LRGF vs. QMAR
Compare and contrast key facts about iShares MSCI USA Multifactor ETF (LRGF) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR).
LRGF and QMAR 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. QMAR is an actively managed fund by First Trust. It was launched on Mar 19, 2021.
Performance
LRGF vs. QMAR - Performance Comparison
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LRGF vs. QMAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LRGF iShares MSCI USA Multifactor ETF | -4.69% | 16.48% | 26.59% | 25.85% | -14.77% | 16.59% |
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March | 1.87% | 10.89% | 16.11% | 35.47% | -16.56% | 12.31% |
Returns By Period
In the year-to-date period, LRGF achieves a -4.69% return, which is significantly lower than QMAR's 1.87% 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%
QMAR
- 1D
- 2.41%
- 1M
- 0.75%
- YTD
- 1.87%
- 6M
- 4.47%
- 1Y
- 18.84%
- 3Y*
- 14.87%
- 5Y*
- 10.44%
- 10Y*
- —
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LRGF vs. QMAR - Expense Ratio Comparison
LRGF has a 0.20% expense ratio, which is lower than QMAR's 0.90% expense ratio.
Return for Risk
LRGF vs. QMAR — Risk / Return Rank
LRGF
QMAR
LRGF vs. QMAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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 | QMAR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.43 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.31 | 2.27 | -0.96 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.46 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.03 | -0.73 |
Martin ratioReturn relative to average drawdown | 5.87 | 14.07 | -8.20 |
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 | QMAR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.43 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.75 | -0.07 |
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 | 0.76 | -0.14 |
Correlation
The correlation between LRGF and QMAR is 0.86, 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. QMAR - Dividend Comparison
LRGF's dividend yield for the trailing twelve months is around 1.23%, while QMAR has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LRGF iShares MSCI USA Multifactor ETF | 1.23% | 1.16% | 1.23% | 1.49% | 1.78% | 1.05% | 1.35% | 1.76% | 3.27% | 1.68% | 1.56% | 0.83% |
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LRGF vs. QMAR - Drawdown Comparison
The maximum LRGF drawdown since its inception was -36.03%, which is greater than QMAR's maximum drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for LRGF and QMAR.
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Drawdown Indicators
| LRGF | QMAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.03% | -19.83% | -16.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -9.23% | -3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -21.62% | -19.83% | -1.79% |
Max Drawdown (10Y)Largest decline over 10 years | -36.03% | — | — |
Current DrawdownCurrent decline from peak | -6.26% | -0.88% | -5.38% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -3.40% | -1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 1.33% | +1.42% |
Volatility
LRGF vs. QMAR - Volatility Comparison
iShares MSCI USA Multifactor ETF (LRGF) has a higher volatility of 5.21% compared to FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) at 3.50%. This indicates that LRGF's price experiences larger fluctuations and is considered to be riskier than QMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LRGF | QMAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 3.50% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 4.62% | +5.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 13.25% | +5.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 14.05% | +3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 14.03% | +4.27% |