BRGKX vs. BASMX

Last updated Jun 3, 2026

BRGKX (iShares Russell 1000 Large-Cap Index Fund Class K) and BASMX (iShares Total U.S. Stock Market Index Fund Investor A Shares) are both Large Cap Blend Equities funds from iShares - BRGKX tracks the Russell 1000 Index while BASMX tracks the Russell 3000 Index. Both are passively managed. Over the past 10 years, BRGKX returned 15.20%/yr vs 14.76%/yr for BASMX. With a 0.99 correlation, they move nearly in lockstep. BRGKX charges 0.06%/yr vs 0.33%/yr for BASMX.

Performance

BRGKX vs. BASMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX) and iShares Total U.S. Stock Market Index Fund Investor A Shares (BASMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with BRGKX having a 11.19% return and BASMX slightly higher at 11.34%. Both investments have delivered pretty close results over the past 10 years, with BRGKX having a 15.20% annualized return and BASMX not far behind at 14.76%.

BRGKX

• 1D: 0.28%
• 1M: 5.11%
• YTD: 11.19%
• 6M: 11.51%
• 1Y: 28.65%
• 3Y*: 22.34%
• 5Y*: 13.30%
• 10Y*: 15.20%

BASMX

• 1D: 0.23%
• 1M: 5.00%
• YTD: 11.34%
• 6M: 11.67%
• 1Y: 28.86%
• 3Y*: 21.84%
• 5Y*: 12.64%
• 10Y*: 14.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRGKX vs. BASMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRGKX iShares Russell 1000 Large-Cap Index Fund Class K	11.19%	17.28%	24.44%	26.49%	-19.13%	26.24%	20.85%	31.30%	-4.86%	21.18%
BASMX iShares Total U.S. Stock Market Index Fund Investor A Shares	11.34%	16.81%	23.46%	25.63%	-19.32%	25.26%	20.37%	30.71%	-5.57%	20.65%

Correlation

The correlation between BRGKX and BASMX is 1.00 - 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	1.00
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (10Y) Calculated over the trailing 10-year period	0.99
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.99

The correlation between BRGKX and BASMX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

Return for Risk

BRGKX vs. BASMX — Risk / Return Rank

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

BRGKX

BRGKX Risk / Return Rank: 70
BRGKX Sharpe Ratio Rank: 71
BRGKX Sortino Ratio Rank: 63
BRGKX Omega Ratio Rank: 63
BRGKX Calmar Ratio Rank: 72
BRGKX Martin Ratio Rank: 81

BASMX

BASMX Risk / Return Rank: 69
BASMX Sharpe Ratio Rank: 69
BASMX Sortino Ratio Rank: 62
BASMX Omega Ratio Rank: 61
BASMX Calmar Ratio Rank: 71
BASMX Martin Ratio Rank: 81

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.

BRGKX vs. BASMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX) and iShares Total U.S. Stock Market Index Fund Investor A Shares (BASMX). 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.

	BRGKX	BASMX	Difference
Sharpe ratio Return per unit of total volatility	2.45	2.43	+0.02
Sortino ratio Return per unit of downside risk	3.33	3.31	+0.02
Omega ratio Gain probability vs. loss probability	1.44	1.44	+0.01
Calmar ratio Return relative to maximum drawdown	3.29	3.29	0.00
Martin ratio Return relative to average drawdown	15.26	15.12	+0.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRGKX vs. BASMX - Sharpe Ratio Comparison

The current BRGKX Sharpe Ratio is 2.45, which is comparable to the BASMX Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of BRGKX and BASMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BRGKX	BASMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	2.43	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.73	+0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.84	0.80	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.81	-0.02

Drawdowns

BRGKX vs. BASMX - Drawdown Comparison

The maximum BRGKX drawdown since its inception was -34.58%, roughly equal to the maximum BASMX drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for BRGKX and BASMX.

Drawdown Indicators

	BRGKX	BASMX	Difference
Max Drawdown Largest peak-to-trough decline	-34.58%	-34.95%	+0.37%
Max Drawdown (1Y) Largest decline over 1 year	-8.85%	-8.92%	+0.07%
Max Drawdown (3Y) Largest decline over 3 years	-19.15%	-19.32%	+0.17%
Max Drawdown (5Y) Largest decline over 5 years	-25.13%	-25.12%	-0.01%
Max Drawdown (10Y) Largest decline over 10 years	-34.58%	-34.95%	+0.37%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.05%	-4.59%	+0.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	1.94%	-0.03%

Volatility

BRGKX vs. BASMX - Volatility Comparison

iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX) and iShares Total U.S. Stock Market Index Fund Investor A Shares (BASMX) have volatilities of 2.84% and 2.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRGKX	BASMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.84%	2.94%	-0.10%
Volatility (6M) Calculated over the trailing 6-month period	9.04%	9.16%	-0.12%
Volatility (1Y) Calculated over the trailing 1-year period	11.99%	12.16%	-0.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.18%	17.38%	-0.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.22%	18.41%	-0.19%

BRGKX vs. BASMX - Expense Ratio Comparison

BRGKX has a 0.06% expense ratio, which is lower than BASMX's 0.33% expense ratio.

Dividends

BRGKX vs. BASMX - Dividend Comparison

BRGKX's dividend yield for the trailing twelve months is around 2.50%, more than BASMX's 0.78% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BASMX iShares Total U.S. Stock Market Index Fund Investor A Shares	0.78%	0.86%	0.99%	1.19%	1.33%	1.33%	1.20%	1.90%	2.18%	1.93%	1.37%	0.00%
BRGKX iShares Russell 1000 Large-Cap Index Fund Class K	2.50%	2.77%	1.38%	1.49%	1.82%	1.88%	1.51%	2.82%	2.46%	2.31%	3.94%	4.86%

Frequently Asked Questions

Can I hold both BRGKX and BASMX in my portfolio?

With a correlation of 1.00, BRGKX and BASMX 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.

Which is riskier, BRGKX or BASMX?

BASMX has higher volatility (2.94%) compared to BRGKX (2.84%). In terms of maximum drawdown, BRGKX dropped -34.58% vs BASMX's -34.95%.

Which has better risk-adjusted returns?

BRGKX currently has the higher Sharpe Ratio (2.45 vs 2.43), 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.