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INTF vs. LRGF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

INTF vs. LRGF

Last updated Aug 2, 2026
Documentation

INTF (iShares International Equity Factor ETF) and LRGF (iShares U.S. Equity Factor ETF) are both exchange-traded funds - INTF is a Foreign Large Cap Equities fund tracking the STOXX International Equity Factor Index (USD) (Net), while LRGF is a Large Cap Blend Equities fund tracking the STOXX U.S. Equity Factor Index. Both are passively managed. Over the past 10 years, INTF returned 9.60%/yr vs 13.82%/yr for LRGF. Their 0.73 correlation means they have sometimes moved together and sometimes differently. INTF charges 0.16%/yr vs 0.08%/yr for LRGF.

Performance

INTF vs. LRGF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Equity Factor ETF (INTF) and iShares U.S. Equity Factor ETF (LRGF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INTF achieves a 13.08% return, which is significantly higher than LRGF's 10.17% return. Over the past 10 years, INTF has underperformed LRGF with an annualized return of 9.60%, while LRGF has yielded a comparatively higher 13.82% annualized return.

INTF

1D
-0.73%
1M
1.72%
6M
7.55%
YTD
13.08%
1Y
28.24%
3Y*
19.17%
5Y*
10.63%
10Y*
9.60%
ALL TIME*
7.95%

LRGF

1D
0.71%
1M
1.00%
6M
9.84%
YTD
10.17%
1Y
19.37%
3Y*
19.82%
5Y*
13.36%
10Y*
13.82%
ALL TIME*
12.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

INTF

iShares International Equity Factor ETF
$7.21M$9.62M$11.81M

LRGF

iShares U.S. Equity Factor ETF
$10.71M$10.50M$11.75M

INTF vs. LRGF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
INTF
iShares International Equity Factor ETF		13.08%35.50%5.99%18.25%-12.31%11.70%2.83%18.46%-15.87%28.46%
LRGF
iShares U.S. Equity Factor ETF		10.17%16.48%26.59%25.85%-14.77%25.01%11.11%26.11%-9.66%21.13%

Correlation

The correlation between INTF and LRGF is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.74

Correlation (3Y)
Balances recent behavior with more history.

0.70

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.74

Correlation (10Y)
Provides a long-term view across more market conditions.

0.75

Correlation (All Time)
Calculated using the full available price history since May 4, 2015

0.73

The correlation between INTF and LRGF has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.

INTF vs. LRGF - Sectors Allocation Comparison

Sectors
INTF
LRGF

Financial Services

28.3%
11.7%

Industrials

18.5%
8.3%

Technology

9.6%
37.3%

Healthcare

8.6%
9.4%

Consumer Cyclical

8.3%
10.5%

Basic Materials

6.1%
1.8%

Energy

5.7%
3.1%

Consumer Defensive

5.6%
4.9%

Utilities

3.8%
2.0%

Communication Services

2.9%
10.0%

Real Estate

2.2%
1.1%

Financial Services

INTF
28.3%
LRGF
11.7%

Industrials

INTF
18.5%
LRGF
8.3%

Technology

INTF
9.6%
LRGF
37.3%

Healthcare

INTF
8.6%
LRGF
9.4%

Consumer Cyclical

INTF
8.3%
LRGF
10.5%

Basic Materials

INTF
6.1%
LRGF
1.8%

Energy

INTF
5.7%
LRGF
3.1%

Consumer Defensive

INTF
5.6%
LRGF
4.9%

Utilities

INTF
3.8%
LRGF
2.0%

Communication Services

INTF
2.9%
LRGF
10.0%

Real Estate

INTF
2.2%
LRGF
1.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares International Equity Factor ETF

iShares U.S. Equity Factor ETF

Often compared with INTF:
INTF vs. IDHQINTF vs. VFMFINTF vs. DFAIINTF vs. SPYINTF vs. IVLUINTF vs. DFIVINTF vs. ESGD
Often compared with LRGF:
LRGF vs. VOOLRGF vs. QUALLRGF vs. SPYLRGF vs. FNDALRGF vs. JQUALRGF vs. VVLRGF vs. ITOT

