BKLC vs. LRGF
Compare and contrast key facts about BNY Mellon US Large Cap Core Equity ETF (BKLC) and iShares MSCI USA Multifactor ETF (LRGF).
BKLC and LRGF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BKLC is a passively managed fund by BNY Mellon that tracks the performance of the Morningstar US Large Cap Index. It was launched on Apr 9, 2020. LRGF is a passively managed fund by iShares that tracks the performance of the MSCI USA Diversified Multi-Factor. It was launched on Apr 30, 2015. Both BKLC and LRGF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BKLC vs. LRGF - Performance Comparison
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BKLC vs. LRGF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BKLC BNY Mellon US Large Cap Core Equity ETF | -4.58% | 18.06% | 25.56% | 30.88% | -20.52% | 27.41% | 37.38% |
LRGF iShares MSCI USA Multifactor ETF | -4.69% | 16.48% | 26.59% | 25.85% | -14.77% | 25.01% | 32.31% |
Returns By Period
The year-to-date returns for both stocks are quite close, with BKLC having a -4.58% return and LRGF slightly lower at -4.69%.
BKLC
- 1D
- 2.97%
- 1M
- -4.99%
- YTD
- -4.58%
- 6M
- -2.24%
- 1Y
- 18.74%
- 3Y*
- 19.44%
- 5Y*
- 12.04%
- 10Y*
- —
LRGF
- 1D
- 2.92%
- 1M
- -4.24%
- YTD
- -4.69%
- 6M
- -3.86%
- 1Y
- 15.42%
- 3Y*
- 18.34%
- 5Y*
- 11.50%
- 10Y*
- 12.34%
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BKLC vs. LRGF - Expense Ratio Comparison
BKLC has a 0.00% expense ratio, which is lower than LRGF's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
BKLC vs. LRGF — Risk / Return Rank
BKLC
LRGF
BKLC vs. LRGF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon US Large Cap Core Equity ETF (BKLC) and iShares MSCI USA Multifactor ETF (LRGF). 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.
| BKLC | LRGF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.84 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.31 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.20 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.30 | +0.24 |
Martin ratioReturn relative to average drawdown | 7.24 | 5.87 | +1.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BKLC | LRGF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.84 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.68 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.62 | +0.36 |
Correlation
The correlation between BKLC and LRGF is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BKLC vs. LRGF - Dividend Comparison
BKLC's dividend yield for the trailing twelve months is around 1.11%, less than LRGF's 1.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKLC BNY Mellon US Large Cap Core Equity ETF | 1.11% | 1.05% | 1.22% | 1.35% | 1.64% | 1.10% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LRGF iShares MSCI USA Multifactor ETF | 1.23% | 1.16% | 1.23% | 1.49% | 1.78% | 1.05% | 1.35% | 1.76% | 3.27% | 1.68% | 1.56% | 0.83% |
Drawdowns
BKLC vs. LRGF - Drawdown Comparison
The maximum BKLC drawdown since its inception was -26.14%, smaller than the maximum LRGF drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for BKLC and LRGF.
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Drawdown Indicators
| BKLC | LRGF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.14% | -36.03% | +9.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -12.37% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -26.14% | -21.62% | -4.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.03% | — |
Current DrawdownCurrent decline from peak | -6.40% | -6.26% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -4.60% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.75% | -0.17% |
Volatility
BKLC vs. LRGF - Volatility Comparison
BNY Mellon US Large Cap Core Equity ETF (BKLC) and iShares MSCI USA Multifactor ETF (LRGF) have volatilities of 5.41% and 5.21%, 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.
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Volatility by Period
| BKLC | LRGF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 5.21% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | 9.66% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 18.48% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 17.05% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 18.30% | -0.71% |