BRGNX vs. AEPGX
Compare and contrast key facts about iShares Russell 1000 Large-Cap Index Fund (BRGNX) and American Funds EuroPacific Growth Fund Class A (AEPGX).
BRGNX is managed by Blackrock. It was launched on Mar 31, 2011. AEPGX is managed by American Funds. It was launched on Apr 16, 1984.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRGNX or AEPGX.
Performance
BRGNX vs. AEPGX - Performance Comparison
Returns By Period
In the year-to-date period, BRGNX achieves a 24.62% return, which is significantly higher than AEPGX's 4.47% return. Over the past 10 years, BRGNX has outperformed AEPGX with an annualized return of 11.66%, while AEPGX has yielded a comparatively lower 2.73% annualized return.
BRGNX
24.62%
0.93%
11.89%
32.62%
14.74%
11.66%
AEPGX
4.47%
-4.48%
-5.22%
8.27%
1.99%
2.73%
Key characteristics
| BRGNX | AEPGX | |
|---|---|---|
| Sharpe Ratio | 2.66 | 0.73 |
| Sortino Ratio | 3.56 | 1.10 |
| Omega Ratio | 1.49 | 1.14 |
| Calmar Ratio | 3.88 | 0.35 |
| Martin Ratio | 17.28 | 3.21 |
| Ulcer Index | 1.90% | 2.91% |
| Daily Std Dev | 12.38% | 12.70% |
| Max Drawdown | -34.59% | -52.42% |
| Current Drawdown | -1.84% | -20.40% |
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BRGNX vs. AEPGX - Expense Ratio Comparison
BRGNX has a 0.12% expense ratio, which is lower than AEPGX's 0.80% expense ratio.
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.
Risk-Adjusted Performance
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.
Dividends
BRGNX vs. AEPGX - Dividend Comparison
BRGNX's dividend yield for the trailing twelve months is around 1.12%, less than AEPGX's 1.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRGNX iShares Russell 1000 Large-Cap Index Fund | 1.12% | 1.43% | 1.45% | 1.19% | 1.35% | 1.84% | 2.01% | 1.95% | 2.16% | 2.05% | 1.71% | 1.68% |
AEPGX American Funds EuroPacific Growth Fund Class A | 1.65% | 1.63% | 1.18% | 1.45% | 0.17% | 1.04% | 1.36% | 0.86% | 1.24% | 1.75% | 1.38% | 0.91% |
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.
Volatility
BRGNX vs. AEPGX - Volatility Comparison
iShares Russell 1000 Large-Cap Index Fund (BRGNX) has a higher volatility of 4.14% compared to American Funds EuroPacific Growth Fund Class A (AEPGX) at 3.30%. This indicates that BRGNX's price experiences larger fluctuations and is considered to be riskier than AEPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.