Return for Risk

INTF vs. LRGF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
INTF
INTF Risk / Return Rank: 8080
Overall Rank
INTF Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
INTF Sortino Ratio Rank: 8181
Sortino Ratio Rank
INTF Omega Ratio Rank: 7979
Omega Ratio Rank
INTF Calmar Ratio Rank: 7878
Calmar Ratio Rank
INTF Martin Ratio Rank: 8383
Martin Ratio Rank
LRGF
LRGF Risk / Return Rank: 5757
Overall Rank
LRGF Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
LRGF Sortino Ratio Rank: 5656
Sortino Ratio Rank
LRGF Omega Ratio Rank: 5454
Omega Ratio Rank
LRGF Calmar Ratio Rank: 5656
Calmar Ratio Rank
LRGF Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

INTF vs. LRGF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Equity Factor ETF (INTF) and iShares U.S. Equity Factor 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.

INTFLRGFDifference
Sharpe ratioReturn per unit of total volatility
1.88
1.36

+0.51

Sortino ratioReturn per unit of downside risk
2.62
1.91

+0.71

Omega ratioGain probability vs. loss probability

1.33

1.24

+0.09

Calmar ratioReturn relative to maximum drawdown

2.76

1.97

+0.79

Martin ratioReturn relative to average drawdown

11.08

7.67

+3.41

INTF vs. LRGF - Sharpe Ratio Comparison

The current INTF Sharpe Ratio is 1.88, which is higher than the LRGF Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of INTF and LRGF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

INTF vs. LRGF - Drawdown Comparison

The maximum INTF drawdown since its inception was -40.39%, which is greater than LRGF's maximum drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for INTF and LRGF.

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Drawdown Indicators

INTFLRGFDifference

Max Drawdown

Largest peak-to-trough decline

-40.39%

-36.03%

-4.36%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-8.92%

-1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-13.64%

-19.44%

+5.80%

Max Drawdown (5Y)

Largest decline over 5 years

-29.26%

-21.62%

-7.64%

Max Drawdown (10Y)

Largest decline over 10 years

-40.39%

-36.03%

-4.36%

Current Drawdown

Current decline from peak

-0.73%

-1.01%

+0.28%

Average Drawdown

Average peak-to-trough decline

-7.60%

-4.50%

-3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

2.29%

+0.25%

Volatility

INTF vs. LRGF - Volatility Comparison

iShares International Equity Factor ETF (INTF) has a higher volatility of 4.38% compared to iShares U.S. Equity Factor ETF (LRGF) at 3.52%. This indicates that INTF'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

INTFLRGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

3.52%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

10.08%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

15.05%

12.89%

+2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

17.09%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.01%

18.30%

-1.29%

INTF vs. LRGF - Expense Ratio Comparison

INTF has a 0.16% expense ratio, which is higher than LRGF's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

INTF vs. LRGF - Dividend Comparison

INTF's dividend yield for the trailing twelve months is around 2.96%, more than LRGF's 1.08% yield.

PositionTTM20252024202320222021202020192018201720162015
INTF
iShares International Equity Factor ETF		2.96%2.87%3.53%3.59%2.81%5.38%2.06%3.65%2.62%3.26%1.66%0.85%
LRGF
iShares U.S. Equity Factor ETF		1.08%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

INTF and LRGF have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INTF has higher volatility (4.38%) compared to LRGF (3.52%). In terms of maximum drawdown, INTF dropped -40.39% vs LRGF's -36.03%.

On 10-year performance, LRGF leads with 13.82% vs 9.60% for INTF. On fees, LRGF is cheaper at 0.08% per year. On volatility, LRGF has been the lower-risk option at 3.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, LRGF has performed better with a 13.82% return vs 9.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LRGF is cheaper with a 0.08% expense ratio, compared with 0.16% for INTF.

INTF has the higher dividend yield at 2.96%, compared with 1.08% for LRGF.

INTF is categorized as Foreign Large Cap Equities, while LRGF is Large Cap Blend Equities. INTF tracks STOXX International Equity Factor Index (USD) (Net), while LRGF tracks STOXX U.S. Equity Factor Index. Their fees differ too: 0.16% for INTF and 0.08% for LRGF.

INTF currently has the higher Sharpe Ratio (1.88 vs 1.36), 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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