LRGF vs. DJUN

Last updated Jun 3, 2026

LRGF (iShares MSCI USA Multifactor ETF) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both Large Cap Blend Equities funds - LRGF tracks the MSCI USA Diversified Multi-Factor while DJUN tracks the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. Both are passively managed. Over the past 5 years, LRGF returned 14.20%/yr vs 8.14%/yr for DJUN. Their correlation of 0.90 suggests significant overlap in exposure. LRGF charges 0.20%/yr vs 0.85%/yr for DJUN.

Performance

LRGF vs. DJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Multifactor ETF (LRGF) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LRGF achieves a 11.29% return, which is significantly higher than DJUN's 3.77% return.

LRGF

• 1D: 0.18%
• 1M: 6.67%
• YTD: 11.29%
• 6M: 11.73%
• 1Y: 26.79%
• 3Y*: 23.10%
• 5Y*: 14.20%
• 10Y*: 14.11%

DJUN

• 1D: 0.07%
• 1M: 0.67%
• YTD: 3.77%
• 6M: 4.61%
• 1Y: 11.75%
• 3Y*: 11.39%
• 5Y*: 8.14%
• 10Y*: —

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

LRGF vs. DJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
LRGF iShares MSCI USA Multifactor ETF	11.29%	16.48%	26.59%	25.85%	-14.77%	25.01%	21.86%
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June	3.77%	9.38%	13.92%	17.58%	-6.30%	6.27%	6.48%

Correlation

The correlation between LRGF and DJUN is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jun 23, 2020	0.90

The correlation between LRGF and DJUN has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

Return for Risk

LRGF vs. DJUN — Risk / Return Rank

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

LRGF

LRGF Risk / Return Rank: 65
LRGF Sharpe Ratio Rank: 67
LRGF Sortino Ratio Rank: 65
LRGF Omega Ratio Rank: 65
LRGF Calmar Ratio Rank: 61
LRGF Martin Ratio Rank: 68

DJUN

DJUN Risk / Return Rank: 81
DJUN Sharpe Ratio Rank: 70
DJUN Sortino Ratio Rank: 79
DJUN Omega Ratio Rank: 86
DJUN Calmar Ratio Rank: 77
DJUN Martin Ratio Rank: 92

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. 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 ratio Return per unit of total volatility	2.24	2.36	-0.13
Sortino ratio Return per unit of downside risk	3.06	3.58	-0.52
Omega ratio Gain probability vs. loss probability	1.40	1.54	-0.14
Calmar ratio Return relative to maximum drawdown	3.08	3.97	-0.89
Martin ratio Return relative to average drawdown	12.80	23.53	-10.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LRGF vs. DJUN - Sharpe Ratio Comparison

The current LRGF Sharpe Ratio is 2.24, which is comparable to the DJUN Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of LRGF and DJUN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LRGF	DJUN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.24	2.36	-0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	0.96	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	1.04	-0.34

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.

Drawdown Indicators

	LRGF	DJUN	Difference
Max Drawdown Largest peak-to-trough decline	-36.03%	-11.96%	-24.07%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-3.15%	-5.77%
Max Drawdown (3Y) Largest decline over 3 years	-19.44%	-11.96%	-7.48%
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 Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.54%	-1.59%	-2.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	0.53%	+1.61%

Volatility

LRGF vs. DJUN - Volatility Comparison

iShares MSCI USA Multifactor ETF (LRGF) has a higher volatility of 2.79% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 0.35%. 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.

Volatility by Period

	LRGF	DJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.79%	0.35%	+2.44%
Volatility (6M) Calculated over the trailing 6-month period	9.07%	3.56%	+5.51%
Volatility (1Y) Calculated over the trailing 1-year period	12.04%	5.04%	+7.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.02%	8.52%	+8.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.31%	8.06%	+10.25%

LRGF vs. DJUN - Expense Ratio Comparison

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

Dividends

LRGF vs. DJUN - Dividend Comparison

LRGF's dividend yield for the trailing twelve months is around 1.05%, while DJUN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
LRGF iShares MSCI USA Multifactor ETF	1.05%	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 DJUN in my portfolio?

LRGF and DJUN have a correlation of 0.89, 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 DJUN?

LRGF has higher volatility (2.79%) compared to DJUN (0.35%). In terms of maximum drawdown, LRGF dropped -36.03% vs DJUN's -11.96%.

Which ETF is better, LRGF or DJUN?

On 5-year performance, LRGF leads with 14.20% vs 8.14% for DJUN. On fees, LRGF is cheaper at 0.20% per year. On volatility, DJUN has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LRGF or DJUN?

Over the 5-year period, LRGF has performed better with a 14.20% return vs 8.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LRGF or DJUN?

LRGF is cheaper with a 0.20% expense ratio, compared with 0.85% for DJUN.

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

LRGF has the higher dividend yield at 1.05%, compared with 0.00% for DJUN.

What is the main difference between LRGF and DJUN?

LRGF tracks MSCI USA Diversified Multi-Factor, while DJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.20% for LRGF and 0.85% for DJUN.

Which has better risk-adjusted returns?

DJUN currently has the higher Sharpe Ratio (2.36 vs 2.24), 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.