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BRGKX vs. FGLGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRGKX vs. FGLGX - 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 Fidelity Series Large Cap Stock Fund (FGLGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with BRGKX having a 9.55% return and FGLGX slightly higher at 9.66%. Over the past 10 years, BRGKX has underperformed FGLGX with an annualized return of 15.38%, while FGLGX has yielded a comparatively higher 16.92% annualized return.


BRGKX

1D
-0.38%
1M
0.28%
YTD
9.55%
6M
8.48%
1Y
24.74%
3Y*
21.13%
5Y*
12.72%
10Y*
15.38%

FGLGX

1D
-0.71%
1M
0.65%
YTD
9.66%
6M
8.97%
1Y
29.54%
3Y*
26.37%
5Y*
17.20%
10Y*
16.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRGKX vs. FGLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRGKX
iShares Russell 1000 Large-Cap Index Fund Class K
9.55%17.28%24.44%26.49%-19.13%26.24%20.85%31.30%-4.86%21.18%
FGLGX
Fidelity Series Large Cap Stock Fund
9.66%28.57%27.45%24.80%-7.23%26.53%10.01%32.37%-8.95%16.64%

Correlation

The correlation between BRGKX and FGLGX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.94

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

0.93

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

0.91

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2012

0.93

The correlation between BRGKX and FGLGX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

BRGKX vs. FGLGX — Risk / Return Rank

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

BRGKX
BRGKX Risk / Return Rank: 6161
Overall Rank
BRGKX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BRGKX Sortino Ratio Rank: 5353
Sortino Ratio Rank
BRGKX Omega Ratio Rank: 5454
Omega Ratio Rank
BRGKX Calmar Ratio Rank: 6464
Calmar Ratio Rank
BRGKX Martin Ratio Rank: 7474
Martin Ratio Rank

FGLGX
FGLGX Risk / Return Rank: 7878
Overall Rank
FGLGX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FGLGX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FGLGX Omega Ratio Rank: 7171
Omega Ratio Rank
FGLGX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FGLGX Martin Ratio Rank: 8585
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.

BRGKX vs. FGLGX - 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 Fidelity Series Large Cap Stock Fund (FGLGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BRGKXFGLGXDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.37

1.43

-0.06

Calmar ratioReturn relative to maximum drawdown

2.94

3.27

-0.33

Martin ratioReturn relative to average drawdown

13.17

14.80

-1.62

BRGKX vs. FGLGX - Sharpe Ratio Comparison

The current BRGKX Sharpe Ratio is 2.07, which is comparable to the FGLGX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of BRGKX and FGLGX, 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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Drawdowns

BRGKX vs. FGLGX - Drawdown Comparison

The maximum BRGKX drawdown since its inception was -34.58%, smaller than the maximum FGLGX drawdown of -36.42%. Use the drawdown chart below to compare losses from any high point for BRGKX and FGLGX.


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Drawdown Indicators


BRGKXFGLGXDifference

Max Drawdown

Largest peak-to-trough decline

-34.58%

-36.42%

+1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.85%

-9.43%

+0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

-18.75%

-0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-25.13%

-21.21%

-3.92%

Max Drawdown (10Y)

Largest decline over 10 years

-34.58%

-36.42%

+1.84%

Current Drawdown

Current decline from peak

-1.67%

-0.95%

-0.72%

Average Drawdown

Average peak-to-trough decline

-4.04%

-3.77%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.08%

-0.11%

Volatility

BRGKX vs. FGLGX - Volatility Comparison

iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX) has a higher volatility of 4.68% compared to Fidelity Series Large Cap Stock Fund (FGLGX) at 4.35%. This indicates that BRGKX's price experiences larger fluctuations and is considered to be riskier than FGLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRGKXFGLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

4.35%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

9.94%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

12.83%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.27%

16.94%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

18.40%

-0.13%

BRGKX vs. FGLGX - Expense Ratio Comparison

BRGKX has a 0.06% expense ratio, which is higher than FGLGX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BRGKX vs. FGLGX - Dividend Comparison

BRGKX's dividend yield for the trailing twelve months is around 2.54%, less than FGLGX's 8.97% yield.


PositionTTM20252024202320222021202020192018201720162015
BRGKX
iShares Russell 1000 Large-Cap Index Fund Class K
2.54%2.77%1.38%1.49%1.82%1.88%1.51%2.82%2.46%2.31%3.94%4.86%
FGLGX
Fidelity Series Large Cap Stock Fund
8.97%9.84%7.99%5.29%6.55%9.22%5.36%7.25%12.29%4.61%1.69%5.94%

Frequently Asked Questions


With a correlation of 0.94, BRGKX and FGLGX 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.

BRGKX has higher volatility (4.68%) compared to FGLGX (4.35%). In terms of maximum drawdown, BRGKX dropped -34.58% vs FGLGX's -36.42%.

FGLGX currently has the higher Sharpe Ratio (2.41 vs 2.07), 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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