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LRGF vs. SIXA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LRGF vs. SIXA

Last updated Aug 6, 2026
Documentation

LRGF (iShares U.S. Equity Factor ETF) and SIXA (6 Meridian Mega Cap Equity ETF) are both Large Cap Blend Equities funds. LRGF is passively managed, while SIXA is actively managed. Over the past 5 years, LRGF returned 13.85%/yr vs 12.49%/yr for SIXA. Their correlation of 0.81 means they have usually moved in the same direction. LRGF charges 0.08%/yr vs 0.86%/yr for SIXA.

Performance

LRGF vs. SIXA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Equity Factor ETF (LRGF) and 6 Meridian Mega Cap Equity ETF (SIXA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LRGF achieves a 13.46% return, which is significantly lower than SIXA's 15.76% 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%

SIXA

1D
-0.37%
1M
1.88%
6M
8.36%
YTD
15.76%
1Y
19.93%
3Y*
20.42%
5Y*
12.49%
10Y*
—
ALL TIME*
16.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

LRGF

iShares U.S. Equity Factor ETF
$8.94M$9.99M$11.86M

SIXA

6 Meridian Mega Cap Equity ETF
$1.65M$1.61M$862.84K

LRGF vs. SIXA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
LRGF
iShares U.S. Equity Factor ETF		13.46%16.48%26.59%25.85%-14.77%25.01%27.74%
SIXA
6 Meridian Mega Cap Equity ETF		15.76%15.52%22.70%11.98%-5.72%23.87%19.04%

Correlation

The correlation between LRGF and SIXA is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.51

Correlation (3Y)
Balances recent behavior with more history.

0.71

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.79

Correlation (All Time)
Calculated using the full available price history since May 11, 2020

0.81

Over the past year, the correlation between LRGF and SIXA has dropped to 0.51 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

LRGF vs. SIXA - Sectors Allocation Comparison

Sectors
LRGF
SIXA

Technology

37.3%
17.0%

Financial Services

11.7%
12.8%

Consumer Cyclical

10.5%
5.1%

Communication Services

10.0%
10.4%

Healthcare

9.4%
15.0%

Industrials

8.3%
4.6%

Consumer Defensive

4.9%
23.8%

Energy

3.1%
4.9%

Utilities

2.0%
2.7%

Basic Materials

1.8%

-

Real Estate

1.1%
3.8%

Technology

LRGF
37.3%
SIXA
17.0%

Financial Services

LRGF
11.7%
SIXA
12.8%

Consumer Cyclical

LRGF
10.5%
SIXA
5.1%

Communication Services

LRGF
10.0%
SIXA
10.4%

Healthcare

LRGF
9.4%
SIXA
15.0%

Industrials

LRGF
8.3%
SIXA
4.6%

Consumer Defensive

LRGF
4.9%
SIXA
23.8%

Energy

LRGF
3.1%
SIXA
4.9%

Utilities

LRGF
2.0%
SIXA
2.7%

Basic Materials

LRGF
1.8%
SIXA

-

Real Estate

LRGF
1.1%
SIXA
3.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares U.S. Equity Factor ETF

6 Meridian Mega Cap Equity ETF

Often compared with LRGF:
LRGF vs. VOOLRGF vs. QUALLRGF vs. INTFLRGF vs. SPYLRGF vs. FNDALRGF vs. VVLRGF vs. JQUA
Often compared with SIXA:
SIXA vs. QQQSIXA vs. FNDXSIXA vs. JEPISIXA vs. VOOSIXA vs. SPYSIXA vs. SPMOSIXA vs. AVLV

Return for Risk

LRGF vs. SIXA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
LRGF
LRGF Risk / Return Rank: 6363
Overall Rank
LRGF Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
LRGF Sortino Ratio Rank: 6161
Sortino Ratio Rank
LRGF Omega Ratio Rank: 6060
Omega Ratio Rank
LRGF Calmar Ratio Rank: 6161
Calmar Ratio Rank
LRGF Martin Ratio Rank: 6868
Martin Ratio Rank
SIXA
SIXA Risk / Return Rank: 8585
Overall Rank
SIXA Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SIXA Sortino Ratio Rank: 8888
Sortino Ratio Rank
SIXA Omega Ratio Rank: 8282
Omega Ratio Rank
SIXA Calmar Ratio Rank: 8585
Calmar Ratio Rank
SIXA Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LRGF vs. SIXA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Equity Factor ETF (LRGF) and 6 Meridian Mega Cap Equity ETF (SIXA). 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.

LRGFSIXADifference
Sharpe ratioReturn per unit of total volatility
1.70
2.20

-0.50

Sortino ratioReturn per unit of downside risk
2.36
3.29

-0.93

Omega ratioGain probability vs. loss probability

1.30

1.38

-0.08

Calmar ratioReturn relative to maximum drawdown

2.45

3.58

-1.14

Martin ratioReturn relative to average drawdown

9.52

13.62

-4.09

LRGF vs. SIXA - Sharpe Ratio Comparison

The current LRGF Sharpe Ratio is 1.70, which is comparable to the SIXA Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of LRGF and SIXA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

LRGF vs. SIXA - Drawdown Comparison

The maximum LRGF drawdown since its inception was -36.03%, which is greater than SIXA's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for LRGF and SIXA.

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Drawdown Indicators

LRGFSIXADifference

Max Drawdown

Largest peak-to-trough decline

-36.03%

-18.38%

-17.65%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-5.59%

-3.33%

Max Drawdown (3Y)

Largest decline over 3 years

-19.44%

-11.22%

-8.22%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-18.38%

-3.24%

Max Drawdown (10Y)

Largest decline over 10 years

-36.03%

—

—

Current Drawdown

Current decline from peak

-0.09%

-0.37%

+0.28%

Average Drawdown

Average peak-to-trough decline

-4.50%

-2.93%

-1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

1.47%

+0.82%

Volatility

LRGF vs. SIXA - Volatility Comparison

iShares U.S. Equity Factor ETF (LRGF) has a higher volatility of 3.97% compared to 6 Meridian Mega Cap Equity ETF (SIXA) at 3.12%. This indicates that LRGF's price experiences larger fluctuations and is considered to be riskier than SIXA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LRGFSIXADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

3.12%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

7.10%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

12.87%

9.12%

+3.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

12.78%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

13.26%

+5.05%

LRGF vs. SIXA - Expense Ratio Comparison

LRGF has a 0.08% expense ratio, which is lower than SIXA's 0.86% expense ratio.

Dividends

LRGF vs. SIXA - Dividend Comparison

LRGF's dividend yield for the trailing twelve months is around 1.05%, less than SIXA's 1.96% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
SIXA
6 Meridian Mega Cap Equity ETF		1.96%2.31%1.62%2.12%2.23%1.63%1.13%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

LRGF and SIXA have a correlation of 0.51, 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 SIXA (3.12%). In terms of maximum drawdown, LRGF dropped -36.03% vs SIXA's -18.38%.

On 5-year performance, LRGF leads with 13.85% vs 12.49% for SIXA. On fees, LRGF is cheaper at 0.08% per year. On volatility, SIXA has been the lower-risk option at 3.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, LRGF has performed better with a 13.85% return vs 12.49%. 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 0.86% for SIXA.

SIXA has the higher dividend yield at 1.96%, compared with 1.05% for LRGF.

They also come from different issuers: iShares and Exchange Traded Concepts. Their fees differ too: 0.08% for LRGF and 0.86% for SIXA.

SIXA currently has the higher Sharpe Ratio (2.20 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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