LRGF vs. GARP
Compare and contrast key facts about iShares MSCI USA Multifactor ETF (LRGF) and iShares MSCI USA Quality GARP ETF (GARP).
LRGF and GARP 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. GARP is a passively managed fund by iShares that tracks the performance of the MSCI USA Quality GARP Select Index. It was launched on Jan 14, 2020. Both LRGF and GARP 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. GARP - Performance Comparison
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LRGF vs. GARP - 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% | 9.28% |
GARP iShares MSCI USA Quality GARP ETF | -6.01% | 21.49% | 37.42% | 42.86% | -26.75% | 27.99% | 26.51% |
Returns By Period
In the year-to-date period, LRGF achieves a -4.69% return, which is significantly higher than GARP's -6.01% 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%
GARP
- 1D
- 3.86%
- 1M
- -5.81%
- YTD
- -6.01%
- 6M
- -2.39%
- 1Y
- 25.79%
- 3Y*
- 25.22%
- 5Y*
- 15.18%
- 10Y*
- —
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LRGF vs. GARP - Expense Ratio Comparison
LRGF has a 0.20% expense ratio, which is higher than GARP's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
LRGF vs. GARP — Risk / Return Rank
LRGF
GARP
LRGF vs. GARP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) and iShares MSCI USA Quality GARP ETF (GARP). 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 | GARP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.06 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.62 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.87 | -0.57 |
Martin ratioReturn relative to average drawdown | 5.87 | 6.91 | -1.04 |
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 | GARP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.06 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.70 | -0.02 |
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 | 0.71 | -0.09 |
Correlation
The correlation between LRGF and GARP is 0.87, 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. GARP - Dividend Comparison
LRGF's dividend yield for the trailing twelve months is around 1.23%, more than GARP's 0.32% 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% |
GARP iShares MSCI USA Quality GARP ETF | 0.32% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LRGF vs. GARP - Drawdown Comparison
The maximum LRGF drawdown since its inception was -36.03%, which is greater than GARP's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for LRGF and GARP.
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Drawdown Indicators
| LRGF | GARP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.03% | -31.34% | -4.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -13.69% | +1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -21.62% | -30.61% | +8.99% |
Max Drawdown (10Y)Largest decline over 10 years | -36.03% | — | — |
Current DrawdownCurrent decline from peak | -6.26% | -10.35% | +4.09% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -7.53% | +2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 3.71% | -0.96% |
Volatility
LRGF vs. GARP - Volatility Comparison
The current volatility for iShares MSCI USA Multifactor ETF (LRGF) is 5.21%, while iShares MSCI USA Quality GARP ETF (GARP) has a volatility of 7.52%. This indicates that LRGF experiences smaller price fluctuations and is considered to be less risky than GARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LRGF | GARP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 7.52% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 14.44% | -4.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 24.39% | -5.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 21.86% | -4.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 24.02% | -5.72% |