BRGNX vs. JGGI.L
Compare and contrast key facts about iShares Russell 1000 Large-Cap Index Fund (BRGNX) and JP Morgan Global Growth & Income plc (JGGI.L).
BRGNX is managed by BlackRock. It was launched on Mar 31, 2011.
Performance
BRGNX vs. JGGI.L - Performance Comparison
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BRGNX vs. JGGI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRGNX iShares Russell 1000 Large-Cap Index Fund | -4.45% | 17.22% | 24.36% | 26.43% | -19.15% | 26.14% | 20.79% | 31.30% | -4.89% | 21.47% |
JGGI.L JP Morgan Global Growth & Income plc | -6.31% | 10.70% | 17.85% | 29.09% | -15.13% | 23.69% | 19.35% | 31.28% | -15.24% | 35.92% |
Different Trading Currencies
BRGNX is traded in USD, while JGGI.L is traded in GBp. To make them comparable, the JGGI.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BRGNX achieves a -4.45% return, which is significantly higher than JGGI.L's -6.31% return. Both investments have delivered pretty close results over the past 10 years, with BRGNX having a 13.67% annualized return and JGGI.L not far behind at 13.64%.
BRGNX
- 1D
- 2.65%
- 1M
- -5.33%
- YTD
- -4.45%
- 6M
- -2.51%
- 1Y
- 16.82%
- 3Y*
- 17.91%
- 5Y*
- 10.87%
- 10Y*
- 13.67%
JGGI.L
- 1D
- 1.17%
- 1M
- -6.61%
- YTD
- -6.31%
- 6M
- -5.16%
- 1Y
- 8.53%
- 3Y*
- 12.66%
- 5Y*
- 8.65%
- 10Y*
- 13.64%
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Return for Risk
BRGNX vs. JGGI.L — Risk / Return Rank
BRGNX
JGGI.L
BRGNX vs. JGGI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Large-Cap Index Fund (BRGNX) and JP Morgan Global Growth & Income plc (JGGI.L). 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.
| BRGNX | JGGI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.56 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.45 | 0.91 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.11 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 0.73 | +0.73 |
Martin ratioReturn relative to average drawdown | 6.98 | 2.74 | +4.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRGNX | JGGI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.56 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.46 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.62 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.37 | +0.36 |
Correlation
The correlation between BRGNX and JGGI.L is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BRGNX vs. JGGI.L - Dividend Comparison
BRGNX's dividend yield for the trailing twelve months is around 2.57%, less than JGGI.L's 4.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRGNX iShares Russell 1000 Large-Cap Index Fund | 2.57% | 2.71% | 1.32% | 1.44% | 1.77% | 1.83% | 1.46% | 2.76% | 2.40% | 2.59% | 3.92% | 5.41% |
JGGI.L JP Morgan Global Growth & Income plc | 4.23% | 3.99% | 3.55% | 3.52% | 3.99% | 3.23% | 3.39% | 3.69% | 4.32% | 3.17% | 1.96% | 1.51% |
Drawdowns
BRGNX vs. JGGI.L - Drawdown Comparison
The maximum BRGNX drawdown since its inception was -34.59%, smaller than the maximum JGGI.L drawdown of -58.54%. Use the drawdown chart below to compare losses from any high point for BRGNX and JGGI.L.
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Drawdown Indicators
| BRGNX | JGGI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -54.88% | +20.29% |
Max Drawdown (1Y)Largest decline over 1 year | -12.30% | -9.77% | -2.53% |
Max Drawdown (5Y)Largest decline over 5 years | -25.14% | -20.49% | -4.65% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -38.54% | +3.95% |
Current DrawdownCurrent decline from peak | -6.44% | -7.06% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -4.05% | -11.13% | +7.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.89% | -0.33% |
Volatility
BRGNX vs. JGGI.L - Volatility Comparison
The current volatility for iShares Russell 1000 Large-Cap Index Fund (BRGNX) is 5.24%, while JP Morgan Global Growth & Income plc (JGGI.L) has a volatility of 5.92%. This indicates that BRGNX experiences smaller price fluctuations and is considered to be less risky than JGGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRGNX | JGGI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 5.92% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 10.55% | -1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 18.24% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 18.74% | -1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 21.84% | -3.65% |