BRGNX vs. FFANX
BRGNX (iShares Russell 1000 Large-Cap Index Fund) and FFANX (Fidelity Asset Manager 40% Fund) are both mutual funds - BRGNX is a Large Cap Blend Equities fund managed by BlackRock, while FFANX is a Diversified Portfolio fund managed by BlackRock. Over the past 10 years, BRGNX returned 15.36%/yr vs 6.99%/yr for FFANX. Their correlation of 0.89 suggests significant overlap in exposure. BRGNX charges 0.12%/yr vs 0.52%/yr for FFANX.
Performance
BRGNX vs. FFANX - Performance Comparison
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Returns By Period
In the year-to-date period, BRGNX achieves a 9.51% return, which is significantly higher than FFANX's 7.45% return. Over the past 10 years, BRGNX has outperformed FFANX with an annualized return of 15.36%, while FFANX has yielded a comparatively lower 6.99% annualized return.
BRGNX
- 1D
- -0.38%
- 1M
- 0.26%
- YTD
- 9.51%
- 6M
- 8.45%
- 1Y
- 24.67%
- 3Y*
- 21.07%
- 5Y*
- 12.66%
- 10Y*
- 15.36%
FFANX
- 1D
- -0.13%
- 1M
- 1.41%
- YTD
- 7.45%
- 6M
- 7.31%
- 1Y
- 16.42%
- 3Y*
- 11.28%
- 5Y*
- 5.36%
- 10Y*
- 6.99%
BRGNX vs. FFANX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRGNX iShares Russell 1000 Large-Cap Index Fund | 9.51% | 17.22% | 24.36% | 26.43% | -19.15% | 26.14% | 20.79% | 31.30% | -4.89% | 21.47% |
FFANX Fidelity Asset Manager 40% Fund | 7.45% | 13.16% | 7.40% | 11.52% | -13.62% | 8.03% | 13.10% | 15.81% | -4.06% | 11.25% |
Correlation
The correlation between BRGNX and FFANX is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2011 | 0.89 |
The correlation between BRGNX and FFANX has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
BRGNX vs. FFANX — Risk / Return Rank
BRGNX
FFANX
BRGNX vs. FFANX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Fidelity Asset Manager 40% Fund (FFANX). 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 | FFANX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.47 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 3.27 | -0.34 |
| Martin ratioReturn relative to average drawdown | 13.12 | 13.95 | -0.83 |
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Drawdowns
BRGNX vs. FFANX - Drawdown Comparison
The maximum BRGNX drawdown since its inception was -34.59%, which is greater than FFANX's maximum drawdown of -31.69%. Use the drawdown chart below to compare losses from any high point for BRGNX and FFANX.
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Drawdown Indicators
| BRGNX | FFANX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -31.69% | -2.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -5.20% | -3.66% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -7.55% | -11.60% |
Max Drawdown (5Y)Largest decline over 5 years | -25.14% | -18.52% | -6.62% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -18.52% | -16.07% |
Current DrawdownCurrent decline from peak | -1.66% | -0.13% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -3.79% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.22% | +0.75% |
Volatility
BRGNX vs. FFANX - Volatility Comparison
iShares Russell 1000 Large-Cap Index Fund (BRGNX) has a higher volatility of 4.67% compared to Fidelity Asset Manager 40% Fund (FFANX) at 2.94%. This indicates that BRGNX's price experiences larger fluctuations and is considered to be riskier than FFANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRGNX | FFANX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 2.94% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 6.01% | +3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.60% | 7.09% | +5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 7.94% | +9.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 7.74% | +10.52% |
BRGNX vs. FFANX - Expense Ratio Comparison
BRGNX has a 0.12% expense ratio, which is lower than FFANX's 0.52% expense ratio.
Dividends
BRGNX vs. FFANX - Dividend Comparison
BRGNX's dividend yield for the trailing twelve months is around 2.49%, less than FFANX's 3.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRGNX iShares Russell 1000 Large-Cap Index Fund | 2.49% | 2.71% | 1.32% | 1.44% | 1.77% | 1.83% | 1.46% | 2.76% | 2.40% | 2.59% | 3.92% | 5.41% |
FFANX Fidelity Asset Manager 40% Fund | 3.65% | 3.97% | 2.81% | 2.49% | 5.75% | 2.35% | 2.36% | 3.67% | 4.56% | 2.56% | 1.43% | 3.18% |
Frequently Asked Questions
With a correlation of 0.91, BRGNX and FFANX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BRGNX has higher volatility (4.67%) compared to FFANX (2.94%). In terms of maximum drawdown, BRGNX dropped -34.59% vs FFANX's -31.69%.
FFANX currently has the higher Sharpe Ratio (2.40 vs 2.06), 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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