LRGF vs. BDGS

Last updated Jun 24, 2026

LRGF (iShares MSCI USA Multifactor ETF) and BDGS (Bridges Capital Tactical ETF) are both Large Cap Blend Equities funds. LRGF is passively managed, while BDGS is actively managed. Over the past 3 years, LRGF returned 21.28%/yr vs 13.42%/yr for BDGS. A 0.78 correlation means they provide meaningful diversification when combined. LRGF charges 0.20%/yr vs 0.87%/yr for BDGS.

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.

Returns By Period

In the year-to-date period, LRGF achieves a 7.84% return, which is significantly higher than BDGS's 4.21% 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%

BDGS

• 1D: -0.33%
• 1M: -1.13%
• YTD: 4.21%
• 6M: 3.97%
• 1Y: 11.63%
• 3Y*: 13.42%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LRGF vs. BDGS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LRGF iShares MSCI USA Multifactor ETF	7.84%	16.48%	26.59%	18.25%
BDGS Bridges Capital Tactical ETF	4.21%	10.61%	19.07%	8.23%

Correlation

The correlation between LRGF and BDGS is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (All Time) Calculated using the full available price history since May 11, 2023	0.78

The correlation between LRGF and BDGS has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.

LRGF vs. BDGS - Sectors Allocation Comparison

Sectors	LRGF	BDGS
Technology	38.9%	37.4%
Financial Services	11.7%	9.3%
Consumer Cyclical	11.0%	10.9%
Healthcare	8.8%	7.5%
Communication Services	7.9%	16.6%
Industrials	7.8%	6.6%
Consumer Defensive	5.3%	4.1%
Energy	3.3%	2.6%
Utilities	2.1%	1.9%
Basic Materials	1.9%	1.5%
Real Estate	1.3%	1.5%

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: 52
LRGF Sharpe Ratio Rank: 52
LRGF Sortino Ratio Rank: 50
LRGF Omega Ratio Rank: 50
LRGF Calmar Ratio Rank: 51
LRGF Martin Ratio Rank: 58

BDGS

BDGS Risk / Return Rank: 62
BDGS Sharpe Ratio Rank: 56
BDGS Sortino Ratio Rank: 61
BDGS Omega Ratio Rank: 64
BDGS Calmar Ratio Rank: 61
BDGS Martin Ratio Rank: 71

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.

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	BDGS	Difference
Sharpe ratio: Return per unit of total volatility	1.69	1.84	-0.15
Sortino ratio: Return per unit of downside risk	2.33	2.75	-0.42
Omega ratio: Gain probability vs. loss probability	1.30	1.37	-0.07
Calmar ratio: Return relative to maximum drawdown	2.39	2.90	-0.51
Martin ratio: Return relative to average drawdown	9.61	12.72	-3.11

LRGF vs. BDGS - Sharpe Ratio Comparison

The current LRGF Sharpe Ratio is 1.69, which is comparable to the BDGS Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of LRGF and BDGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	LRGF	BDGS	Difference
Max Drawdown Largest peak-to-trough decline	-36.03%	-9.12%	-26.91%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-4.03%	-4.89%
Max Drawdown (3Y) Largest decline over 3 years	-19.44%	-9.12%	-10.32%
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	-3.10%	-2.17%	-0.93%
Average Drawdown Average peak-to-trough decline	-4.53%	-0.66%	-3.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	0.92%	+1.29%

Volatility

LRGF vs. BDGS - Volatility Comparison

iShares MSCI USA Multifactor ETF (LRGF) has a higher volatility of 4.77% compared to Bridges Capital Tactical ETF (BDGS) at 2.30%. 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.

Volatility by Period

	LRGF	BDGS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	2.30%	+2.47%
Volatility (6M) Calculated over the trailing 6-month period	9.90%	5.17%	+4.73%
Volatility (1Y) Calculated over the trailing 1-year period	12.63%	6.38%	+6.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.10%	8.22%	+8.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.33%	8.22%	+10.11%

LRGF vs. BDGS - Expense Ratio Comparison

LRGF has a 0.20% expense ratio, which is lower than BDGS's 0.87% expense ratio.

Dividends

LRGF vs. BDGS - Dividend Comparison

LRGF's dividend yield for the trailing twelve months is around 1.10%, more than BDGS's 0.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BDGS Bridges Capital Tactical ETF	0.53%	0.55%	1.81%	0.84%	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

Can I hold both LRGF and BDGS in my portfolio?

LRGF and BDGS have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LRGF or BDGS?

LRGF has higher volatility (4.77%) compared to BDGS (2.30%). In terms of maximum drawdown, LRGF dropped -36.03% vs BDGS's -9.12%.

Which ETF is better, LRGF or BDGS?

On 3-year performance, LRGF leads with 21.28% vs 13.42% for BDGS. On fees, LRGF is cheaper at 0.20% per year. On volatility, BDGS has been the lower-risk option at 2.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LRGF or BDGS?

Over the 3-year period, LRGF has performed better with a 21.28% return vs 13.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LRGF or BDGS?

LRGF is cheaper with a 0.20% expense ratio, compared with 0.87% for BDGS.

Which ETF pays a higher dividend yield, LRGF or BDGS?

LRGF has the higher dividend yield at 1.10%, compared with 0.53% for BDGS.

What is the main difference between LRGF and BDGS?

They also come from different issuers: iShares and Bridges. Their fees differ too: 0.20% for LRGF and 0.87% for BDGS.

Which has better risk-adjusted returns?

BDGS currently has the higher Sharpe Ratio (1.84 vs 1.69), 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.