BRNY vs. LRGF
BRNY (Burney U.S. Factor Rotation ETF) and LRGF (iShares MSCI USA Multifactor ETF) are both exchange-traded funds - BRNY is a fund fund actively managed by Alpha Architect, while LRGF is a Large Cap Blend Equities fund tracking the MSCI USA Diversified Multi-Factor. BRNY is actively managed, while LRGF is passively managed. Over the past 3 years, BRNY returned 27.78%/yr vs 21.33%/yr for LRGF. Their correlation of 0.92 suggests significant overlap in exposure. BRNY charges 0.79%/yr vs 0.20%/yr for LRGF.
Performance
BRNY vs. LRGF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BRNY achieves a 14.86% return, which is significantly higher than LRGF's 7.65% return.
BRNY
- 1D
- 0.42%
- 1M
- 1.77%
- YTD
- 14.86%
- 6M
- 13.31%
- 1Y
- 30.97%
- 3Y*
- 27.78%
- 5Y*
- —
- 10Y*
- —
LRGF
- 1D
- 0.03%
- 1M
- -1.32%
- YTD
- 7.65%
- 6M
- 6.19%
- 1Y
- 19.69%
- 3Y*
- 21.33%
- 5Y*
- 13.41%
- 10Y*
- 14.34%
BRNY vs. LRGF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | 14.86% | 22.02% | 28.84% | 22.36% | 5.16% |
LRGF iShares MSCI USA Multifactor ETF | 7.65% | 16.48% | 26.59% | 25.85% | 5.31% |
Correlation
The correlation between BRNY and LRGF is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2022 | 0.92 |
The correlation between BRNY and LRGF has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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.
| BRNY | LRGF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.28 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 2.22 | +1.11 |
| Martin ratioReturn relative to average drawdown | 12.80 | 8.84 | +3.95 |
Loading charts...
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.
Loading charts...
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 | -9.34% | -8.92% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -19.44% | +0.30% |
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 | -1.29% | -3.27% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -4.53% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.23% | +0.20% |
Volatility
BRNY vs. LRGF - Volatility Comparison
Burney U.S. Factor Rotation ETF (BRNY) has a higher volatility of 6.77% compared to iShares MSCI USA Multifactor ETF (LRGF) at 4.67%. 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.
Loading charts...
Volatility by Period
| BRNY | LRGF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.77% | 4.67% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 9.86% | +2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.77% | 12.56% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 17.10% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 18.32% | -1.10% |
BRNY vs. LRGF - Expense Ratio Comparison
BRNY has a 0.79% expense ratio, which is higher than LRGF's 0.20% expense ratio.
Dividends
BRNY vs. LRGF - Dividend Comparison
BRNY's dividend yield for the trailing twelve months is around 0.20%, less than LRGF's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | 0.20% | 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 | 1.10% | 1.16% | 1.23% | 1.49% | 1.78% | 1.05% | 1.35% | 1.76% | 3.27% | 1.68% | 1.56% | 0.83% |
Frequently Asked Questions
With a correlation of 0.93, BRNY and LRGF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BRNY has higher volatility (6.77%) compared to LRGF (4.67%). In terms of maximum drawdown, BRNY dropped -19.14% vs LRGF's -36.03%.
On 3-year performance, BRNY leads with 27.78% vs 21.33% for LRGF. On fees, LRGF is cheaper at 0.20% per year. On volatility, LRGF has been the lower-risk option at 4.67%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, BRNY has performed better with a 27.78% return vs 21.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LRGF is cheaper with a 0.20% expense ratio, compared with 0.79% for BRNY.
LRGF has the higher dividend yield at 1.10%, compared with 0.20% for BRNY.
They also come from different issuers: Alpha Architect and iShares. Their fees differ too: 0.79% for BRNY and 0.20% for LRGF.
BRNY currently has the higher Sharpe Ratio (2.11 vs 1.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for BRNY and LRGF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer