BRGNX vs. JNJ

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Johnson & Johnson (JNJ).

BRGNX is managed by BlackRock. It was launched on Mar 31, 2011.

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.

BRGNX vs. JNJ - 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%
JNJ Johnson & Johnson	18.59%	47.48%	-4.81%	-8.58%	5.97%	11.44%	10.82%	16.22%	-5.13%	24.43%

Returns By Period

In the year-to-date period, BRGNX achieves a -4.45% return, which is significantly lower than JNJ's 18.59% return. Over the past 10 years, BRGNX has outperformed JNJ with an annualized return of 13.67%, while JNJ has yielded a comparatively lower 11.40% annualized return.

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%

JNJ

• 1D: -0.13%
• 1M: -1.79%
• YTD: 18.59%
• 6M: 32.75%
• 1Y: 63.73%
• 3Y*: 19.86%
• 5Y*: 11.54%
• 10Y*: 11.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BRGNX vs. JNJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRGNX

BRGNX Risk / Return Rank: 55
BRGNX Sharpe Ratio Rank: 44
BRGNX Sortino Ratio Rank: 48
BRGNX Omega Ratio Rank: 52
BRGNX Calmar Ratio Rank: 59
BRGNX Martin Ratio Rank: 71

JNJ

JNJ Risk / Return Rank: 97
JNJ Sharpe Ratio Rank: 98
JNJ Sortino Ratio Rank: 98
JNJ Omega Ratio Rank: 98
JNJ Calmar Ratio Rank: 95
JNJ Martin Ratio Rank: 97

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRGNX vs. JNJ - Risk-Adjusted Trends 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.

	BRGNX	JNJ	Difference
Sharpe ratio Return per unit of total volatility	0.94	3.67	-2.73
Sortino ratio Return per unit of downside risk	1.45	4.95	-3.50
Omega ratio Gain probability vs. loss probability	1.22	1.67	-0.45
Calmar ratio Return relative to maximum drawdown	1.45	6.09	-4.64
Martin ratio Return relative to average drawdown	6.98	20.41	-13.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRGNX vs. JNJ - Sharpe Ratio Comparison

The current BRGNX Sharpe Ratio is 0.94, which is lower than the JNJ Sharpe Ratio of 3.67. 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.

Sharpe Ratios by Period

	BRGNX	JNJ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	3.67	-2.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.70	-0.06
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	0.54	+0.19

Correlation

The correlation between BRGNX and JNJ is 0.44, 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. JNJ - Dividend Comparison

BRGNX's dividend yield for the trailing twelve months is around 2.57%, more than JNJ's 2.13% 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%
JNJ Johnson & Johnson	2.13%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%

Drawdowns

BRGNX vs. JNJ - Drawdown Comparison

The maximum BRGNX drawdown since its inception was -34.59%, smaller than the maximum JNJ drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for BRGNX and JNJ.

Drawdown Indicators

	BRGNX	JNJ	Difference
Max Drawdown Largest peak-to-trough decline	-34.59%	-50.67%	+16.08%
Max Drawdown (1Y) Largest decline over 1 year	-12.30%	-8.42%	-3.88%
Max Drawdown (5Y) Largest decline over 5 years	-25.14%	-18.41%	-6.73%
Max Drawdown (10Y) Largest decline over 10 years	-34.59%	-27.37%	-7.22%
Current Drawdown Current decline from peak	-6.44%	-1.79%	-4.65%
Average Drawdown Average peak-to-trough decline	-4.05%	-11.89%	+7.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	2.51%	+0.05%

Volatility

BRGNX vs. JNJ - Volatility Comparison

iShares Russell 1000 Large-Cap Index Fund (BRGNX) has a higher volatility of 5.24% compared to Johnson & Johnson (JNJ) at 4.43%. 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.

Volatility by Period

	BRGNX	JNJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.24%	4.43%	+0.81%
Volatility (6M) Calculated over the trailing 6-month period	9.55%	10.94%	-1.39%
Volatility (1Y) Calculated over the trailing 1-year period	18.42%	19.11%	-0.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.18%	16.67%	+0.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.19%	18.33%	-0.14%