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

Correlation

The correlation between BRGNX and JNJ is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

BRGNX vs. JNJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Johnson & Johnson (JNJ). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
351.00%
290.89%
BRGNX
JNJ

Key characteristics

Sharpe Ratio

BRGNX:

0.50

JNJ:

0.35

Sortino Ratio

BRGNX:

0.83

JNJ:

0.60

Omega Ratio

BRGNX:

1.12

JNJ:

1.08

Calmar Ratio

BRGNX:

0.52

JNJ:

0.38

Martin Ratio

BRGNX:

2.10

JNJ:

1.07

Ulcer Index

BRGNX:

4.70%

JNJ:

6.21%

Daily Std Dev

BRGNX:

19.63%

JNJ:

19.11%

Max Drawdown

BRGNX:

-34.59%

JNJ:

-52.60%

Current Drawdown

BRGNX:

-10.15%

JNJ:

-9.20%

Returns By Period

In the year-to-date period, BRGNX achieves a -5.86% return, which is significantly lower than JNJ's 7.74% return. Over the past 10 years, BRGNX has outperformed JNJ with an annualized return of 10.70%, while JNJ has yielded a comparatively lower 7.32% annualized return.


BRGNX

YTD

-5.86%

1M

-3.26%

6M

-4.35%

1Y

10.37%

5Y*

15.51%

10Y*

10.70%

JNJ

YTD

7.74%

1M

-4.42%

6M

-2.37%

1Y

8.66%

5Y*

2.82%

10Y*

7.32%

*Annualized

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Risk-Adjusted Performance

BRGNX vs. JNJ — 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 5959
Overall Rank
The Sharpe Ratio Rank of BRGNX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of BRGNX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of BRGNX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of BRGNX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of BRGNX is 5959
Martin Ratio Rank

JNJ
The Risk-Adjusted Performance Rank of JNJ is 6262
Overall Rank
The Sharpe Ratio Rank of JNJ is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 5555
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 5555
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 6969
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 6565
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. JNJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Johnson & Johnson (JNJ). 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.


The chart of Sharpe ratio for BRGNX, currently valued at 0.50, compared to the broader market-1.000.001.002.003.00
BRGNX: 0.50
JNJ: 0.35
The chart of Sortino ratio for BRGNX, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.00
BRGNX: 0.83
JNJ: 0.60
The chart of Omega ratio for BRGNX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
BRGNX: 1.12
JNJ: 1.08
The chart of Calmar ratio for BRGNX, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.00
BRGNX: 0.52
JNJ: 0.38
The chart of Martin ratio for BRGNX, currently valued at 2.10, compared to the broader market0.0010.0020.0030.0040.0050.00
BRGNX: 2.10
JNJ: 1.07

The current BRGNX Sharpe Ratio is 0.50, which is higher than the JNJ Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of BRGNX and JNJ, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.50
0.35
BRGNX
JNJ

Dividends

BRGNX vs. JNJ - Dividend Comparison

BRGNX's dividend yield for the trailing twelve months is around 1.23%, less than JNJ's 3.21% yield.


TTM20242023202220212020201920182017201620152014
BRGNX
iShares Russell 1000 Large-Cap Index Fund
1.23%1.15%1.43%1.45%1.19%1.35%1.84%2.01%1.95%2.16%2.05%1.71%
JNJ
Johnson & Johnson
3.21%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%

Drawdowns

BRGNX vs. JNJ - Drawdown Comparison

The maximum BRGNX drawdown since its inception was -34.59%, smaller than the maximum JNJ drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for BRGNX and JNJ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.15%
-9.20%
BRGNX
JNJ

Volatility

BRGNX vs. JNJ - Volatility Comparison

iShares Russell 1000 Large-Cap Index Fund (BRGNX) has a higher volatility of 14.30% compared to Johnson & Johnson (JNJ) at 10.88%. This indicates that BRGNX's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.30%
10.88%
BRGNX
JNJ