iShares U.S. Equity Factor ETF (LRGF) Performance
LRGF total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +12.6% since Dec 31, 2025
- 1 year
- +13.2% total return
- 5 years
- +13.3% a year
- 10 years
- +14.0% a year
- Since first price
- +12.2% a year since 2015
LRGF trailing returns vs SPY, QQQ, AGG
| Period | LRGF total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −1.0% | −1.0% | −1.0% | −5.0% | +0.9% |
| 3 months | +3.4% | +3.1% | +3.2% | +1.9% | −0.4% |
| 6 months | +9.2% | +8.6% | +7.8% | +8.4% | −1.5% |
| YTD | +12.6% | +11.7% | +12.3% | +15.1% | −1.0% |
| 1 year | +13.2% | +11.9% | +14.4% | +15.9% | −1.1% |
| 3 years | +89.5%+23.8%/yr | +82.6% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +86.6%+13.3%/yr | +73.9% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +269.2%+14.0%/yr | +212.8% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionMay 1, 2015 | +275.3%+12.2%/yr | +211.3% | — | — | — |
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: LRGF vs SPY
From May 1, 2015: LRGF grew to $37,535, SPY to $43,576.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
LRGF returns by calendar year
8 of 10 full years positive. Best 2024 (+26.6%), worst 2022 (−14.8%). 2026 is year to date.
LRGF annual returns table
| Year | LRGF | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +12.6% | −8.7% | +12.3% | +15.1% | −1.0% |
| 2025 | +16.5% | −19.4% | +17.7% | +20.8% | +7.2% |
| 2024 | +26.6% | −8.6% | +24.9% | +25.6% | +1.3% |
| 2023 | +25.9% | −9.6% | +26.2% | +54.9% | +5.7% |
| 2022 | −14.8% | −21.6% | −18.2% | −32.6% | −13.0% |
| 2021 | +25.0% | −6.4% | +28.7% | +27.4% | −1.8% |
| 2020 | +11.1% | −36.0% | +18.3% | +48.6% | +7.5% |
| 2019 | +26.1% | −7.7% | +31.2% | +39.0% | +8.5% |
| 2018 | −9.7% | −21.4% | −4.6% | −0.1% | +0.1% |
| 2017 | +21.1% | −3.0% | +21.7% | +32.7% | +3.6% |
| 2016 | +13.0% | −10.5% | +12.0% | +7.1% | +2.4% |
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.
LRGF largest drawdowns
Now 2.7% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 19, 2020 | −36.0% | Mar 23, 2020 | Nov 5, 2020 | 33 days | 9 months |
| Jan 4, 2022 | −21.6% | Sep 30, 2022 | Jul 18, 2023 | 9 months | 1.5 years |
| Aug 29, 2018 | −21.4% | Dec 24, 2018 | Oct 28, 2019 | 4 months | 1.2 years |
| Feb 18, 2025 | −19.4% | Apr 8, 2025 | Jun 27, 2025 | 49 days | 4 months |
| Jun 22, 2015 | −16.1% | Feb 11, 2016 | Aug 15, 2016 | 8 months | 1.1 years |
| Jan 26, 2018 | −10.3% | Feb 8, 2018 | Aug 21, 2018 | 13 days | 7 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
LRGF risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2015 |
|---|---|---|---|---|
| Annualized return | +23.1% | +14.7% | +13.8% | +12.3% |
| Volatility (annualized) | 12.6% | 15.5% | 15.5% | 15.1% |
| Sharpe ratio | 1.38 | 0.73 | 0.77 | 0.71 |
| Sortino ratio | 2.82 | 1.21 | 1.19 | 1.10 |
| Best month | +9.0% | +9.5% | +11.5% | +11.5% |
| Worst month | −6.1% | −9.0% | −15.1% | −15.1% |
| Best 12 months | +40.3% | +40.3% | +55.8% | +55.8% |
| Worst 12 months | +8.9% | −14.8% | −14.8% | −14.8% |
| Positive months | 67% | 62% | 67% | 65% |
| Beta vs S&P 500 | 1.00 | 0.98 | 0.99 | — |
| Correlation with S&P 500 | 0.99 | 0.99 | 0.98 | — |
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.
LRGF rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 126 | −14.8% | +14.3% | +55.8% | 82% |
| 3-year (a year) | 102 | +0.5% | +11.3% | +25.8% | 100% |
| 5-year (a year) | 78 | +5.9% | +13.0% | +18.6% | 100% |
| 10-year (a year) | 18 | +11.1% | +13.5% | +14.0% | 100% |
Every holding period starting at a month-end since 2015. Returns for 3 years and longer are annualized.
LRGF performance overview
iShares U.S. Equity Factor ETF (LRGF) returned +13.2% over the past year and +14.0% a year over ten years, with distributions reinvested. Since its first recorded price in 2015 it has returned +12.2% a year, turning $10,000 into about $37,535. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −36.0%, from Feb 19, 2020 to Mar 23, 2020, and it took 7 months to get back to the old high. LRGF finished 8 of its 10 full calendar years with a gain; the best year was 2024 (+26.6%) and the worst 2022 (−14.8%). Volatility has been 15.1% a year.
Related: LRGF chart, LRGF holdings, LRGF dividends, LRGF valuation. See the LRGF overview for the latest quote and fund facts.
LRGF performance FAQ
What is the LRGF return over the past year?
LRGF returned +13.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 11.9%.
What is the average annual return of LRGF?
LRGF has returned +13.3% a year over 5 years, +14.0% a year over 10 years, +12.2% a year since May 1, 2015 (total return, distributions reinvested).
How much would $10,000 invested in LRGF be worth?
$10,000 invested in LRGF at its first recorded close on May 1, 2015 would be worth about $37,535 on October 23, 2026 with distributions reinvested.
What was the worst year for LRGF?
The worst calendar year was 2022, with a total return of −14.8%. The best was 2024 at +26.6%.
What is the biggest drawdown of LRGF?
The largest peak-to-trough decline was −36.0% between February 19, 2020 and March 23, 2020. It recovered to the old high on November 5, 2020, 7 months after the bottom.
How volatile is LRGF?
Over the past 3 years LRGF had an annualized volatility of 12.6% and a Sharpe ratio of 1.38 (excess return over 1–3 month T-bills per unit of risk).