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LRGF vs. VLUE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LRGF vs. VLUE

Last updated Jul 26, 2026
Documentation

LRGF (iShares MSCI USA Multifactor ETF) and VLUE (iShares MSCI USA Value Factor ETF) are both exchange-traded funds - LRGF is a Large Cap Blend Equities fund tracking the MSCI USA Diversified Multi-Factor, while VLUE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value Index. Both are passively managed. Over the past 10 years, LRGF returned 13.48%/yr vs 14.56%/yr for VLUE. Their correlation of 0.85 means they have usually moved in the same direction. LRGF charges 0.20%/yr vs 0.15%/yr for VLUE.

Performance

LRGF vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Multifactor ETF (LRGF) and iShares MSCI USA Value Factor ETF (VLUE). 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 8.94% return, which is significantly lower than VLUE's 43.48% return. Over the past 10 years, LRGF has underperformed VLUE with an annualized return of 13.48%, while VLUE has yielded a comparatively higher 14.56% annualized return.

LRGF

1D
0.09%
1M
1.20%
6M
8.82%
YTD
8.94%
1Y
15.34%
3Y*
19.41%
5Y*
13.20%
10Y*
13.48%
ALL TIME*
12.23%

VLUE

1D
-0.49%
1M
-4.86%
6M
35.25%
YTD
43.48%
1Y
71.63%
3Y*
29.42%
5Y*
16.55%
10Y*
14.56%
ALL TIME*
13.64%
*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 MSCI USA Multifactor ETF
$11.35M$13.93M$11.55M

VLUE

iShares MSCI USA Value Factor ETF
$165.60M$255.80M$278.61M

LRGF vs. VLUE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
LRGF
iShares MSCI USA Multifactor ETF		8.94%16.48%26.59%25.85%-14.77%25.01%11.11%26.11%-9.66%21.13%
VLUE
iShares MSCI USA Value Factor ETF		43.48%32.67%7.25%14.26%-14.17%28.93%-0.23%27.20%-11.13%21.95%

Correlation

The correlation between LRGF and VLUE is 0.75, 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.

0.75

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

0.78

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

0.84

Correlation (10Y)
Provides a long-term view across more market conditions.

0.86

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2015

0.85

The correlation between LRGF and VLUE shifts across timeframes, from 0.75 (1 year) to 0.86 (10 years), reflecting how their relationship changes across market environments.

LRGF vs. VLUE - Sectors Allocation Comparison

Sectors
LRGF
VLUE

Technology

37.3%
43.1%

Financial Services

11.7%
10.6%

Consumer Cyclical

10.5%
9.9%

Communication Services

10.0%
8.7%

Healthcare

9.4%
7.8%

Industrials

8.3%
7.9%

Consumer Defensive

4.9%
4.2%

Energy

3.1%
2.8%

Utilities

2.0%
2.0%

Basic Materials

1.8%
1.2%

Real Estate

1.1%
1.8%

Technology

LRGF
37.3%
VLUE
43.1%

Financial Services

LRGF
11.7%
VLUE
10.6%

Consumer Cyclical

LRGF
10.5%
VLUE
9.9%

Communication Services

LRGF
10.0%
VLUE
8.7%

Healthcare

LRGF
9.4%
VLUE
7.8%

Industrials

LRGF
8.3%
VLUE
7.9%

Consumer Defensive

LRGF
4.9%
VLUE
4.2%

Energy

LRGF
3.1%
VLUE
2.8%

Utilities

LRGF
2.0%
VLUE
2.0%

Basic Materials

LRGF
1.8%
VLUE
1.2%

Real Estate

LRGF
1.1%
VLUE
1.8%

Compare stocks, funds, or ETFs

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

iShares MSCI USA Multifactor ETF

iShares MSCI USA Value Factor ETF

Often compared with LRGF:
LRGF vs. VOOLRGF vs. QUALLRGF vs. INTFLRGF vs. SPYLRGF vs. FNDALRGF vs. VVLRGF vs. JQUA
Often compared with VLUE:
VLUE vs. AVLVVLUE vs. VLUVLUE vs. VOOVLUE vs. VTVVLUE vs. IUSVVLUE vs. QVALVLUE vs. SCHV

