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BIRIX vs. VIIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIRIX vs. VIIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BIRIX achieves a 12.54% return, which is significantly higher than VIIIX's 10.88% return. Both investments have delivered pretty close results over the past 10 years, with BIRIX having a 15.53% annualized return and VIIIX not far ahead at 15.65%.


BIRIX

1D
-0.67%
1M
4.85%
YTD
12.54%
6M
12.56%
1Y
31.40%
3Y*
22.45%
5Y*
12.95%
10Y*
15.53%

VIIIX

1D
-0.74%
1M
4.17%
YTD
10.88%
6M
10.80%
1Y
28.02%
3Y*
22.87%
5Y*
14.05%
10Y*
15.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIRIX vs. VIIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIRIX
BlackRock Sustainable Advantage Large Cap Core Fund
12.54%18.97%21.83%25.55%-19.73%28.16%22.41%31.19%-5.94%20.95%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
10.88%17.87%26.29%25.79%-18.14%28.69%18.41%31.48%-4.41%21.82%

Correlation

The correlation between BIRIX and VIIIX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.98

The correlation between BIRIX and VIIIX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

BIRIX vs. VIIIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BIRIX
BIRIX Risk / Return Rank: 7979
Overall Rank
BIRIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BIRIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
BIRIX Omega Ratio Rank: 7070
Omega Ratio Rank
BIRIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
BIRIX Martin Ratio Rank: 9090
Martin Ratio Rank

VIIIX
VIIIX Risk / Return Rank: 6666
Overall Rank
VIIIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VIIIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
VIIIX Omega Ratio Rank: 5959
Omega Ratio Rank
VIIIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
VIIIX Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BIRIX vs. VIIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BIRIXVIIIXDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.46

1.43

+0.03

Calmar ratioReturn relative to maximum drawdown

3.74

3.17

+0.58

Martin ratioReturn relative to average drawdown

17.87

14.79

+3.08

BIRIX vs. VIIIX - Sharpe Ratio Comparison

The current BIRIX Sharpe Ratio is 2.60, which is comparable to the VIIIX Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of BIRIX and VIIIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BIRIXVIIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

2.37

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.84

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.87

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.49

+0.32

Drawdowns

BIRIX vs. VIIIX - Drawdown Comparison

The maximum BIRIX drawdown since its inception was -34.67%, smaller than the maximum VIIIX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for BIRIX and VIIIX.


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Drawdown Indicators


BIRIXVIIIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.67%

-55.18%

+20.51%

Max Drawdown (1Y)

Largest decline over 1 year

-8.46%

-8.90%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-20.97%

-18.75%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

-24.50%

-1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-34.67%

-33.79%

-0.88%

Current Drawdown

Current decline from peak

-0.67%

-0.74%

+0.07%

Average Drawdown

Average peak-to-trough decline

-4.95%

-10.02%

+5.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

1.90%

-0.13%

Volatility

BIRIX vs. VIIIX - Volatility Comparison

BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) has a higher volatility of 3.12% compared to Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) at 2.93%. This indicates that BIRIX's price experiences larger fluctuations and is considered to be riskier than VIIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIRIXVIIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

2.93%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

8.99%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

11.88%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.57%

16.89%

+1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.05%

18.06%

+0.99%

BIRIX vs. VIIIX - Expense Ratio Comparison

BIRIX has a 0.48% expense ratio, which is higher than VIIIX's 0.02% expense ratio.


Dividends

BIRIX vs. VIIIX - Dividend Comparison

BIRIX's dividend yield for the trailing twelve months is around 5.79%, more than VIIIX's 2.43% yield.


PositionTTM20252024202320222021202020192018201720162015
BIRIX
BlackRock Sustainable Advantage Large Cap Core Fund
5.79%6.51%15.58%1.01%1.22%5.79%3.69%2.95%8.26%4.89%2.78%0.00%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
2.43%2.11%3.66%2.66%3.39%4.79%3.07%2.86%2.45%1.84%2.38%2.47%

Frequently Asked Questions


With a correlation of 0.99, BIRIX and VIIIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BIRIX has higher volatility (3.12%) compared to VIIIX (2.93%). In terms of maximum drawdown, BIRIX dropped -34.67% vs VIIIX's -55.18%.

BIRIX currently has the higher Sharpe Ratio (2.60 vs 2.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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