BRNY vs. LRGF
Compare and contrast key facts about Burney U.S. Factor Rotation ETF (BRNY) and iShares MSCI USA Multifactor ETF (LRGF).
BRNY and LRGF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BRNY is an actively managed fund by Alpha Architect. It was launched on Oct 13, 2022. 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.
Performance
BRNY vs. LRGF - Performance Comparison
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BRNY vs. LRGF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | -2.29% | 22.02% | 28.84% | 22.36% | 8.91% |
LRGF iShares MSCI USA Multifactor ETF | -4.09% | 16.48% | 26.59% | 25.85% | 7.89% |
Returns By Period
In the year-to-date period, BRNY achieves a -2.29% return, which is significantly higher than LRGF's -4.09% return.
BRNY
- 1D
- 1.00%
- 1M
- -1.71%
- YTD
- -2.29%
- 6M
- 1.74%
- 1Y
- 23.67%
- 3Y*
- 22.81%
- 5Y*
- —
- 10Y*
- —
LRGF
- 1D
- 0.64%
- 1M
- -3.85%
- YTD
- -4.09%
- 6M
- -3.47%
- 1Y
- 15.74%
- 3Y*
- 18.59%
- 5Y*
- 11.64%
- 10Y*
- 12.41%
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BRNY vs. LRGF - Expense Ratio Comparison
BRNY has a 0.79% expense ratio, which is higher than LRGF's 0.20% expense ratio.
Return for Risk
BRNY vs. LRGF — Risk / Return Rank
BRNY
LRGF
BRNY vs. LRGF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Burney U.S. Factor Rotation ETF (BRNY) 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.
| BRNY | LRGF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.86 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.33 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.20 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 1.31 | +0.72 |
Martin ratioReturn relative to average drawdown | 8.13 | 5.84 | +2.30 |
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
| BRNY | LRGF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.86 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.69 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.36 | 0.62 | +0.73 |
Correlation
The correlation between BRNY and LRGF is 0.92, 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
BRNY vs. LRGF - Dividend Comparison
BRNY's dividend yield for the trailing twelve months is around 0.38%, less than LRGF's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | 0.38% | 0.30% | 0.23% | 0.68% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LRGF iShares MSCI USA Multifactor ETF | 1.22% | 1.16% | 1.23% | 1.49% | 1.78% | 1.05% | 1.35% | 1.76% | 3.27% | 1.68% | 1.56% | 0.83% |
Drawdowns
BRNY vs. LRGF - Drawdown Comparison
The maximum BRNY drawdown since its inception was -19.14%, smaller than the maximum LRGF drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for BRNY and LRGF.
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Drawdown Indicators
| BRNY | LRGF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.14% | -36.03% | +16.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -12.37% | +0.63% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.62% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.03% | — |
Current DrawdownCurrent decline from peak | -5.18% | -5.66% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -4.60% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.77% | +0.16% |
Volatility
BRNY vs. LRGF - Volatility Comparison
Burney U.S. Factor Rotation ETF (BRNY) has a higher volatility of 5.55% compared to iShares MSCI USA Multifactor ETF (LRGF) at 5.23%. This indicates that BRNY's price experiences larger fluctuations and is considered to be riskier than LRGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRNY | LRGF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 5.23% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.91% | 9.68% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.99% | 18.48% | +0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.06% | 17.05% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.06% | 18.30% | -1.24% |