LRGF vs. AFOS
LRGF (iShares MSCI USA Multifactor ETF) and AFOS (ARS Focused Opportunities Strategy ETF) are both Large Cap Blend Equities funds. Their correlation of 0.82 suggests significant overlap in exposure. LRGF charges 0.20%/yr vs 0.45%/yr for AFOS.
Performance
LRGF vs. AFOS - Performance Comparison
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Returns By Period
In the year-to-date period, LRGF achieves a 7.84% return, which is significantly lower than AFOS's 31.60% return.
LRGF
- 1D
- -1.26%
- 1M
- -0.45%
- YTD
- 7.84%
- 6M
- 6.74%
- 1Y
- 21.21%
- 3Y*
- 21.28%
- 5Y*
- 13.54%
- 10Y*
- 14.05%
AFOS
- 1D
- -3.79%
- 1M
- 4.43%
- YTD
- 31.60%
- 6M
- 30.16%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LRGF vs. AFOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LRGF iShares MSCI USA Multifactor ETF | 7.84% | 11.18% |
AFOS ARS Focused Opportunities Strategy ETF | 31.60% | 37.10% |
Correlation
The correlation between LRGF and AFOS is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.82 |
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Return for Risk
LRGF vs. AFOS — Risk / Return Rank
LRGF
AFOS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
LRGF vs. AFOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) and ARS Focused Opportunities Strategy ETF (AFOS). 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.
| LRGF | AFOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | — | — |
| Martin ratioReturn relative to average drawdown | 9.61 | — | — |
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Drawdowns
LRGF vs. AFOS - Drawdown Comparison
The maximum LRGF drawdown since its inception was -36.03%, which is greater than AFOS's maximum drawdown of -11.52%. Use the drawdown chart below to compare losses from any high point for LRGF and AFOS.
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Drawdown Indicators
| LRGF | AFOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.03% | -11.52% | -24.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | — | — |
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 | -3.10% | -3.79% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -1.42% | -3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | — | — |
Volatility
LRGF vs. AFOS - Volatility Comparison
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Volatility by Period
| LRGF | AFOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.63% | 21.52% | -8.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.10% | 21.52% | -4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 21.52% | -3.19% |
LRGF vs. AFOS - Expense Ratio Comparison
LRGF has a 0.20% expense ratio, which is lower than AFOS's 0.45% expense ratio.
Dividends
LRGF vs. AFOS - Dividend Comparison
LRGF's dividend yield for the trailing twelve months is around 1.10%, more than AFOS's 0.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AFOS ARS Focused Opportunities Strategy ETF | 0.23% | 0.30% | 0.00% | 0.00% | 0.00% | 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
LRGF and AFOS have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LRGF is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LRGF is cheaper with a 0.20% expense ratio, compared with 0.45% for AFOS.
LRGF has the higher dividend yield at 1.10%, compared with 0.23% for AFOS.
They also come from different issuers: iShares and ARS Investment Partners. Their fees differ too: 0.20% for LRGF and 0.45% for AFOS.
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