Performance analysis of LRGF (ISHARES U.S. EQUITY FACTOR ETF)
Annual Return
Over the past 3 years, LRGF has had an average annual return of +19.87%, outperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, LRGF has had an average annual return of +13.44%, outperforming the benchmark SPY, which returned +12.78% annual.
Over the past 10 years, LRGF has had an average annual return of +13.64%, underperforming the benchmark SPY, which returned +14.91% annual.
Since Apr 30, 2015, LRGF has had an average annual return of +12.31%, underperforming the benchmark SPY, which returned +13.86% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +9.29% | +16.48% | +26.59% | +25.87% | -14.76% | +25.01% | +11.10% | +26.12% | -9.64% | +21.13% | +12.97% | -1.71% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.30% | -0.78% | -4.24% | +9.03% | +6.27% | -0.85% | -0.18% | +9.29% | |||||
| 2025 | +3.41% | -0.96% | -6.09% | -0.35% | +6.12% | +5.08% | +2.18% | +1.91% | +3.74% | +1.49% | -0.68% | +0.08% | +16.48% |
| 2024 | +1.80% | +5.71% | +3.87% | -4.39% | +5.29% | +3.08% | +1.54% | +2.07% | +2.20% | -0.56% | +7.03% | -3.20% | +26.59% |
| 2023 | +6.41% | -2.20% | +2.53% | +0.82% | +0.24% | +6.78% | +3.43% | -1.56% | -4.09% | -2.52% | +9.02% | +5.32% | +25.87% |
| 2022 | -5.89% | -1.69% | +3.63% | -7.01% | +0.36% | -8.36% | +9.50% | -3.61% | -8.96% | +8.45% | +5.65% | -5.58% | -14.76% |
| 2021 | +0.32% | +2.62% | +5.06% | +3.57% | +1.12% | +0.85% | +1.89% | +2.75% | -5.74% | +6.03% | -1.59% | +6.28% | +25.01% |
| 2020 | -1.30% | -7.96% | -15.07% | +11.53% | +5.45% | +0.32% | +4.79% | +4.88% | -2.40% | -1.09% | +10.15% | +4.44% | +11.10% |
| 2019 | +8.80% | +2.67% | +0.08% | +3.06% | -7.60% | +7.96% | +1.14% | -2.62% | +2.61% | +2.76% | +3.54% | +2.06% | +26.12% |
| 2018 | +4.03% | -3.63% | -0.78% | +0.44% | +2.05% | -0.58% | +3.15% | +3% | -0.68% | -7.37% | +0.35% | -9.13% | -9.64% |
| 2017 | +2.09% | +3.45% | -0.55% | +0.86% | +1.81% | +0.45% | +1.92% | -0.20% | +3% | +2.87% | +3.73% | +0.01% | +21.13% |
Drawdown analysis of LRGF (ISHARES U.S. EQUITY FACTOR ETF)
The maximum drawdown for the LRGF was -36.03%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.
The current LRGF drawdown is -1.80%.
Since Apr 30, 2015 LRGF has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.03% | Feb 19, 2020 | 23 | Mar 23, 2020 | 159 | Nov 5, 2020 | 182 |
| -21.61% | Dec 29, 2021 | 190 | Sep 30, 2022 | 198 | Jul 18, 2023 | 388 |
| -21.41% | Aug 29, 2018 | 80 | Dec 24, 2018 | 212 | Oct 28, 2019 | 292 |
| -19.44% | Feb 18, 2025 | 35 | Apr 8, 2025 | 55 | Jun 27, 2025 | 90 |
| -16.10% | Jun 22, 2015 | 162 | Feb 11, 2016 | 128 | Aug 15, 2016 | 290 |
| -10.30% | Jan 26, 2018 | 9 | Feb 8, 2018 | 134 | Aug 21, 2018 | 143 |
| -9.55% | Jul 31, 2023 | 63 | Oct 27, 2023 | 23 | Nov 30, 2023 | 86 |
| -8.91% | Oct 28, 2025 | 104 | Mar 30, 2026 | 11 | Apr 15, 2026 | 115 |
| -8.59% | Jul 16, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -6.39% | Sep 2, 2021 | 21 | Oct 4, 2021 | 21 | Nov 2, 2021 | 42 |
| -5.70% | Mar 21, 2024 | 20 | Apr 19, 2024 | 17 | May 14, 2024 | 37 |
| -5.62% | Feb 12, 2021 | 13 | Mar 4, 2021 | 7 | Mar 15, 2021 | 20 |
| -5.00% | Nov 16, 2021 | 10 | Dec 1, 2021 | 7 | Dec 10, 2021 | 17 |
| -4.87% | Dec 6, 2024 | 22 | Jan 10, 2025 | 18 | Feb 6, 2025 | 40 |
| -4.50% | Jun 2, 2026 | 6 | Jun 10, 2026 | Ongoing | Ongoing | Ongoing |
| -4.18% | Sep 22, 2016 | 31 | Nov 4, 2016 | 4 | Nov 10, 2016 | 35 |
| -4.17% | May 7, 2021 | 3 | May 12, 2021 | 16 | Jun 4, 2021 | 19 |
| -4.09% | Jan 21, 2021 | 6 | Jan 29, 2021 | 6 | Feb 8, 2021 | 12 |
| -3.62% | Jun 8, 2021 | 8 | Jun 18, 2021 | 10 | Jul 2, 2021 | 18 |
| -3.50% | Jan 23, 2020 | 6 | Jan 31, 2020 | 3 | Feb 5, 2020 | 9 |
| -3.11% | Jul 12, 2021 | 5 | Jul 19, 2021 | 8 | Jul 29, 2021 | 13 |
| -2.98% | Mar 1, 2017 | 31 | Apr 13, 2017 | 28 | May 24, 2017 | 59 |
| -2.95% | Dec 15, 2021 | 3 | Dec 20, 2021 | 3 | Dec 23, 2021 | 6 |
| -2.94% | Oct 2, 2025 | 6 | Oct 10, 2025 | 10 | Oct 24, 2025 | 16 |
| -2.87% | Oct 14, 2024 | 13 | Oct 31, 2024 | 4 | Nov 6, 2024 | 17 |