LRGF vs. ITOT
Compare and contrast key facts about iShares MSCI USA Multifactor ETF (LRGF) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
LRGF and ITOT 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. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. Both LRGF and ITOT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LRGF or ITOT.
Key characteristics
| LRGF | ITOT | |
|---|---|---|
| YTD Return | 22.73% | 20.13% |
| 1Y Return | 35.61% | 33.04% |
| 3Y Return (Ann) | 10.82% | 7.03% |
| 5Y Return (Ann) | 13.75% | 14.33% |
| Sharpe Ratio | 3.12 | 2.96 |
| Sortino Ratio | 4.17 | 3.93 |
| Omega Ratio | 1.58 | 1.55 |
| Calmar Ratio | 4.61 | 3.77 |
| Martin Ratio | 20.66 | 19.18 |
| Ulcer Index | 1.92% | 1.94% |
| Daily Std Dev | 12.70% | 12.56% |
| Max Drawdown | -36.03% | -55.21% |
| Current Drawdown | -2.44% | -2.27% |
Correlation
The correlation between LRGF and ITOT is 0.93, 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.
Performance
LRGF vs. ITOT - Performance Comparison
In the year-to-date period, LRGF achieves a 22.73% return, which is significantly higher than ITOT's 20.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LRGF vs. ITOT - Expense Ratio Comparison
LRGF has a 0.20% expense ratio, which is higher than ITOT's 0.03% 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%.
Risk-Adjusted Performance
LRGF vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
Dividends
LRGF vs. ITOT - Dividend Comparison
LRGF's dividend yield for the trailing twelve months is around 1.25%, which matches ITOT's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LRGF iShares MSCI USA Multifactor ETF | 1.25% | 1.49% | 1.78% | 1.05% | 1.35% | 1.76% | 3.27% | 1.68% | 1.56% | 0.83% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.26% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
LRGF vs. ITOT - Drawdown Comparison
The maximum LRGF drawdown since its inception was -36.03%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for LRGF and ITOT. For additional features, visit the drawdowns tool.
Volatility
LRGF vs. ITOT - Volatility Comparison
iShares MSCI USA Multifactor ETF (LRGF) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 3.20% and 3.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.