LRGF vs. PSMD
Compare and contrast key facts about iShares MSCI USA Multifactor ETF (LRGF) and Pacer Swan SOS Moderate (December) ETF (PSMD).
LRGF and PSMD 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. PSMD is an actively managed fund by Pacer. It was launched on Dec 22, 2020.
Performance
LRGF vs. PSMD - Performance Comparison
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LRGF vs. PSMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LRGF iShares MSCI USA Multifactor ETF | -4.09% | 16.48% | 26.59% | 25.85% | -14.77% | 25.01% | 0.98% |
PSMD Pacer Swan SOS Moderate (December) ETF | -1.77% | 11.45% | 12.78% | 17.46% | -4.47% | 11.23% | 0.95% |
Returns By Period
In the year-to-date period, LRGF achieves a -4.09% return, which is significantly lower than PSMD's -1.77% return.
LRGF
- 1D
- 0.64%
- 1M
- -3.85%
- YTD
- -4.09%
- 6M
- -3.47%
- 1Y
- 15.74%
- 3Y*
- 18.59%
- 5Y*
- 11.64%
- 10Y*
- 12.41%
PSMD
- 1D
- 1.56%
- 1M
- -2.40%
- YTD
- -1.77%
- 6M
- 0.79%
- 1Y
- 11.20%
- 3Y*
- 11.24%
- 5Y*
- 8.15%
- 10Y*
- —
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LRGF vs. PSMD - Expense Ratio Comparison
LRGF has a 0.20% expense ratio, which is lower than PSMD's 0.75% expense ratio.
Return for Risk
LRGF vs. PSMD — Risk / Return Rank
LRGF
PSMD
LRGF vs. PSMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) and Pacer Swan SOS Moderate (December) ETF (PSMD). 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 | PSMD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.12 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.71 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.29 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.53 | -0.22 |
Martin ratioReturn relative to average drawdown | 5.84 | 8.66 | -2.82 |
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 | PSMD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.12 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.95 | -0.27 |
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 | 1.03 | -0.40 |
Correlation
The correlation between LRGF and PSMD 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. PSMD - Dividend Comparison
LRGF's dividend yield for the trailing twelve months is around 1.22%, while PSMD has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LRGF iShares MSCI USA Multifactor ETF | 1.22% | 1.16% | 1.23% | 1.49% | 1.78% | 1.05% | 1.35% | 1.76% | 3.27% | 1.68% | 1.56% | 0.83% |
PSMD Pacer Swan SOS Moderate (December) ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LRGF vs. PSMD - Drawdown Comparison
The maximum LRGF drawdown since its inception was -36.03%, which is greater than PSMD's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for LRGF and PSMD.
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Drawdown Indicators
| LRGF | PSMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.03% | -11.96% | -24.07% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -7.51% | -4.86% |
Max Drawdown (5Y)Largest decline over 5 years | -21.62% | -11.96% | -9.66% |
Max Drawdown (10Y)Largest decline over 10 years | -36.03% | — | — |
Current DrawdownCurrent decline from peak | -5.66% | -2.89% | -2.77% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -1.71% | -2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 1.32% | +1.45% |
Volatility
LRGF vs. PSMD - Volatility Comparison
iShares MSCI USA Multifactor ETF (LRGF) has a higher volatility of 5.23% compared to Pacer Swan SOS Moderate (December) ETF (PSMD) at 3.10%. This indicates that LRGF's price experiences larger fluctuations and is considered to be riskier than PSMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LRGF | PSMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 3.10% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 4.39% | +5.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 10.09% | +8.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 8.60% | +8.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 8.56% | +9.74% |