BRGKX's Sortino Ratio of 3.33 indicates that for each unit of downside volatility, it generates 3.33 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
BRGKX Sortino Ratio Rank
BRGKX ranks above 62.9% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
BRGKX Sortino Ratio Market Positioning
The chart shows BRGKX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 2.08 or lower
- Yellow zone (middle 50%): 2.08 to 3.61
- Green zone (top 25%): 3.61 or higher
- Top 1%: 9.17+
- Median: 2.99 — half of all investments score higher
How it compares to other similar mutual funds
The table compares iShares Russell 1000 Large-Cap Index Fund Class K's Sortino Ratio with other mutual funds in the Large Cap Blend Equities category across multiple time periods, showing how BRGKX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| VPCCX | Vanguard PRIMECAP Core Fund | 5.26 | |||
| VPMAX | Vanguard PRIMECAP Fund Admiral Shares | 5.06 | |||
| POSKX | PrimeCap Odyssey Stock Fund | 4.44 | |||
| DHAMX | Centre American Select Equity Fund | 4.40 | |||
| QCELX | AQR Large Cap Multi-Style Fund | 4.29 | |||
| SVSPX | State Street S&P 500 Index Fund Class N | 4.29 | |||
| POGSX | Pin Oak Equity | 4.26 | |||
| ORDNX | North Square Preferred and Income Securities Fund | 4.25 | |||
| DESGX | DWS ESG Core Equity Fund | 4.23 | |||
| GTLOX | Glenmede Quantitative U.S. Large Cap Core Equity Portfolio | 4.15 | |||
| BRGKX | iShares Russell 1000 Large-Cap Index Fund Class K | 3.33 |
Historical Sortino Ratio
The chart shows BRGKX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when BRGKX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does BRGKX fit in your portfolio?
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