What is STLG?

STLG tracks an index of US large and mid-cap growth stocks selected based on a combination of five investment factors.

PERFORMANCE [as of 03/24/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
STLG 2.00% 9.45% 10.14% -10.86% 19.48% -- --
STLG (NAV) 2.14% 9.60% 10.27% -10.84% -- -- --
Russell US Large Cap Factors Growth Style Index 2.16% 9.69% 10.36% -10.72% 19.69% -- --
MSCI USA Large Cap Growth Index 5.76% 14.40% 14.78% -15.01% 19.16% 13.89% 14.89%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

STLG Factset Analytics Insight

STLG selects equities from the growth version of the Russell 1000 based on multiple factors — momentum, quality, value, size, and low volatility. The fund then assigns a weighted composite score of those five factors for each security using a proprietary model. Value score is calculated from 12-month trailing B/P ratio, dividend, earnings and cash flow yield, momentum score from price, earnings momentum and earnings announcement drift, quality score from gross profitability, dilution, accruals and changes in net operating assets, volatility score from 12-month trailing realized volatility, and lastly size score compares market cap of each company from the Russell 1000 Growth Index. STLG’s index is reviewed monthly using an optimization process designed to maximize exposure to the weighted combination of the five factors.

STLG Summary Data

Blackrock
01/14/20
0.25%
$1.59M
Russell US Large Cap Factors Growth Style Index
MSCI USA Large Cap Growth Index
Open-Ended Fund

Peers

MSCI USA Large Cap Growth Index

Fund Flows

$0.00B 5 Days
$0.00B 30 Days
-$0.00B 90 Days

STLG Portfolio Data

$596.85B
18.24
9.24
1.65%
N/A
121

STLG Index Data

Russell US Large Cap Factors Growth Style Index
Multi-Factor
Multi-Factor
MSCI USA Large Cap Growth Index

STLG Portfolio Management

0.25%
-0.14%
-0.06%
-0.32%

STLG Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

STLG Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
High
Daily

Factset Analytics Block Liquidity

As of 03/27/23

This measurement shows how easy it is to trade a $1 million USD block of STLG. STLG is rated a 4 out of 5.

STLG Tradability

106
$2.95K
13
0
0.16%
$0.05
-0.03%
0.25% / -0.30%
None
100.00%
50,000
0.00
0.02%
0.01%
0
$31.96
4

STLG Sector/Industry Breakdown

STLG Segment
Benchmark
27.37% --
23.43% --
13.85% --
8.51% --
3.40% --
2.79% --
2.50% --
2.23% --
2.20% --
2.11% --

STLG Performance Statistics

0.98
0.90
0.89
0.92
0.32%
MSCI USA Large Cap Growth Index

STLG Countries

STLG Segment
Benchmark
100.00% 99.78%
-- 0.22%

STLG Regions

STLG Segment
Benchmark
100.00% 100.00%

STLG Economic Development

STLG Segment
Benchmark
100.00% 100.00%
0.00% 0.00%

STLG Benchmark Comparison Holdings

121
139
40
41.44%

STLG Benchmark Comparison Summary

STLG Segment
Benchmark
121 139
$596.85B $811.91B
18.24 30.04
9.24 8.90
1.13% 0.58%
Medium High

STLG Benchmark Comparison Market Cap Size

STLG Segment
Benchmark
78.56% 100.00%
19.78% 0.00%
1.45% 0.00%
0.00% 0.00%