BRGKX vs. FSUVX
BRGKX (iShares Russell 1000 Large-Cap Index Fund Class K) and FSUVX (Fidelity SAI U.S. Low Volatility Index Fund) are both Large Cap Blend Equities funds. Over the past 10 years, BRGKX returned 15.38%/yr vs 11.18%/yr for FSUVX. Their correlation of 0.87 suggests significant overlap in exposure. BRGKX charges 0.06%/yr vs 0.11%/yr for FSUVX.
Performance
BRGKX vs. FSUVX - Performance Comparison
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Returns By Period
In the year-to-date period, BRGKX achieves a 9.55% return, which is significantly higher than FSUVX's 3.46% return. Over the past 10 years, BRGKX has outperformed FSUVX with an annualized return of 15.38%, while FSUVX has yielded a comparatively lower 11.18% 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%
FSUVX
- 1D
- -0.59%
- 1M
- -2.76%
- YTD
- 3.46%
- 6M
- 2.97%
- 1Y
- 10.40%
- 3Y*
- 13.42%
- 5Y*
- 9.18%
- 10Y*
- 11.18%
BRGKX vs. FSUVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSUVX Fidelity SAI U.S. Low Volatility Index Fund | 3.46% | 11.03% | 17.40% | 14.80% | -10.93% | 21.51% | 9.86% | 27.73% | 1.35% | 17.68% |
Correlation
The correlation between BRGKX and FSUVX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2015 | 0.87 |
The correlation between BRGKX and FSUVX shifts across timeframes, from 0.74 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BRGKX vs. FSUVX — Risk / Return Rank
BRGKX
FSUVX
BRGKX vs. FSUVX - 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. Low Volatility Index Fund (FSUVX). 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.
| BRGKX | FSUVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.24 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 1.61 | +1.34 |
| Martin ratioReturn relative to average drawdown | 13.17 | 6.69 | +6.48 |
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Drawdowns
BRGKX vs. FSUVX - Drawdown Comparison
The maximum BRGKX drawdown since its inception was -34.58%, which is greater than FSUVX's maximum drawdown of -32.41%. Use the drawdown chart below to compare losses from any high point for BRGKX and FSUVX.
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Drawdown Indicators
| BRGKX | FSUVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.58% | -32.41% | -2.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -7.28% | -1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -11.55% | -7.60% |
Max Drawdown (5Y)Largest decline over 5 years | -25.13% | -19.48% | -5.65% |
Max Drawdown (10Y)Largest decline over 10 years | -34.58% | -32.41% | -2.17% |
Current DrawdownCurrent decline from peak | -1.67% | -2.76% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -3.27% | -0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.74% | +0.23% |
Volatility
BRGKX vs. FSUVX - Volatility Comparison
iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX) has a higher volatility of 4.68% compared to Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) at 2.71%. This indicates that BRGKX's price experiences larger fluctuations and is considered to be riskier than FSUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRGKX | FSUVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 2.71% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 6.54% | +3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.59% | 8.59% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 12.97% | +4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 15.19% | +3.08% |
BRGKX vs. FSUVX - Expense Ratio Comparison
BRGKX has a 0.06% expense ratio, which is lower than FSUVX's 0.11% expense ratio. Despite the difference, 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. FSUVX - Dividend Comparison
BRGKX's dividend yield for the trailing twelve months is around 2.54%, less than FSUVX's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSUVX Fidelity SAI U.S. Low Volatility Index Fund | 4.30% | 4.45% | 2.25% | 1.74% | 4.12% | 3.52% | 1.31% | 3.80% | 2.63% | 2.94% | 2.23% | 1.17% |
Frequently Asked Questions
BRGKX and FSUVX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRGKX has higher volatility (4.68%) compared to FSUVX (2.71%). In terms of maximum drawdown, BRGKX dropped -34.58% vs FSUVX's -32.41%.
BRGKX currently has the higher Sharpe Ratio (2.07 vs 1.36), 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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