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

Correlation

The correlation between BRGNX and VIEIX is 0.88, 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.


Performance

BRGNX vs. VIEIX - Performance Comparison

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

200.00%250.00%300.00%350.00%400.00%December2025FebruaryMarchAprilMay
360.06%
256.36%
BRGNX
VIEIX

Key characteristics

Sharpe Ratio

BRGNX:

0.56

VIEIX:

0.19

Sortino Ratio

BRGNX:

0.90

VIEIX:

0.44

Omega Ratio

BRGNX:

1.13

VIEIX:

1.06

Calmar Ratio

BRGNX:

0.57

VIEIX:

0.17

Martin Ratio

BRGNX:

2.19

VIEIX:

0.56

Ulcer Index

BRGNX:

4.95%

VIEIX:

8.31%

Daily Std Dev

BRGNX:

19.55%

VIEIX:

24.19%

Max Drawdown

BRGNX:

-34.59%

VIEIX:

-58.03%

Current Drawdown

BRGNX:

-8.35%

VIEIX:

-15.34%

Returns By Period

In the year-to-date period, BRGNX achieves a -3.97% return, which is significantly higher than VIEIX's -7.99% return. Over the past 10 years, BRGNX has outperformed VIEIX with an annualized return of 10.92%, while VIEIX has yielded a comparatively lower 8.07% annualized return.


BRGNX

YTD

-3.97%

1M

11.54%

6M

-4.73%

1Y

9.58%

5Y*

15.11%

10Y*

10.92%

VIEIX

YTD

-7.99%

1M

12.89%

6M

-10.60%

1Y

3.40%

5Y*

11.50%

10Y*

8.07%

*Annualized

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BRGNX vs. VIEIX - Expense Ratio Comparison

BRGNX has a 0.12% expense ratio, which is higher than VIEIX's 0.05% 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%.


Risk-Adjusted Performance

BRGNX vs. VIEIX — 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 5555
Overall Rank
The Sharpe Ratio Rank of BRGNX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of BRGNX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of BRGNX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of BRGNX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BRGNX is 5555
Martin Ratio Rank

VIEIX
The Risk-Adjusted Performance Rank of VIEIX is 2929
Overall Rank
The Sharpe Ratio Rank of VIEIX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of VIEIX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of VIEIX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of VIEIX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of VIEIX is 2828
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. VIEIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Vanguard Extended Market Index Fund Institutional Shares (VIEIX). 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 current BRGNX Sharpe Ratio is 0.56, which is higher than the VIEIX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of BRGNX and VIEIX, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.49
0.14
BRGNX
VIEIX

Dividends

BRGNX vs. VIEIX - Dividend Comparison

BRGNX's dividend yield for the trailing twelve months is around 1.39%, more than VIEIX's 1.29% yield.


TTM20242023202220212020201920182017201620152014
BRGNX
iShares Russell 1000 Large-Cap Index Fund
1.39%1.32%1.44%1.77%1.83%1.46%2.76%2.40%2.59%4.47%5.41%3.51%
VIEIX
Vanguard Extended Market Index Fund Institutional Shares
1.29%1.10%1.28%1.16%1.14%1.08%1.31%1.67%1.27%1.45%1.37%1.34%

Drawdowns

BRGNX vs. VIEIX - Drawdown Comparison

The maximum BRGNX drawdown since its inception was -34.59%, smaller than the maximum VIEIX drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for BRGNX and VIEIX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.35%
-15.34%
BRGNX
VIEIX

Volatility

BRGNX vs. VIEIX - Volatility Comparison

The current volatility for iShares Russell 1000 Large-Cap Index Fund (BRGNX) is 11.46%, while Vanguard Extended Market Index Fund Institutional Shares (VIEIX) has a volatility of 12.47%. This indicates that BRGNX experiences smaller price fluctuations and is considered to be less risky than VIEIX 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%16.00%December2025FebruaryMarchAprilMay
11.46%
12.47%
BRGNX
VIEIX