ILCB vs. GROZ
ILCB (iShares Morningstar U.S. Equity ETF) and GROZ (Zacks Focus Growth ETF) are both Large Cap Growth Equities funds. ILCB is passively managed, while GROZ is actively managed. Over the past year, ILCB returned 28.03% vs 29.02% for GROZ. Their correlation of 0.91 suggests significant overlap in exposure. ILCB charges 0.03%/yr vs 0.56%/yr for GROZ.
Performance
ILCB vs. GROZ - Performance Comparison
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Returns By Period
In the year-to-date period, ILCB achieves a 11.12% return, which is significantly higher than GROZ's 8.57% return.
ILCB
- 1D
- -0.67%
- 1M
- 5.29%
- YTD
- 11.12%
- 6M
- 11.10%
- 1Y
- 28.03%
- 3Y*
- 22.69%
- 5Y*
- 13.45%
- 10Y*
- 15.00%
GROZ
- 1D
- -0.82%
- 1M
- 4.91%
- YTD
- 8.57%
- 6M
- 7.82%
- 1Y
- 29.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ILCB vs. GROZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ILCB iShares Morningstar U.S. Equity ETF | 11.12% | 17.70% | -3.41% |
GROZ Zacks Focus Growth ETF | 8.57% | 20.28% | -1.80% |
Correlation
The correlation between ILCB and GROZ is 0.91, 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 | 0.91 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2024 | 0.91 |
The correlation between ILCB and GROZ has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.
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Return for Risk
ILCB vs. GROZ — Risk / Return Rank
ILCB
GROZ
ILCB vs. GROZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar U.S. Equity ETF (ILCB) and Zacks Focus Growth ETF (GROZ). 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 | GROZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.33 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 2.13 | +0.96 |
| Martin ratioReturn relative to average drawdown | 14.24 | 7.90 | +6.35 |
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
| ILCB | GROZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | 1.91 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.84 | -0.20 |
Drawdowns
ILCB vs. GROZ - Drawdown Comparison
The maximum ILCB drawdown since its inception was -51.53%, which is greater than GROZ's maximum drawdown of -23.33%. Use the drawdown chart below to compare losses from any high point for ILCB and GROZ.
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Drawdown Indicators
| ILCB | GROZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.53% | -23.33% | -28.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -13.67% | +4.58% |
Max Drawdown (3Y)Largest decline over 3 years | -19.05% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.47% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.30% | — | — |
Current DrawdownCurrent decline from peak | -0.67% | -1.06% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -4.06% | -2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 3.69% | -1.72% |
Volatility
ILCB vs. GROZ - Volatility Comparison
The current volatility for iShares Morningstar U.S. Equity ETF (ILCB) is 2.88%, while Zacks Focus Growth ETF (GROZ) has a volatility of 3.61%. This indicates that ILCB experiences smaller price fluctuations and is considered to be less risky than GROZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ILCB | GROZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 3.61% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 11.30% | -2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 15.24% | -3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 21.95% | -4.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 21.95% | -3.79% |
ILCB vs. GROZ - Expense Ratio Comparison
ILCB has a 0.03% expense ratio, which is lower than GROZ's 0.56% expense ratio.
Dividends
ILCB vs. GROZ - Dividend Comparison
ILCB's dividend yield for the trailing twelve months is around 0.97%, more than GROZ's 0.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GROZ Zacks Focus Growth ETF | 0.04% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ILCB iShares Morningstar U.S. Equity ETF | 0.97% | 1.11% | 1.19% | 1.43% | 1.65% | 1.16% | 1.26% | 2.25% | 2.17% | 1.81% | 1.97% | 2.44% |
Frequently Asked Questions
With a correlation of 0.91, ILCB and GROZ 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.
GROZ has higher volatility (3.61%) compared to ILCB (2.88%). In terms of maximum drawdown, ILCB dropped -51.53% vs GROZ's -23.33%.
On 1-year performance, GROZ leads with 29.02% vs 28.03% for ILCB. On fees, ILCB is cheaper at 0.03% per year. On volatility, ILCB has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GROZ has performed better with a 29.02% return vs 28.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ILCB is cheaper with a 0.03% expense ratio, compared with 0.56% for GROZ.
ILCB has the higher dividend yield at 0.97%, compared with 0.04% for GROZ.
They also come from different issuers: iShares and Zacks. Their fees differ too: 0.03% for ILCB and 0.56% for GROZ.
ILCB currently has the higher Sharpe Ratio (2.35 vs 1.91), 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.
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