BlackRock actually launched its multifactor ETF in April of 2015. Go to Yahoo Finance and download the monthly prices for this fund since inception (Name: iShares MSCI USA Multifactor ETF, Ticker: LRGF), along with their S&P 500 index fund (Name: iShares Core S&P 500 ETF, Ticker: IVV). Calculate the annualized average monthly returns and the compound annual growth rate for both funds. Was the multifactor fund able to beat the S&P 500 out-of-sample?
