Best US Large Cap funds
Ranking of the top 20 US Large Cap funds (Equity) by composite score (risk-adjusted return). Updated 04/06/2026.
This page ranks 20 US Large Cap funds, a subcategory of Equity, ordered by a composite score that rewards risk-adjusted return and curve stability while penalizing drawdowns. Use it to compare options within the same investment style before exploring each fund's history in the interactive view.
ℹ️ Methodology: period and indicators
All indicators are computed over the last 1.0 years (365 trading days), with daily data. The risk-free rate used is 2.0%.
Score formula (risk-adjusted return):
0.25·R² + 0.15·Sortino* + 0.2·DD* + 0.2·CAGR_excess* + 0.1·Volatility_inv* + 0.1·Ulcer_inv*
* Components normalized to the analyzed set of funds (best in set = 1, worst = 0). The drawdown term is 1 − (MaxDD / 25.0%)3, clamped to [0,1]. Volatility and Ulcer are inverted (less = better).
A higher score means better relative behavior within the analyzed set, not an investment recommendation.
🏆 Ranking
| # | ISIN | Name | Score | R² | Total Ret. | Annual Ret. | Volatility | Sharpe | Sortino | Max Drawdown | Calmar |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | ES0168799056 | GESTION BOUTIQUE IV ALCLAM US | 0.725 | 0.921 | 113.53% | 111.63% | 26.33% | 4.16 | 4.03 | 9.17% | 12.17 |
| 2 | LU1670626792 | M&G (Lux) North American Value Fund A EUR Acc | 0.702 | 0.930 | 34.26% | 34.90% | 12.60% | 2.61 | 2.64 | 4.58% | 7.62 |
| 3 | IE00B95B6G86 | Heptagon Fund ICAV - Yacktman US Equity Fund AE EUR Acc | 0.700 | 0.939 | 24.75% | 25.89% | 10.14% | 2.36 | 2.31 | 3.62% | 7.16 |
| 4 | LU0474363974 | Robeco BP US Large Cap Equities D EUR | 0.693 | 0.933 | 29.65% | 30.20% | 12.70% | 2.22 | 2.10 | 6.56% | 4.60 |
| 5 | IE00BD5M6926 | BNYM US EQUITY INCOME A AC EUR | 0.686 | 0.931 | 20.90% | 22.06% | 12.37% | 1.62 | 1.48 | 5.40% | 4.09 |
| 6 | LU0607514394 | INVESCO US VALUE EQ E ACC EUR | 0.682 | 0.910 | 19.68% | 19.85% | 11.23% | 1.59 | 1.58 | 4.73% | 4.20 |
| 7 | IE00B19Z3920 | LM CLEARBRIDGE VALUE A ACC EUR | 0.682 | 0.914 | 22.11% | 22.11% | 12.18% | 1.65 | 1.51 | 6.00% | 3.69 |
| 8 | LU0607513743 | INVESCO US VALUE EQ A DIS USD | 0.681 | 0.911 | 20.27% | 20.45% | 11.76% | 1.57 | 1.55 | 5.06% | 4.04 |
| 9 | IE00B01FHS02 | NORTH AMERICAN EQ ACC A EUR | 0.680 | 0.876 | 28.75% | 30.10% | 12.54% | 2.24 | 2.05 | 5.93% | 5.08 |
| 10 | ES0165242001 | MyInvestor S&P500 Equiponderado | 0.672 | 0.886 | 18.22% | 18.06% | 10.88% | 1.48 | 1.45 | 5.52% | 3.27 |
| 11 | LU0434928536 | US PREMIUM EQUITIES D ACC EUR | 0.663 | 0.853 | 22.14% | 22.54% | 12.60% | 1.63 | 1.52 | 6.74% | 3.34 |
| 12 | IE00B03HCW31 | VANGUARD US OPP INV USD | 0.663 | 0.864 | 60.03% | 58.01% | 18.04% | 3.10 | 3.35 | 12.52% | 4.63 |
| 13 | LU0996177720 | Amundi Index Solutions - Amundi S&P 500 ESG IE-C | 0.662 | 0.822 | 29.35% | 28.83% | 12.11% | 2.22 | 2.18 | 7.81% | 3.69 |
| 14 | LU0996178884 | Amundi IS S&P 500 AU-C | 0.661 | 0.820 | 29.14% | 28.63% | 12.09% | 2.20 | 2.14 | 7.85% | 3.65 |
| 15 | LU0996179007 | Amundi IS S&P 500 AE-C | 0.661 | 0.820 | 29.15% | 28.63% | 12.09% | 2.20 | 2.14 | 7.86% | 3.64 |
| 16 | LU0355496760 | US PREMIUM EQUITIES M ACC USD | 0.660 | 0.844 | 21.54% | 21.92% | 12.60% | 1.58 | 1.48 | 6.81% | 3.22 |
| 17 | LU0115759606 | Fidelity America E-Acc-EUR | 0.659 | 0.875 | 11.86% | 11.48% | 10.35% | 0.92 | 0.91 | 6.16% | 1.86 |
| 18 | LU1833929729 | ODDO BHF ALGO TREND US CR-EUR | 0.657 | 0.810 | 26.90% | 27.15% | 13.13% | 1.92 | 1.79 | 7.03% | 3.86 |
| 19 | LU0996179189 | Amundi IS S&P 500 AE-D | 0.655 | 0.800 | 28.44% | 27.94% | 12.11% | 2.14 | 2.09 | 7.86% | 3.55 |
| 20 | LU0996178967 | Amundi IS S&P 500 AU-D | 0.655 | 0.800 | 28.44% | 27.93% | 12.11% | 2.14 | 2.08 | 7.85% | 3.56 |
📊 Compared evolution (base 100)
❓ Frequently asked questions
How is the fund ranking calculated?
Each fund gets a composite score from 0 to 1 that combines risk-adjusted return (excess CAGR and Sortino), curve stability (R² and inverted volatility) and drawdown control (a non-linear penalty plus the Ulcer Index). Funds are then ordered by that score.
What does the score mean for US Large Cap funds?
A higher score means better relative behavior within the analyzed set: more stable growth and smaller drawdowns for the return achieved. It is a comparison tool, not an investment recommendation.
How often is the data updated?
The ranking is recomputed from daily NAV data each time the site is regenerated. This page was last updated on 04/06/2026.
Is this investment advice?
No. All content is educational and based on historical data. Past performance does not guarantee future results. Consult a licensed advisor before investing.