and has a 0.20% expense ratio.
ETF Info
| ISIN | US46434V2824 |
|---|---|
| CUSIP | 46434V282 |
| Issuer | iShares |
| Inception Date | Apr 30, 2015 |
| Region | North America (U.S.) |
| Category | Large Cap Blend Equities |
| Leveraged | 1x |
| Index Tracked | MSCI USA Diversified Multi-Factor |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
LRGF has an expense ratio of 0.20%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: LRGF vs. INTF, LRGF vs. FNDA, LRGF vs. VOO, LRGF vs. VV, LRGF vs. JQUA, LRGF vs. QUAL, LRGF vs. BKLC, LRGF vs. IWL, LRGF vs. ITOT, LRGF vs. SPY
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares MSCI USA Multifactor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
iShares MSCI USA Multifactor ETF had a return of 22.73% year-to-date (YTD) and 35.61% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 22.73% | 20.10% |
| 1 month | -0.17% | -0.39% |
| 6 months | 12.42% | 11.72% |
| 1 year | 35.61% | 31.44% |
| 5 years (annualized) | 13.75% | 13.30% |
| 10 years (annualized) | N/A | 10.96% |
Monthly Returns
The table below presents the monthly returns of LRGF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.80% | 5.72% | 3.87% | -4.39% | 5.29% | 3.08% | 1.54% | 2.07% | 2.20% | -0.56% | 22.73% | ||
| 2023 | 6.41% | -2.19% | 2.53% | 0.82% | 0.24% | 6.78% | 3.43% | -1.56% | -4.10% | -2.52% | 9.02% | 5.31% | 25.85% |
| 2022 | -5.88% | -1.69% | 3.64% | -7.01% | 0.36% | -8.36% | 9.50% | -3.61% | -8.97% | 8.45% | 5.65% | -5.58% | -14.77% |
| 2021 | 0.32% | 2.62% | 5.07% | 3.57% | 1.12% | 0.85% | 1.89% | 2.75% | -5.74% | 6.03% | -1.59% | 6.28% | 25.01% |
| 2020 | -1.31% | -7.96% | -15.06% | 11.53% | 5.46% | 0.32% | 4.80% | 4.88% | -2.41% | -1.08% | 10.14% | 4.44% | 11.12% |
| 2019 | 8.79% | 2.67% | 0.08% | 3.06% | -7.60% | 7.96% | 1.13% | -2.62% | 2.60% | 2.76% | 3.54% | 2.07% | 26.11% |
| 2018 | 4.03% | -3.63% | -0.79% | 0.44% | 2.05% | -0.58% | 3.16% | 3.00% | -0.68% | -7.38% | 0.35% | -9.14% | -9.66% |
| 2017 | 2.10% | 3.45% | -0.56% | 0.86% | 1.81% | 0.45% | 1.92% | -0.20% | 3.00% | 2.87% | 3.73% | 0.01% | 21.13% |
| 2016 | -5.99% | 1.33% | 6.70% | -0.82% | 0.79% | -0.05% | 3.51% | 0.44% | 0.65% | -1.85% | 6.10% | 2.08% | 12.96% |
| 2015 | 2.19% | -1.21% | 1.25% | -5.77% | -2.38% | 6.38% | 0.12% | -1.84% | -1.70% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of LRGF is 90, placing it in the top 10% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares MSCI USA Multifactor ETF provided a 1.25% dividend yield over the last twelve months, with an annual payout of $0.73 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.73 | $0.72 | $0.69 | $0.49 | $0.51 | $0.61 | $0.91 | $0.53 | $0.42 | $0.20 |
Dividend yield | 1.25% | 1.49% | 1.78% | 1.05% | 1.35% | 1.76% | 3.27% | 1.68% | 1.56% | 0.83% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI USA Multifactor 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.54 | |
| 2023 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.20 | $0.72 |
| 2022 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.18 | $0.69 |
| 2021 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.17 | $0.49 |
| 2020 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.51 |
| 2019 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.18 | $0.61 |
| 2018 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.54 | $0.91 |
| 2017 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.16 | $0.53 |
| 2016 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.10 | $0.42 |
| 2015 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.05 | $0.20 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares MSCI USA Multifactor 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 iShares MSCI USA Multifactor ETF was 36.03%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.
The current iShares MSCI USA Multifactor ETF drawdown is 2.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.03% | Feb 20, 2020 | 23 | Mar 23, 2020 | 159 | Nov 5, 2020 | 182 |
| -21.62% | Jan 5, 2022 | 186 | Sep 30, 2022 | 198 | Jul 18, 2023 | 384 |
| -21.42% | Aug 30, 2018 | 80 | Dec 24, 2018 | 212 | Oct 28, 2019 | 292 |
| -16.1% | Jun 23, 2015 | 133 | Feb 11, 2016 | 128 | Aug 15, 2016 | 261 |
| -10.3% | Jan 29, 2018 | 9 | Feb 8, 2018 | 134 | Aug 21, 2018 | 143 |
Volatility
Volatility Chart
The current iShares MSCI USA Multifactor ETF volatility is 3.20%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.