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BRGNX vs. AEPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRGNX and AEPGX is 0.78, 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.


-0.50.00.51.00.8

Performance

BRGNX vs. AEPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Large-Cap Index Fund (BRGNX) and American Funds EuroPacific Growth Fund Class A (AEPGX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
10.14%
-4.33%
BRGNX
AEPGX

Key characteristics

Sharpe Ratio

BRGNX:

2.16

AEPGX:

0.37

Sortino Ratio

BRGNX:

2.86

AEPGX:

0.58

Omega Ratio

BRGNX:

1.40

AEPGX:

1.08

Calmar Ratio

BRGNX:

3.31

AEPGX:

0.19

Martin Ratio

BRGNX:

13.29

AEPGX:

1.14

Ulcer Index

BRGNX:

2.11%

AEPGX:

4.29%

Daily Std Dev

BRGNX:

12.99%

AEPGX:

13.17%

Max Drawdown

BRGNX:

-34.59%

AEPGX:

-52.42%

Current Drawdown

BRGNX:

-1.76%

AEPGX:

-22.79%

Returns By Period

In the year-to-date period, BRGNX achieves a 2.28% return, which is significantly higher than AEPGX's 2.01% return. Over the past 10 years, BRGNX has outperformed AEPGX with an annualized return of 12.22%, while AEPGX has yielded a comparatively lower 2.62% annualized return.


BRGNX

YTD

2.28%

1M

2.42%

6M

10.14%

1Y

26.90%

5Y*

13.68%

10Y*

12.22%

AEPGX

YTD

2.01%

1M

-2.57%

6M

-4.33%

1Y

3.92%

5Y*

0.37%

10Y*

2.62%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BRGNX vs. AEPGX - Expense Ratio Comparison

BRGNX has a 0.12% expense ratio, which is lower than AEPGX's 0.80% expense ratio.


AEPGX
American Funds EuroPacific Growth Fund Class A
Expense ratio chart for AEPGX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for BRGNX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

BRGNX vs. AEPGX — Risk-Adjusted Performance Rank

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

BRGNX
The Risk-Adjusted Performance Rank of BRGNX is 9090
Overall Rank
The Sharpe Ratio Rank of BRGNX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BRGNX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BRGNX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BRGNX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BRGNX is 9292
Martin Ratio Rank

AEPGX
The Risk-Adjusted Performance Rank of AEPGX is 1818
Overall Rank
The Sharpe Ratio Rank of AEPGX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of AEPGX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of AEPGX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of AEPGX is 1818
Calmar Ratio Rank
The Martin Ratio Rank of AEPGX is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BRGNX vs. AEPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Large-Cap Index Fund (BRGNX) and American Funds EuroPacific Growth Fund Class A (AEPGX). 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.


Sharpe ratio
The chart of Sharpe ratio for BRGNX, currently valued at 2.16, compared to the broader market-1.000.001.002.003.004.002.160.37
The chart of Sortino ratio for BRGNX, currently valued at 2.86, compared to the broader market0.005.0010.002.860.58
The chart of Omega ratio for BRGNX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.08
The chart of Calmar ratio for BRGNX, currently valued at 3.31, compared to the broader market0.005.0010.0015.0020.003.310.19
The chart of Martin ratio for BRGNX, currently valued at 13.29, compared to the broader market0.0020.0040.0060.0080.00100.0013.291.14
BRGNX
AEPGX

The current BRGNX Sharpe Ratio is 2.16, which is higher than the AEPGX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of BRGNX and AEPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.16
0.37
BRGNX
AEPGX

Dividends

BRGNX vs. AEPGX - Dividend Comparison

BRGNX's dividend yield for the trailing twelve months is around 1.12%, less than AEPGX's 1.18% yield.


TTM20242023202220212020201920182017201620152014
BRGNX
iShares Russell 1000 Large-Cap Index Fund
1.12%1.15%1.43%1.45%1.19%1.35%1.84%2.01%1.95%2.16%2.05%1.71%
AEPGX
American Funds EuroPacific Growth Fund Class A
1.18%1.20%1.63%1.18%1.45%0.17%1.04%1.36%0.86%1.24%1.75%2.75%

Drawdowns

BRGNX vs. AEPGX - Drawdown Comparison

The maximum BRGNX drawdown since its inception was -34.59%, smaller than the maximum AEPGX drawdown of -52.42%. Use the drawdown chart below to compare losses from any high point for BRGNX and AEPGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.76%
-22.79%
BRGNX
AEPGX

Volatility

BRGNX vs. AEPGX - Volatility Comparison

iShares Russell 1000 Large-Cap Index Fund (BRGNX) and American Funds EuroPacific Growth Fund Class A (AEPGX) have volatilities of 5.15% and 5.11%, 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
5.15%
5.11%
BRGNX
AEPGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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