BRGNX vs. FSPGX
Compare and contrast key facts about iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Fidelity Large Cap Growth Index Fund (FSPGX).
BRGNX is managed by Blackrock. It was launched on Mar 31, 2011. FSPGX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRGNX or FSPGX.
Performance
BRGNX vs. FSPGX - Performance Comparison
Returns By Period
In the year-to-date period, BRGNX achieves a 26.04% return, which is significantly lower than FSPGX's 30.54% return.
BRGNX
26.04%
2.40%
14.19%
32.84%
14.98%
11.75%
FSPGX
30.54%
2.39%
15.06%
36.17%
19.56%
N/A
Key characteristics
| BRGNX | FSPGX | |
|---|---|---|
| Sharpe Ratio | 2.71 | 2.19 |
| Sortino Ratio | 3.61 | 2.85 |
| Omega Ratio | 1.50 | 1.40 |
| Calmar Ratio | 3.94 | 2.80 |
| Martin Ratio | 17.52 | 10.97 |
| Ulcer Index | 1.91% | 3.35% |
| Daily Std Dev | 12.36% | 16.80% |
| Max Drawdown | -34.59% | -32.66% |
| Current Drawdown | -0.73% | -1.26% |
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BRGNX vs. FSPGX - Expense Ratio Comparison
BRGNX has a 0.12% expense ratio, which is higher than FSPGX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between BRGNX and FSPGX is 0.94, 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. FSPGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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. FSPGX - Dividend Comparison
BRGNX's dividend yield for the trailing twelve months is around 1.11%, more than FSPGX's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRGNX iShares Russell 1000 Large-Cap Index Fund | 1.11% | 1.43% | 1.45% | 1.19% | 1.35% | 1.84% | 2.01% | 1.95% | 2.16% | 2.05% | 1.71% | 1.68% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.43% | 0.73% | 0.86% | 0.54% | 0.74% | 0.99% | 1.14% | 0.99% | 0.30% | 0.00% | 0.00% | 0.00% |
Drawdowns
BRGNX vs. FSPGX - Drawdown Comparison
The maximum BRGNX drawdown since its inception was -34.59%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for BRGNX and FSPGX. For additional features, visit the drawdowns tool.
Volatility
BRGNX vs. FSPGX - Volatility Comparison
The current volatility for iShares Russell 1000 Large-Cap Index Fund (BRGNX) is 4.04%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.32%. This indicates that BRGNX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.