Return for Risk

LRGF vs. VLUE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LRGF
LRGF Risk / Return Rank: 5252
Overall Rank
LRGF Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
LRGF Sortino Ratio Rank: 5151
Sortino Ratio Rank
LRGF Omega Ratio Rank: 5050
Omega Ratio Rank
LRGF Calmar Ratio Rank: 5151
Calmar Ratio Rank
LRGF Martin Ratio Rank: 5959
Martin Ratio Rank
VLUE
VLUE Risk / Return Rank: 9797
Overall Rank
VLUE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9797
Sortino Ratio Rank
VLUE Omega Ratio Rank: 9696
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9797
Calmar Ratio Rank
VLUE Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LRGF vs. VLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) and iShares MSCI USA Value Factor ETF (VLUE). 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.

LRGFVLUEDifference
Sharpe ratioReturn per unit of total volatility
1.25
3.60

-2.35

Sortino ratioReturn per unit of downside risk
1.77
4.66

-2.88

Omega ratioGain probability vs. loss probability

1.22

1.61

-0.39

Calmar ratioReturn relative to maximum drawdown

1.78

7.98

-6.20

Martin ratioReturn relative to average drawdown

6.95

27.87

-20.92

LRGF vs. VLUE - Sharpe Ratio Comparison

The current LRGF Sharpe Ratio is 1.25, which is lower than the VLUE Sharpe Ratio of 3.60. The chart below compares the historical Sharpe Ratios of LRGF and VLUE, 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. VLUE - Drawdown Comparison

The maximum LRGF drawdown since its inception was -36.03%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for LRGF and VLUE.

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Drawdown Indicators

LRGFVLUEDifference

Max Drawdown

Largest peak-to-trough decline

-36.03%

-39.47%

+3.44%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-9.04%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-19.44%

-17.89%

-1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

-27.12%

+5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-36.03%

-39.47%

+3.44%

Current Drawdown

Current decline from peak

-2.11%

-4.86%

+2.75%

Average Drawdown

Average peak-to-trough decline

-4.51%

-5.99%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.58%

-0.30%

Volatility

LRGF vs. VLUE - Volatility Comparison

The current volatility for iShares MSCI USA Multifactor ETF (LRGF) is 2.90%, while iShares MSCI USA Value Factor ETF (VLUE) has a volatility of 7.20%. This indicates that LRGF experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LRGFVLUEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

7.20%

-4.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

17.11%

-7.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.69%

20.08%

-7.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.07%

18.29%

-1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

20.00%

-1.72%

LRGF vs. VLUE - Expense Ratio Comparison

LRGF has a 0.20% expense ratio, which is higher than VLUE's 0.15% 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%.

Dividends

LRGF vs. VLUE - Dividend Comparison

LRGF's dividend yield for the trailing twelve months is around 1.09%, less than VLUE's 1.44% yield.

PositionTTM20252024202320222021202020192018201720162015
LRGF
iShares MSCI USA Multifactor ETF		1.09%1.16%1.23%1.49%1.78%1.05%1.35%1.76%3.27%1.68%1.56%0.83%
VLUE
iShares MSCI USA Value Factor ETF		1.44%2.11%2.73%2.66%3.18%2.22%2.42%2.61%2.70%2.14%2.07%2.39%

Frequently Asked Questions

LRGF and VLUE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VLUE has higher volatility (7.20%) compared to LRGF (2.90%). In terms of maximum drawdown, LRGF dropped -36.03% vs VLUE's -39.47%.

On 10-year performance, VLUE leads with 14.56% vs 13.48% for LRGF. On fees, VLUE is cheaper at 0.15% per year. On volatility, LRGF has been the lower-risk option at 2.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VLUE has performed better with a 14.56% return vs 13.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VLUE is cheaper with a 0.15% expense ratio, compared with 0.20% for LRGF.

VLUE has the higher dividend yield at 1.44%, compared with 1.09% for LRGF.

LRGF is categorized as Large Cap Blend Equities, while VLUE is Large Cap Value Equities. LRGF tracks MSCI USA Diversified Multi-Factor, while VLUE tracks MSCI USA Enhanced Value Index. Their fees differ too: 0.20% for LRGF and 0.15% for VLUE.

VLUE currently has the higher Sharpe Ratio (3.60 vs 1.25), 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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