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BRGKX vs. FLCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRGKX vs. FLCPX - 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 SAI U.S. Large Cap Index Fund (FLCPX). The values are adjusted to include any dividend payments, if applicable.

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BRGKX vs. FLCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRGKX
iShares Russell 1000 Large-Cap Index Fund Class K
-4.45%17.28%24.44%26.49%-19.13%26.24%20.85%31.30%-4.86%21.18%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
-4.33%17.84%25.08%26.25%-18.06%28.61%18.24%31.59%-4.38%21.74%

Returns By Period

The year-to-date returns for both investments are quite close, with BRGKX having a -4.45% return and FLCPX slightly higher at -4.33%. Both investments have delivered pretty close results over the past 10 years, with BRGKX having a 13.68% annualized return and FLCPX not far ahead at 14.08%.


BRGKX

1D
2.64%
1M
-5.34%
YTD
-4.45%
6M
-2.48%
1Y
16.85%
3Y*
17.97%
5Y*
10.92%
10Y*
13.68%

FLCPX

1D
2.92%
1M
-5.03%
YTD
-4.33%
6M
-2.15%
1Y
17.32%
3Y*
18.33%
5Y*
11.79%
10Y*
14.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRGKX vs. FLCPX - Expense Ratio Comparison

BRGKX has a 0.06% expense ratio, which is higher than FLCPX's 0.02% 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%.


Return for Risk

BRGKX vs. FLCPX — Risk / Return Rank

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

BRGKX
BRGKX Risk / Return Rank: 4646
Overall Rank
BRGKX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BRGKX Sortino Ratio Rank: 4242
Sortino Ratio Rank
BRGKX Omega Ratio Rank: 4545
Omega Ratio Rank
BRGKX Calmar Ratio Rank: 4646
Calmar Ratio Rank
BRGKX Martin Ratio Rank: 6060
Martin Ratio Rank

FLCPX
FLCPX Risk / Return Rank: 5454
Overall Rank
FLCPX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FLCPX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FLCPX Omega Ratio Rank: 5555
Omega Ratio Rank
FLCPX Calmar Ratio Rank: 5252
Calmar Ratio Rank
FLCPX Martin Ratio Rank: 6565
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. FLCPX - 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 SAI U.S. Large Cap Index Fund (FLCPX). 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.


BRGKXFLCPXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.98

-0.03

Sortino ratio

Return per unit of downside risk

1.45

1.50

-0.05

Omega ratio

Gain probability vs. loss probability

1.22

1.23

-0.01

Calmar ratio

Return relative to maximum drawdown

1.46

1.33

+0.13

Martin ratio

Return relative to average drawdown

7.01

6.39

+0.62

BRGKX vs. FLCPX - Sharpe Ratio Comparison

The current BRGKX Sharpe Ratio is 0.95, which is comparable to the FLCPX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of BRGKX and FLCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BRGKXFLCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.98

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.70

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.78

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.84

-0.11

Correlation

The correlation between BRGKX and FLCPX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BRGKX vs. FLCPX - Dividend Comparison

BRGKX's dividend yield for the trailing twelve months is around 2.62%, more than FLCPX's 0.59% yield.


TTM20252024202320222021202020192018201720162015
BRGKX
iShares Russell 1000 Large-Cap Index Fund Class K
2.62%2.77%1.38%1.49%1.82%1.88%1.51%2.82%2.46%2.31%3.94%4.86%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
0.59%0.56%6.11%7.05%11.23%10.38%3.93%1.74%2.18%1.57%0.76%0.00%

Drawdowns

BRGKX vs. FLCPX - Drawdown Comparison

The maximum BRGKX drawdown since its inception was -34.58%, roughly equal to the maximum FLCPX drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for BRGKX and FLCPX.


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Drawdown Indicators


BRGKXFLCPXDifference

Max Drawdown

Largest peak-to-trough decline

-34.58%

-33.87%

-0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.30%

-12.14%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-25.13%

-24.40%

-0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-34.58%

-33.87%

-0.71%

Current Drawdown

Current decline from peak

-6.44%

-6.23%

-0.21%

Average Drawdown

Average peak-to-trough decline

-4.09%

-4.24%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.53%

+0.03%

Volatility

BRGKX vs. FLCPX - Volatility Comparison

iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX) have volatilities of 5.23% and 5.34%, 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.


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Volatility by Period


BRGKXFLCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

5.34%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

9.53%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.41%

18.33%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.18%

17.08%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

18.15%

+0.05%