BRGNX vs. SWPPX
BRGNX (iShares Russell 1000 Large-Cap Index Fund) and SWPPX (Schwab S&P 500 Index Fund) are both Large Cap Blend Equities funds. Over the past 10 years, BRGNX returned 15.21%/yr vs 15.63%/yr for SWPPX. With a 0.99 correlation, they move nearly in lockstep. BRGNX charges 0.12%/yr vs 0.02%/yr for SWPPX.
Performance
BRGNX vs. SWPPX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with BRGNX having a 11.36% return and SWPPX slightly higher at 11.69%. Both investments have delivered pretty close results over the past 10 years, with BRGNX having a 15.21% annualized return and SWPPX not far ahead at 15.63%.
BRGNX
- 1D
- 0.19%
- 1M
- 5.70%
- YTD
- 11.36%
- 6M
- 11.30%
- 1Y
- 28.00%
- 3Y*
- 22.35%
- 5Y*
- 13.39%
- 10Y*
- 15.21%
SWPPX
- 1D
- 0.15%
- 1M
- 5.83%
- YTD
- 11.69%
- 6M
- 11.71%
- 1Y
- 28.97%
- 3Y*
- 22.73%
- 5Y*
- 14.26%
- 10Y*
- 15.63%
BRGNX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRGNX iShares Russell 1000 Large-Cap Index Fund | 11.36% | 17.22% | 24.36% | 26.43% | -19.15% | 26.14% | 20.79% | 31.30% | -4.89% | 21.47% |
SWPPX Schwab S&P 500 Index Fund | 11.69% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Correlation
The correlation between BRGNX and SWPPX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2011 | 0.99 |
The correlation between BRGNX and SWPPX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
BRGNX vs. SWPPX — Risk / Return Rank
BRGNX
SWPPX
BRGNX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Schwab S&P 500 Index Fund (SWPPX). 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 | SWPPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.46 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 3.36 | -0.09 |
| Martin ratioReturn relative to average drawdown | 15.09 | 15.67 | -0.58 |
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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 2.52 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.85 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.86 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.51 | +0.28 |
Drawdowns
BRGNX vs. SWPPX - Drawdown Comparison
The maximum BRGNX drawdown since its inception was -34.59%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for BRGNX and SWPPX.
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Drawdown Indicators
| BRGNX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -55.06% | +20.47% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -8.89% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -19.15% | -18.74% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -25.14% | -24.51% | -0.63% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -33.80% | -0.79% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -9.95% | +5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 1.90% | +0.01% |
Volatility
BRGNX vs. SWPPX - Volatility Comparison
iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 2.85% and 2.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRGNX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 2.83% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 8.98% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.97% | 11.87% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 16.93% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 18.23% | -0.02% |
BRGNX vs. SWPPX - Expense Ratio Comparison
BRGNX has a 0.12% expense ratio, which is higher than SWPPX's 0.02% 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%.
Dividends
BRGNX vs. SWPPX - Dividend Comparison
BRGNX's dividend yield for the trailing twelve months is around 2.45%, more than SWPPX's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRGNX iShares Russell 1000 Large-Cap Index Fund | 2.45% | 2.71% | 1.32% | 1.44% | 1.77% | 1.83% | 1.46% | 2.76% | 2.40% | 2.59% | 3.92% | 5.41% |
SWPPX Schwab S&P 500 Index Fund | 0.99% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Frequently Asked Questions
With a correlation of 1.00, BRGNX and SWPPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BRGNX has higher volatility (2.85%) compared to SWPPX (2.83%). In terms of maximum drawdown, BRGNX dropped -34.59% vs SWPPX's -55.06%.
SWPPX currently has the higher Sharpe Ratio (2.52 vs 2.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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