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LRGF vs. BDGS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LRGF vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Multifactor ETF (LRGF) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

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LRGF vs. BDGS - Yearly Performance Comparison


2026 (YTD)202520242023
LRGF
iShares MSCI USA Multifactor ETF
-4.69%16.48%26.59%18.54%
BDGS
Bridges Capital Tactical ETF
-1.41%10.61%19.07%8.31%

Returns By Period

In the year-to-date period, LRGF achieves a -4.69% return, which is significantly lower than BDGS's -1.41% return.


LRGF

1D
2.92%
1M
-4.24%
YTD
-4.69%
6M
-3.86%
1Y
15.42%
3Y*
18.34%
5Y*
11.50%
10Y*
12.34%

BDGS

1D
1.96%
1M
-1.14%
YTD
-1.41%
6M
0.11%
1Y
10.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LRGF vs. BDGS - Expense Ratio Comparison

LRGF has a 0.20% expense ratio, which is lower than BDGS's 0.85% expense ratio.


Return for Risk

LRGF vs. BDGS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LRGF
LRGF Risk / Return Rank: 5454
Overall Rank
LRGF Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LRGF Sortino Ratio Rank: 5151
Sortino Ratio Rank
LRGF Omega Ratio Rank: 5454
Omega Ratio Rank
LRGF Calmar Ratio Rank: 5454
Calmar Ratio Rank
LRGF Martin Ratio Rank: 6262
Martin Ratio Rank

BDGS
BDGS Risk / Return Rank: 7373
Overall Rank
BDGS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BDGS Sortino Ratio Rank: 7070
Sortino Ratio Rank
BDGS Omega Ratio Rank: 7878
Omega Ratio Rank
BDGS Calmar Ratio Rank: 7474
Calmar Ratio Rank
BDGS Martin Ratio Rank: 8686
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. BDGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) and Bridges Capital Tactical ETF (BDGS). 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.


LRGFBDGSDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.99

-0.15

Sortino ratio

Return per unit of downside risk

1.31

1.67

-0.36

Omega ratio

Gain probability vs. loss probability

1.20

1.28

-0.09

Calmar ratio

Return relative to maximum drawdown

1.30

1.80

-0.50

Martin ratio

Return relative to average drawdown

5.87

9.34

-3.47

LRGF vs. BDGS - Sharpe Ratio Comparison

The current LRGF Sharpe Ratio is 0.84, which is comparable to the BDGS Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of LRGF and BDGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LRGFBDGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.99

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

1.51

-0.89

Correlation

The correlation between LRGF and BDGS is 0.78, 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

LRGF vs. BDGS - Dividend Comparison

LRGF's dividend yield for the trailing twelve months is around 1.23%, more than BDGS's 0.56% yield.


TTM20252024202320222021202020192018201720162015
LRGF
iShares MSCI USA Multifactor ETF
1.23%1.16%1.23%1.49%1.78%1.05%1.35%1.76%3.27%1.68%1.56%0.83%
BDGS
Bridges Capital Tactical ETF
0.56%0.55%1.81%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LRGF vs. BDGS - Drawdown Comparison

The maximum LRGF drawdown since its inception was -36.03%, which is greater than BDGS's maximum drawdown of -9.12%. Use the drawdown chart below to compare losses from any high point for LRGF and BDGS.


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Drawdown Indicators


LRGFBDGSDifference

Max Drawdown

Largest peak-to-trough decline

-36.03%

-9.12%

-26.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

-5.85%

-6.52%

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

-6.26%

-2.15%

-4.11%

Average Drawdown

Average peak-to-trough decline

-4.60%

-0.67%

-3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

1.13%

+1.62%

Volatility

LRGF vs. BDGS - Volatility Comparison

iShares MSCI USA Multifactor ETF (LRGF) has a higher volatility of 5.21% compared to Bridges Capital Tactical ETF (BDGS) at 3.39%. This indicates that LRGF's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LRGFBDGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

3.39%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.66%

5.09%

+4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

18.48%

10.70%

+7.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.05%

8.35%

+8.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.30%

8.35%

+9.95%