LRGF vs. IBIC
LRGF (iShares U.S. Equity Factor ETF) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - LRGF is a Large Cap Blend Equities fund tracking the STOXX U.S. Equity Factor Index, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Over the past year, LRGF returned 21.73% vs 3.98% for IBIC. Their -0.05 correlation means they have often moved in opposite directions in the past. LRGF charges 0.08%/yr vs 0.10%/yr for IBIC.
Performance
LRGF vs. IBIC - Performance Comparison
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Returns By Period
In the year-to-date period, LRGF achieves a 13.46% return, which is significantly higher than IBIC's 2.63% return.
LRGF
- 1D
- -0.09%
- 1M
- 3.09%
- 6M
- 14.40%
- YTD
- 13.46%
- 1Y
- 21.73%
- 3Y*
- 21.86%
- 5Y*
- 13.85%
- 10Y*
- 13.96%
- ALL TIME*
- 12.60%
IBIC
- 1D
- -0.04%
- 1M
- 0.18%
- 6M
- 2.33%
- YTD
- 2.63%
- 1Y
- 3.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $985.11K | $822.88K | $536.84K | |
| $8.94M | $9.99M | $11.86M |
LRGF vs. IBIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LRGF iShares U.S. Equity Factor ETF | 13.46% | 16.48% | 26.59% | 7.15% |
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 2.63% | 4.96% | 5.25% | 2.17% |
Correlation
The correlation between LRGF and IBIC is -0.24, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.24 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | -0.05 |
The correlation between LRGF and IBIC shifts across timeframes, from -0.24 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LRGF vs. IBIC — Risk / Return Rank
LRGF
IBIC
LRGF vs. IBIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Equity Factor ETF (LRGF) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LRGF | IBIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.82 | ||
| Sortino ratioReturn per unit of downside risk | -5.62 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 2.07 | -0.77 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 14.92 | -12.48 |
| Martin ratioReturn relative to average drawdown | 9.52 | 50.81 | -41.29 |
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Drawdowns
LRGF vs. IBIC - Drawdown Comparison
The maximum LRGF drawdown since its inception was -36.03%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for LRGF and IBIC.
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Drawdown Indicators
| LRGF | IBIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.03% | -0.90% | -35.13% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -0.27% | -8.65% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.03% | — | — |
Current DrawdownCurrent decline from peak | -0.09% | -0.12% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -0.10% | -4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 0.08% | +2.21% |
Volatility
LRGF vs. IBIC - Volatility Comparison
iShares U.S. Equity Factor ETF (LRGF) has a higher volatility of 3.97% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.23%. This indicates that LRGF's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LRGF | IBIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 0.23% | +3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 10.18% | 0.69% | +9.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 0.88% | +11.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 1.54% | +15.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 1.54% | +16.77% |
LRGF vs. IBIC - Expense Ratio Comparison
LRGF has a 0.08% expense ratio, which is lower than IBIC's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
LRGF vs. IBIC - Dividend Comparison
LRGF's dividend yield for the trailing twelve months is around 1.05%, less than IBIC's 4.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBIC iShares iBonds Oct 2026 Term TIPS ETF | 4.62% | 4.43% | 4.65% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LRGF iShares U.S. Equity Factor 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
LRGF and IBIC have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LRGF has higher volatility (3.97%) compared to IBIC (0.23%). In terms of maximum drawdown, LRGF dropped -36.03% vs IBIC's -0.90%.
On 1-year performance, LRGF leads with 21.73% vs 3.98% for IBIC. On fees, LRGF is cheaper at 0.08% per year. On volatility, IBIC has been the lower-risk option at 0.23%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LRGF has performed better with a 21.73% return vs 3.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LRGF is cheaper with a 0.08% expense ratio, compared with 0.10% for IBIC.
IBIC has the higher dividend yield at 4.62%, compared with 1.05% for LRGF.
LRGF is categorized as Large Cap Blend Equities, while IBIC is Inflation-Protected Bonds. LRGF tracks STOXX U.S. Equity Factor Index, while IBIC tracks ICE 2026 Maturity US Inflation-Linked Treasury Index. Their fees differ too: 0.08% for LRGF and 0.10% for IBIC.
IBIC currently has the higher Sharpe Ratio (4.52 vs 1.70), 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.
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