iShares\ FactorSelect MSCI USA ETF (LRGF)
Description
The investment seeks to track the performance of the MSCI USA Diversified Multiple-Factor Index. The LRGF ETF contains 148 constituents. It is focused on blend holdings in the North America region.
Price $37.02 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.84% |
| Expense ratio | 0.2% |
| Average spread | 0.027% |
| 1Y roundtrip cost | 0.227% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -5.9% | -1.7% | 3.6% | -7.0% | 0.4% | -8.4% | 9.5% | -3.6% | -9.0% | 2.2% | -19.8% | ||
| 2021 | 0.3% | 2.6% | 5.1% | 3.6% | 1.1% | 0.9% | 1.9% | 2.7% | -5.7% | 6.0% | -1.6% | 6.3% | 23.2% |
| 2020 | -1.3% | -8.0% | -15.1% | 11.5% | 5.5% | 0.3% | 4.8% | 4.9% | -2.4% | -1.1% | 10.1% | 4.4% | 13.7% |
| 2019 | 8.8% | 2.7% | 0.1% | 3.1% | -7.6% | 8.0% | 1.1% | -2.6% | 2.6% | 2.8% | 3.5% | 2.1% | 24.4% |
| 2018 | 4.0% | -3.6% | -0.8% | 0.4% | 2.1% | -0.6% | 3.2% | 3.0% | -0.7% | -7.4% | 0.4% | -9.1% | -9.2% |
| 2017 | 2.1% | 3.4% | -0.6% | 0.9% | 1.8% | 0.5% | 1.9% | -0.2% | 3.0% | 2.9% | 3.7% | 0.0% | 19.4% |
| 2016 | -6.0% | 1.3% | 6.3% | -0.8% | 0.8% | -0.1% | 3.5% | 0.4% | 0.7% | -1.9% | 6.1% | 2.1% | 12.5% |
| 2015 | 2.2% | -1.2% | 1.3% | -5.8% | -2.4% | 6.4% | 0.1% | -1.8% | -1.3% | ||||
| 2.1% | -3.2% | -1.3% | 11.6% | 6.2% | -0.6% | 27.2% | -1.1% | -13.9% | 9.9% | 22.4% | 3.9% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.17 | 0.15 | 0.20 | 0.51 | |||||||||
| 2021 | 0.10 | 0.09 | 0.13 | 0.17 | 0.49 | ||||||||
| 2020 | 0.14 | 0.14 | 0.12 | 0.10 | 0.51 | ||||||||
| 2019 | 0.12 | 0.14 | 0.17 | 0.18 | 0.61 | ||||||||
| 2018 | 0.12 | 0.13 | 0.12 | 0.17 | 0.55 | ||||||||
| 2017 | 0.12 | 0.12 | 0.14 | 0.16 | 0.53 | ||||||||
| 2016 | 0.11 | 0.12 | 0.10 | 0.32 | |||||||||
| 2015 | 0.08 | 0.07 | 0.04 | 0.19 | |||||||||
| 0.00 | 0.00 | 0.77 | 0.00 | 0.00 | 0.95 | 0.00 | 0.00 | 1.07 | 0.00 | 0.00 | 0.92 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Apple Inc. | 4.12% |
| Microsoft Corporation | 3.46% |
| Oracle Corporation | 2.78% |
| Target Corporation | 2.68% |
| Cisco Systems, Inc. | 2.61% |
| Anthem, Inc. | 2.38% |
| Intel Corporation | 2.19% |
| Walmart Inc. | 2.15% |
| Micron Technology, Inc. | 1.83% |
| General Motors Company | 1.79% |
| Amazon.com, Inc. | 1.70% |
| Activision Blizzard, Inc. | 1.54% |
| Johnson Controls International plc | 1.34% |
| Public Storage | 1.33% |
| Exelon Corporation | 1.32% |
| Top 15 Weights | 33.22% |
Compare with similar ETFs
| LRGF | FEX | FFSG | KOKU | MIDF | TPLC | |
|---|---|---|---|---|---|---|
| Product name | iShares\ FactorSelect MSCI USA ETF | First Trust Large Cap Core AlphaDEX Fund | FormulaFolios Smart Growth ETF | Xtrackers MSCI Kokusai Equity ETF | iShares Edge MSCI Multifactor USA Mid-Cap ETF | Timothy Plan US Large Cap Core ETF |
| Issuer | iShares | First Trust | FormulaFolios | Xtrackers | iShares | Timothy |
| Price | $37.02 | $76.24 | $30.928 | $65.6427 | $36.68 | $30.53 |
| Expense Ratio | 0.2% |  0.59% | 0.69% |  0.09% | 0.25% | 0.52% |
| Average Spread | 0.027% | 0.066% | 0.485% | 0.396% | 0.136% | 0.229% |
| AUM | $1,024,590,000 | $1,029,840,000 | $37,156,400 | $509,156,000 | $5,384,550 | $161,649,000 |
| Shares | 27,676,745 | 13,507,911 | 1,201,385 | 7,756,477 | 146,798 | 5,294,748 |
| Average Daily Volume | 244,274 | 34,590 | 2,027 | 340 | 3,489 | 37,357 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2015-04-30 | 2007-05-08 | 2017-10-31 | 2020-04-08 | 2019-06-04 | 2019-04-29 |
| Index Tracked | MSCI USA Diversified Multiple-Factor Index | NASDAQ AlphaDEX Large Cap Core Index | No Underlying Index | MSCI Kokusai Index | MSCI USA Mid Cap Diversified Multiple-Factor Index | Victory US Large Cap Volatility Weighted BRI Index |
| Category | Large Cap Blend Equities | Large Cap Blend Equities | Diversified Portfolio | Large Cap Growth Equities | Mid Cap Blend Equities | Mid Cap Growth Equities |
| Asset Class | Equity | Equity | Multi-Asset | Equity | Equity | Equity |
| Asset Class Size | Large Caps | Large Caps | Large/Mid/Small Caps | Large Caps | Large/Mid Caps | Large/Mid Caps |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
| Region | North America | North America | North America | North America | North America | North America |
| Countries | U.S. | U.S. | Broad | Broad | U.S. | U.S. |
| Annual Dividend Rate | $0.68 | $1.1 | $0.57 | $1.633 | $0 | $0.332 |
| Annual Dividend Yield | 0.018% | 0.014% | 0.018% | 0.025% | 0.000% | 0.011% |
| Number of Holdings | 148 | 374 | 7 | 1248 | 86 | 332 |
| YTD Return | -19.48% | -16.57% | -17.23% | -23.46% | -10.25% | -20.51% |
| Beta | 0.99 | 1.01 | 0.95 | 0.95 | 1.01 | 1.00 |
| Upside Beta | 0.53 | 0.11 | 0.52 | 0.50 | 0.66 | 0.61 |
| Downside Beta | -0.15 | -0.15 | 0.43 | -0.18 | 0.44 | 0.47 |
| Volatility 1Y | 22.32% | 21.36% | 19.98% | 22.00% | 21.39% | 21.75% |
| Sharpe Ratio 3Y | 0.36 | 0.57 | 0.36 | 0.00 | 0.85 | 0.41 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.01 | 0.00 | 0.01 | 0.01 |