BRGNX vs. ACUSX
BRGNX (iShares Russell 1000 Large-Cap Index Fund) and ACUSX (Advisors Capital US Dividend Fund) are both Large Cap Blend Equities funds. Over the past 5 years, BRGNX returned 12.13%/yr vs 6.72%/yr for ACUSX. Their correlation of 0.94 suggests significant overlap in exposure. BRGNX charges 0.12%/yr vs 1.95%/yr for ACUSX.
Performance
BRGNX vs. ACUSX - Performance Comparison
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Returns By Period
In the year-to-date period, BRGNX achieves a 8.02% return, which is significantly higher than ACUSX's 5.72% return.
BRGNX
- 1D
- -0.02%
- 1M
- -1.74%
- YTD
- 8.02%
- 6M
- 6.62%
- 1Y
- 21.65%
- 3Y*
- 20.51%
- 5Y*
- 12.13%
- 10Y*
- 15.20%
ACUSX
- 1D
- 0.07%
- 1M
- -1.99%
- YTD
- 5.72%
- 6M
- 4.82%
- 1Y
- 15.83%
- 3Y*
- 14.80%
- 5Y*
- 6.72%
- 10Y*
- —
BRGNX vs. ACUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BRGNX iShares Russell 1000 Large-Cap Index Fund | 8.02% | 17.22% | 24.36% | 26.43% | -19.15% | 20.71% |
ACUSX Advisors Capital US Dividend Fund | 5.72% | 13.11% | 15.45% | 17.27% | -21.05% | 15.90% |
Correlation
The correlation between BRGNX and ACUSX is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2021 | 0.94 |
The correlation between BRGNX and ACUSX has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
BRGNX vs. ACUSX — Risk / Return Rank
BRGNX
ACUSX
BRGNX vs. ACUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Advisors Capital US Dividend Fund (ACUSX). 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.
| BRGNX | ACUSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.27 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 2.31 | +0.14 |
| Martin ratioReturn relative to average drawdown | 10.86 | 8.78 | +2.08 |
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Drawdowns
BRGNX vs. ACUSX - Drawdown Comparison
The maximum BRGNX drawdown since its inception was -34.59%, smaller than the maximum ACUSX drawdown of -96.85%. Use the drawdown chart below to compare losses from any high point for BRGNX and ACUSX.
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Drawdown Indicators
| BRGNX | ACUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -96.85% | +62.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -6.82% | -2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -96.85% | +77.70% |
Max Drawdown (5Y)Largest decline over 5 years | -25.14% | -96.85% | +71.71% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | — | — |
Current DrawdownCurrent decline from peak | -3.00% | -95.73% | +92.73% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -32.44% | +28.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.79% | +0.20% |
Volatility
BRGNX vs. ACUSX - Volatility Comparison
iShares Russell 1000 Large-Cap Index Fund (BRGNX) has a higher volatility of 4.84% compared to Advisors Capital US Dividend Fund (ACUSX) at 3.59%. This indicates that BRGNX's price experiences larger fluctuations and is considered to be riskier than ACUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRGNX | ACUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 3.59% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 8.01% | +1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.63% | 10.56% | +2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.28% | 1,173.91% | -1,156.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 1,143.37% | -1,125.15% |
BRGNX vs. ACUSX - Expense Ratio Comparison
BRGNX has a 0.12% expense ratio, which is lower than ACUSX's 1.95% expense ratio.
Dividends
BRGNX vs. ACUSX - Dividend Comparison
BRGNX's dividend yield for the trailing twelve months is around 2.52%, while ACUSX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACUSX Advisors Capital US Dividend Fund | 0.00% | 0.00% | 0.04% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BRGNX iShares Russell 1000 Large-Cap Index Fund | 2.52% | 2.71% | 1.32% | 1.44% | 1.77% | 1.83% | 1.46% | 2.76% | 2.40% | 2.59% | 3.92% | 5.41% |
Frequently Asked Questions
BRGNX and ACUSX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRGNX has higher volatility (4.84%) compared to ACUSX (3.59%). In terms of maximum drawdown, BRGNX dropped -34.59% vs ACUSX's -96.85%.
BRGNX currently has the higher Sharpe Ratio (1.72 vs 1.50), 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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