ILCB vs. AFLG
Compare and contrast key facts about iShares Morningstar U.S. Equity ETF (ILCB) and First Trust Active Factor Large Cap ETF (AFLG).
ILCB and AFLG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ILCB is a passively managed fund by iShares that tracks the performance of the Morningstar US Large-Mid Cap Index. It was launched on Jun 28, 2004. AFLG is a passively managed fund by First Trust that tracks the performance of the Goldman Sachs ActiveBeta U.S. Large Cap Equity Index. It was launched on Dec 3, 2019. Both ILCB and AFLG 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
ILCB vs. AFLG - Performance Comparison
Loading graphics...
ILCB vs. AFLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ILCB iShares Morningstar U.S. Equity ETF | -3.86% | 17.70% | 24.96% | 26.91% | -19.48% | 24.07% | 19.40% | 4.50% |
AFLG First Trust Active Factor Large Cap ETF | -0.38% | 14.23% | 27.02% | 20.10% | -16.41% | 27.29% | 10.31% | 2.77% |
Returns By Period
In the year-to-date period, ILCB achieves a -3.86% return, which is significantly lower than AFLG's -0.38% return.
ILCB
- 1D
- 0.75%
- 1M
- -4.34%
- YTD
- -3.86%
- 6M
- -1.82%
- 1Y
- 18.13%
- 3Y*
- 18.59%
- 5Y*
- 11.32%
- 10Y*
- 13.57%
AFLG
- 1D
- 0.84%
- 1M
- -3.71%
- YTD
- -0.38%
- 6M
- 0.50%
- 1Y
- 16.01%
- 3Y*
- 18.54%
- 5Y*
- 11.32%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ILCB vs. AFLG - Expense Ratio Comparison
ILCB has a 0.03% expense ratio, which is lower than AFLG's 0.55% expense ratio.
Return for Risk
ILCB vs. AFLG — Risk / Return Rank
ILCB
AFLG
ILCB vs. AFLG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar U.S. Equity ETF (ILCB) and First Trust Active Factor Large Cap ETF (AFLG). 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.
| ILCB | AFLG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.93 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.40 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.34 | +0.19 |
Martin ratioReturn relative to average drawdown | 7.14 | 6.40 | +0.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ILCB | AFLG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.93 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.72 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.64 | -0.05 |
Correlation
The correlation between ILCB and AFLG is 0.94, 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
ILCB vs. AFLG - Dividend Comparison
ILCB's dividend yield for the trailing twelve months is around 1.12%, more than AFLG's 0.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILCB iShares Morningstar U.S. Equity ETF | 1.12% | 1.11% | 1.19% | 1.43% | 1.65% | 1.16% | 1.26% | 2.25% | 2.17% | 1.81% | 1.97% | 2.44% |
AFLG First Trust Active Factor Large Cap ETF | 0.79% | 0.84% | 0.53% | 1.53% | 1.52% | 0.93% | 1.28% | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ILCB vs. AFLG - Drawdown Comparison
The maximum ILCB drawdown since its inception was -51.53%, which is greater than AFLG's maximum drawdown of -35.84%. Use the drawdown chart below to compare losses from any high point for ILCB and AFLG.
Loading graphics...
Drawdown Indicators
| ILCB | AFLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.53% | -35.84% | -15.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -12.21% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -25.47% | -23.48% | -1.99% |
Max Drawdown (10Y)Largest decline over 10 years | -35.30% | — | — |
Current DrawdownCurrent decline from peak | -5.74% | -4.79% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -5.85% | -0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.56% | +0.03% |
Volatility
ILCB vs. AFLG - Volatility Comparison
iShares Morningstar U.S. Equity ETF (ILCB) and First Trust Active Factor Large Cap ETF (AFLG) have volatilities of 5.37% and 5.14%, 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.
Loading graphics...
Volatility by Period
| ILCB | AFLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 5.14% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 9.18% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 17.34% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 15.85% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 19.36% | -1.22% |