LRGF vs. DJUN
Compare and contrast key facts about iShares MSCI USA Multifactor ETF (LRGF) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN).
LRGF and DJUN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LRGF is a passively managed fund by iShares that tracks the performance of the MSCI USA Diversified Multi-Factor. It was launched on Apr 30, 2015. DJUN is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. It was launched on Jun 19, 2020. Both LRGF and DJUN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
LRGF vs. DJUN - Performance Comparison
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LRGF vs. DJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LRGF iShares MSCI USA Multifactor ETF | -4.69% | 16.48% | 26.59% | 25.85% | -14.77% | 25.01% | 21.86% |
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | -0.64% | 9.38% | 13.92% | 17.58% | -6.30% | 6.27% | 6.48% |
Returns By Period
In the year-to-date period, LRGF achieves a -4.69% return, which is significantly lower than DJUN's -0.64% 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%
DJUN
- 1D
- 1.60%
- 1M
- -1.28%
- YTD
- -0.64%
- 6M
- 1.16%
- 1Y
- 12.04%
- 3Y*
- 11.33%
- 5Y*
- 7.34%
- 10Y*
- —
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LRGF vs. DJUN - Expense Ratio Comparison
LRGF has a 0.20% expense ratio, which is lower than DJUN's 0.85% expense ratio.
Return for Risk
LRGF vs. DJUN — Risk / Return Rank
LRGF
DJUN
LRGF vs. DJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). 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.
| LRGF | DJUN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.19 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.81 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.32 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.36 | -0.06 |
Martin ratioReturn relative to average drawdown | 5.87 | 7.41 | -1.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LRGF | DJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.19 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.87 | -0.19 |
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 | 0.96 | -0.34 |
Correlation
The correlation between LRGF and DJUN is 0.91, 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. DJUN - Dividend Comparison
LRGF's dividend yield for the trailing twelve months is around 1.23%, while DJUN has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LRGF vs. DJUN - Drawdown Comparison
The maximum LRGF drawdown since its inception was -36.03%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for LRGF and DJUN.
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Drawdown Indicators
| LRGF | DJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.03% | -11.96% | -24.07% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -7.33% | -5.04% |
Max Drawdown (5Y)Largest decline over 5 years | -21.62% | -11.96% | -9.66% |
Max Drawdown (10Y)Largest decline over 10 years | -36.03% | — | — |
Current DrawdownCurrent decline from peak | -6.26% | -1.61% | -4.65% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -1.64% | -2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 1.40% | +1.35% |
Volatility
LRGF vs. DJUN - Volatility Comparison
iShares MSCI USA Multifactor ETF (LRGF) has a higher volatility of 5.21% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 2.82%. This indicates that LRGF's price experiences larger fluctuations and is considered to be riskier than DJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LRGF | DJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 2.82% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 3.77% | +5.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 10.23% | +8.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 8.50% | +8.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 8.16% | +10.14% |