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LRGF vs. AVIE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LRGF vs. AVIE

Last updated Jul 14, 2026
Documentation

LRGF (iShares MSCI USA Multifactor ETF) and AVIE (Avantis Inflation Focused Equity ETF) are both Large Cap Blend Equities funds. LRGF is passively managed, while AVIE is actively managed. Over the past 3 years, LRGF returned 20.36%/yr vs 13.54%/yr for AVIE. A 0.52 correlation means they provide meaningful diversification when combined. LRGF charges 0.20%/yr vs 0.25%/yr for AVIE.

Performance

LRGF vs. AVIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Multifactor ETF (LRGF) and Avantis Inflation Focused Equity ETF (AVIE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LRGF achieves a 9.81% return, which is significantly lower than AVIE's 16.94% return.

LRGF

1D
-0.78%
1M
0.87%
6M
8.30%
YTD
9.81%
1Y
18.87%
3Y*
20.36%
5Y*
13.48%
10Y*
13.70%

AVIE

1D
1.05%
1M
1.67%
6M
14.10%
YTD
16.94%
1Y
25.91%
3Y*
13.54%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

LRGF vs. AVIE - Yearly Performance Comparison

2026 (YTD)2025202420232022
LRGF
iShares MSCI USA Multifactor ETF		9.81%16.48%26.59%25.85%4.58%
AVIE
Avantis Inflation Focused Equity ETF		16.94%11.37%6.17%4.19%15.20%

Correlation

The correlation between LRGF and AVIE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2022

0.52

Over the past year, the correlation between LRGF and AVIE has dropped to 0.18 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.

LRGF vs. AVIE - Sectors Allocation Comparison

Sectors
LRGF
AVIE

Technology

38.9%
0.1%

Financial Services

11.7%
15.0%

Consumer Cyclical

11.0%
0.0%

Healthcare

8.8%
26.3%

Communication Services

7.9%

-

Industrials

7.8%
1.3%

Consumer Defensive

5.3%
17.1%

Energy

3.3%
30.0%

Utilities

2.1%
0.0%

Basic Materials

1.9%
9.8%

Real Estate

1.3%
0.1%

Technology

LRGF
38.9%
AVIE
0.1%

Financial Services

LRGF
11.7%
AVIE
15.0%

Consumer Cyclical

LRGF
11.0%
AVIE
0.0%

Healthcare

LRGF
8.8%
AVIE
26.3%

Communication Services

LRGF
7.9%
AVIE

-

Industrials

LRGF
7.8%
AVIE
1.3%

Consumer Defensive

LRGF
5.3%
AVIE
17.1%

Energy

LRGF
3.3%
AVIE
30.0%

Utilities

LRGF
2.1%
AVIE
0.0%

Basic Materials

LRGF
1.9%
AVIE
9.8%

Real Estate

LRGF
1.3%
AVIE
0.1%

Compare stocks, funds, or ETFs

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

iShares MSCI USA Multifactor ETF

Avantis Inflation Focused Equity ETF

Often compared with LRGF:
LRGF vs. VOOLRGF vs. QUALLRGF vs. INTFLRGF vs. SPYLRGF vs. FNDALRGF vs. VVLRGF vs. JQUA
Often compared with AVIE:
AVIE vs. DIPSXAVIE vs. DBMFAVIE vs. INFLAVIE vs. VTVAVIE vs. TIPAVIE vs. BSJOAVIE vs. DFCF

Return for Risk

LRGF vs. AVIE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LRGF
LRGF Risk / Return Rank: 5555
Overall Rank
LRGF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
LRGF Sortino Ratio Rank: 5454
Sortino Ratio Rank
LRGF Omega Ratio Rank: 5454
Omega Ratio Rank
LRGF Calmar Ratio Rank: 5353
Calmar Ratio Rank
LRGF Martin Ratio Rank: 6060
Martin Ratio Rank
AVIE
AVIE Risk / Return Rank: 9292
Overall Rank
AVIE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AVIE Sortino Ratio Rank: 9393
Sortino Ratio Rank
AVIE Omega Ratio Rank: 9090
Omega Ratio Rank
AVIE Calmar Ratio Rank: 9393
Calmar Ratio Rank
AVIE Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LRGF vs. AVIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) and Avantis Inflation Focused Equity ETF (AVIE). 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.

LRGFAVIEDifference
Sharpe ratioReturn per unit of total volatility
1.51
2.55

-1.05

Sortino ratioReturn per unit of downside risk
2.10
3.70

-1.60

Omega ratioGain probability vs. loss probability

1.27

1.45

-0.18

Calmar ratioReturn relative to maximum drawdown

2.13

5.24

-3.11

Martin ratioReturn relative to average drawdown

8.37

16.43

-8.07

LRGF vs. AVIE - Sharpe Ratio Comparison

The current LRGF Sharpe Ratio is 1.51, which is lower than the AVIE Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of LRGF and AVIE, 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

LRGF vs. AVIE - Drawdown Comparison

The maximum LRGF drawdown since its inception was -36.03%, which is greater than AVIE's maximum drawdown of -12.39%. Use the drawdown chart below to compare losses from any high point for LRGF and AVIE.

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Drawdown Indicators

LRGFAVIEDifference

Max Drawdown

Largest peak-to-trough decline

-36.03%

-12.39%

-23.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-4.97%

-3.95%

Max Drawdown (3Y)

Largest decline over 3 years

-19.44%

-12.39%

-7.05%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-36.03%

—

—

Current Drawdown

Current decline from peak

-1.33%

-0.07%

-1.26%

Average Drawdown

Average peak-to-trough decline

-4.52%

-2.97%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

1.60%

+0.66%

Volatility

LRGF vs. AVIE - Volatility Comparison

iShares MSCI USA Multifactor ETF (LRGF) and Avantis Inflation Focused Equity ETF (AVIE) have volatilities of 3.79% and 3.66%, 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.

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Volatility by Period

LRGFAVIEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

3.66%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

7.47%

+2.50%

Volatility (1Y)

Calculated over the trailing 1-year period

12.62%

10.21%

+2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.09%

12.90%

+4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

12.90%

+5.39%

LRGF vs. AVIE - Expense Ratio Comparison

LRGF has a 0.20% expense ratio, which is lower than AVIE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

LRGF vs. AVIE - Dividend Comparison

LRGF's dividend yield for the trailing twelve months is around 1.08%, less than AVIE's 1.42% yield.

PositionTTM20252024202320222021202020192018201720162015
AVIE
Avantis Inflation Focused Equity ETF		1.42%1.75%1.89%3.72%0.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LRGF
iShares MSCI USA Multifactor 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

LRGF and AVIE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LRGF has higher volatility (3.79%) compared to AVIE (3.66%). In terms of maximum drawdown, LRGF dropped -36.03% vs AVIE's -12.39%.

On 3-year performance, LRGF leads with 20.36% vs 13.54% for AVIE. On fees, LRGF is cheaper at 0.20% per year. On volatility, AVIE has been the lower-risk option at 3.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, LRGF has performed better with a 20.36% return vs 13.54%. 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 0.25% for AVIE.

AVIE has the higher dividend yield at 1.42%, compared with 1.08% for LRGF.

They also come from different issuers: iShares and Avantis. Their fees differ too: 0.20% for LRGF and 0.25% for AVIE.

AVIE currently has the higher Sharpe Ratio (2.55 vs 1.51), 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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