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BRGNX vs. SPXL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRGNX vs. SPXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Direxion Daily S&P 500 Bull 3X Shares (SPXL). The values are adjusted to include any dividend payments, if applicable.

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BRGNX vs. SPXL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SPXL
Direxion Daily S&P 500 Bull 3X Shares
-14.06%31.94%63.61%69.49%-56.55%98.75%9.64%102.80%-25.11%71.03%

Returns By Period

In the year-to-date period, BRGNX achieves a -4.45% return, which is significantly higher than SPXL's -14.06% return. Over the past 10 years, BRGNX has underperformed SPXL with an annualized return of 13.67%, while SPXL has yielded a comparatively higher 25.61% 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%

SPXL

1D
2.30%
1M
-13.75%
YTD
-14.06%
6M
-11.40%
1Y
34.55%
3Y*
38.52%
5Y*
17.51%
10Y*
25.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRGNX vs. SPXL - Expense Ratio Comparison

BRGNX has a 0.12% expense ratio, which is lower than SPXL's 1.02% expense ratio.


Return for Risk

BRGNX vs. SPXL — Risk / Return Rank

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

BRGNX
BRGNX Risk / Return Rank: 5555
Overall Rank
BRGNX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BRGNX Sortino Ratio Rank: 4848
Sortino Ratio Rank
BRGNX Omega Ratio Rank: 5252
Omega Ratio Rank
BRGNX Calmar Ratio Rank: 5959
Calmar Ratio Rank
BRGNX Martin Ratio Rank: 7171
Martin Ratio Rank

SPXL
SPXL Risk / Return Rank: 4040
Overall Rank
SPXL Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SPXL Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPXL Omega Ratio Rank: 4545
Omega Ratio Rank
SPXL Calmar Ratio Rank: 4040
Calmar Ratio Rank
SPXL Martin Ratio Rank: 4444
Martin Ratio Rank
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. SPXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Direxion Daily S&P 500 Bull 3X Shares (SPXL). 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.


BRGNXSPXLDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.64

+0.30

Sortino ratio

Return per unit of downside risk

1.45

1.22

+0.23

Omega ratio

Gain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

1.45

1.07

+0.38

Martin ratio

Return relative to average drawdown

6.98

4.25

+2.73

BRGNX vs. SPXL - Sharpe Ratio Comparison

The current BRGNX Sharpe Ratio is 0.94, which is higher than the SPXL Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of BRGNX and SPXL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BRGNXSPXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.64

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.35

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.48

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.48

+0.26

Correlation

The correlation between BRGNX and SPXL is 0.99, 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.


Dividends

BRGNX vs. SPXL - Dividend Comparison

BRGNX's dividend yield for the trailing twelve months is around 2.57%, more than SPXL's 0.78% yield.


TTM20252024202320222021202020192018201720162015
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%
SPXL
Direxion Daily S&P 500 Bull 3X Shares
0.78%0.69%0.74%0.98%0.32%0.11%0.22%0.84%1.02%3.88%0.00%0.00%

Drawdowns

BRGNX vs. SPXL - Drawdown Comparison

The maximum BRGNX drawdown since its inception was -34.59%, smaller than the maximum SPXL drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for BRGNX and SPXL.


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Drawdown Indicators


BRGNXSPXLDifference

Max Drawdown

Largest peak-to-trough decline

-34.59%

-76.86%

+42.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.30%

-33.42%

+21.12%

Max Drawdown (5Y)

Largest decline over 5 years

-25.14%

-63.80%

+38.66%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

-76.86%

+42.27%

Current Drawdown

Current decline from peak

-6.44%

-18.62%

+12.18%

Average Drawdown

Average peak-to-trough decline

-4.05%

-15.85%

+11.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

8.42%

-5.86%

Volatility

BRGNX vs. SPXL - Volatility Comparison

The current volatility for iShares Russell 1000 Large-Cap Index Fund (BRGNX) is 5.24%, while Direxion Daily S&P 500 Bull 3X Shares (SPXL) has a volatility of 16.04%. This indicates that BRGNX experiences smaller price fluctuations and is considered to be less risky than SPXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRGNXSPXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

16.04%

-10.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

28.52%

-18.97%

Volatility (1Y)

Calculated over the trailing 1-year period

18.42%

54.32%

-35.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.18%

50.26%

-33.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

53.36%

-35.17%