LRGF vs. DYNF
Compare and contrast key facts about iShares MSCI USA Multifactor ETF (LRGF) and BlackRock U.S. Equity Factor Rotation ETF (DYNF).
LRGF and DYNF 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. DYNF is an actively managed fund by BlackRock. It was launched on Mar 19, 2019.
Performance
LRGF vs. DYNF - Performance Comparison
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LRGF vs. DYNF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LRGF iShares MSCI USA Multifactor ETF | -4.69% | 16.48% | 26.59% | 25.85% | -14.77% | 25.01% | 11.11% | 11.49% |
DYNF BlackRock U.S. Equity Factor Rotation ETF | -4.07% | 20.00% | 30.29% | 36.25% | -20.27% | 22.12% | 13.47% | 14.07% |
Returns By Period
In the year-to-date period, LRGF achieves a -4.69% return, which is significantly lower than DYNF's -4.07% 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%
DYNF
- 1D
- 3.10%
- 1M
- -4.43%
- YTD
- -4.07%
- 6M
- -1.24%
- 1Y
- 20.58%
- 3Y*
- 22.69%
- 5Y*
- 12.81%
- 10Y*
- —
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LRGF vs. DYNF - Expense Ratio Comparison
LRGF has a 0.20% expense ratio, which is lower than DYNF's 0.30% expense ratio.
Return for Risk
LRGF vs. DYNF — Risk / Return Rank
LRGF
DYNF
LRGF vs. DYNF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) and BlackRock U.S. Equity Factor Rotation ETF (DYNF). 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 | DYNF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.14 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.68 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.86 | -0.55 |
Martin ratioReturn relative to average drawdown | 5.87 | 8.87 | -3.00 |
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 | DYNF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.14 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.74 | -0.06 |
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 | 0.72 | -0.10 |
Correlation
The correlation between LRGF and DYNF is 0.96, 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. DYNF - Dividend Comparison
LRGF's dividend yield for the trailing twelve months is around 1.23%, more than DYNF's 1.03% yield.
| 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% |
DYNF BlackRock U.S. Equity Factor Rotation ETF | 1.03% | 1.01% | 0.65% | 1.11% | 1.66% | 2.89% | 1.52% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LRGF vs. DYNF - Drawdown Comparison
The maximum LRGF drawdown since its inception was -36.03%, roughly equal to the maximum DYNF drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for LRGF and DYNF.
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Drawdown Indicators
| LRGF | DYNF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.03% | -34.72% | -1.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -11.45% | -0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -21.62% | -28.65% | +7.03% |
Max Drawdown (10Y)Largest decline over 10 years | -36.03% | — | — |
Current DrawdownCurrent decline from peak | -6.26% | -5.83% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -6.11% | +1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.40% | +0.35% |
Volatility
LRGF vs. DYNF - Volatility Comparison
The current volatility for iShares MSCI USA Multifactor ETF (LRGF) is 5.21%, while BlackRock U.S. Equity Factor Rotation ETF (DYNF) has a volatility of 5.52%. This indicates that LRGF experiences smaller price fluctuations and is considered to be less risky than DYNF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LRGF | DYNF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 5.52% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 9.97% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 18.19% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 17.49% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 20.05% | -1.75% |