Intech S&P Large Cap Diversified Alpha ETF (LGDX) Performance
LGDX total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +9.7% since Dec 31, 2025
- 1 year
- +11.2% total return
- Since first price
- +25.0% since 2025
LGDX trailing returns vs SPY, QQQ, AGG
| Period | LGDX total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −0.9% | −0.9% | −1.0% | −5.0% | +0.9% |
| 3 months | +2.1% | +2.1% | +3.2% | +1.9% | −0.4% |
| 6 months | +6.0% | +6.0% | +7.8% | +8.4% | −1.5% |
| YTD | +9.7% | +9.7% | +12.3% | +15.1% | −1.0% |
| 1 year | +11.2% | +10.6% | +14.4% | +15.9% | −1.1% |
| Since inceptionFeb 28, 2025 | +25.0% | +24.4% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: LGDX vs SPY
From Feb 28, 2025: LGDX grew to $12,503, SPY to $13,041.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
LGDX returns by calendar year
2026 is year to date.
LGDX annual returns table
| Year | LGDX | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +9.7% | −9.0% | +12.3% | +15.1% | −1.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
LGDX largest drawdowns
Now 3.5% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 28, 2025 | −15.8% | Apr 8, 2025 | May 13, 2025 | 39 days | 2 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
LGDX risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +15.5% |
| Volatility (annualized) | 12.9% |
| Sharpe ratio | 0.89 |
| Sortino ratio | 1.74 |
| Best month | +10.3% |
| Worst month | −5.6% |
| Best 12 months | +26.3% |
| Worst 12 months | +12.7% |
| Positive months | 68% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
LGDX rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 9 | +10.5% | +16.5% | +26.3% | 100% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
LGDX performance overview
Intech S&P Large Cap Diversified Alpha ETF (LGDX) returned +11.2% over the past year, with distributions reinvested. Since its first recorded price on Feb 28, 2025 it has returned +25.0%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −15.8%, from Feb 28, 2025 to Apr 8, 2025, and it took 35 days to get back to the old high. Volatility has been 12.9% a year.
Related: LGDX chart, LGDX holdings, LGDX dividends, LGDX valuation. See the LGDX overview for the latest quote and fund facts.
LGDX performance FAQ
What is the LGDX return over the past year?
LGDX returned +11.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 10.6%.
How much would $10,000 invested in LGDX be worth?
$10,000 invested in LGDX at its first recorded close on February 28, 2025 would be worth about $12,503 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of LGDX?
The largest peak-to-trough decline was −15.8% between February 28, 2025 and April 8, 2025. It recovered to the old high on May 13, 2025, 35 days after the bottom.
How volatile is LGDX?
Over the past history LGDX had an annualized volatility of 12.9% and a Sharpe ratio of 0.89 (excess return over 1–3 month T-bills per unit of risk).