LRGF vs. FFLC
Compare and contrast key facts about iShares MSCI USA Multifactor ETF (LRGF) and Fidelity Fundamental Large Cap Core ETF (FFLC).
LRGF and FFLC 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. FFLC is an actively managed fund by Fidelity. It was launched on Jun 2, 2020.
Performance
LRGF vs. FFLC - Performance Comparison
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LRGF vs. FFLC - 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% | 20.08% |
FFLC Fidelity Fundamental Large Cap Core ETF | -3.67% | 17.67% | 27.89% | 25.07% | -0.04% | 24.53% | 18.76% |
Returns By Period
In the year-to-date period, LRGF achieves a -4.69% return, which is significantly lower than FFLC's -3.67% 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%
FFLC
- 1D
- 3.48%
- 1M
- -5.49%
- YTD
- -3.67%
- 6M
- -0.80%
- 1Y
- 19.26%
- 3Y*
- 19.56%
- 5Y*
- 14.40%
- 10Y*
- —
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LRGF vs. FFLC - Expense Ratio Comparison
LRGF has a 0.20% expense ratio, which is lower than FFLC's 0.38% expense ratio.
Return for Risk
LRGF vs. FFLC — Risk / Return Rank
LRGF
FFLC
LRGF vs. FFLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) and Fidelity Fundamental Large Cap Core ETF (FFLC). 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 | FFLC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.04 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.55 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.65 | -0.35 |
Martin ratioReturn relative to average drawdown | 5.87 | 7.14 | -1.26 |
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 | FFLC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.04 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.85 | -0.18 |
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 | 1.04 | -0.42 |
Correlation
The correlation between LRGF and FFLC is 0.90, 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. FFLC - Dividend Comparison
LRGF's dividend yield for the trailing twelve months is around 1.23%, more than FFLC's 1.14% 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% |
FFLC Fidelity Fundamental Large Cap Core ETF | 1.14% | 1.10% | 0.82% | 0.57% | 1.67% | 1.68% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LRGF vs. FFLC - Drawdown Comparison
The maximum LRGF drawdown since its inception was -36.03%, which is greater than FFLC's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for LRGF and FFLC.
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Drawdown Indicators
| LRGF | FFLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.03% | -19.72% | -16.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -11.92% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -21.62% | -19.72% | -1.90% |
Max Drawdown (10Y)Largest decline over 10 years | -36.03% | — | — |
Current DrawdownCurrent decline from peak | -6.26% | -6.85% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -3.05% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.76% | -0.01% |
Volatility
LRGF vs. FFLC - Volatility Comparison
The current volatility for iShares MSCI USA Multifactor ETF (LRGF) is 5.21%, while Fidelity Fundamental Large Cap Core ETF (FFLC) has a volatility of 6.13%. This indicates that LRGF experiences smaller price fluctuations and is considered to be less risky than FFLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LRGF | FFLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 6.13% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 10.24% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 18.67% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 16.94% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 17.78% | +0.52% |