PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BRGNX vs. VIGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BRGNXVIGIX
YTD Return22.42%27.23%
1Y Return40.46%48.14%
3Y Return (Ann)8.72%8.51%
5Y Return (Ann)15.10%18.88%
10Y Return (Ann)12.84%15.53%
Sharpe Ratio3.392.92
Sortino Ratio4.473.68
Omega Ratio1.631.53
Calmar Ratio3.622.91
Martin Ratio22.1115.00
Ulcer Index1.87%3.26%
Daily Std Dev12.23%16.76%
Max Drawdown-34.59%-56.81%
Current Drawdown-0.85%-0.55%

Correlation

-0.50.00.51.00.9

The correlation between BRGNX and VIGIX is 0.95, 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. VIGIX - Performance Comparison

In the year-to-date period, BRGNX achieves a 22.42% return, which is significantly lower than VIGIX's 27.23% return. Over the past 10 years, BRGNX has underperformed VIGIX with an annualized return of 12.84%, while VIGIX has yielded a comparatively higher 15.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctober
15.21%
18.58%
BRGNX
VIGIX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BRGNX vs. VIGIX - Expense Ratio Comparison

BRGNX has a 0.12% expense ratio, which is higher than VIGIX's 0.04% 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%.


BRGNX
iShares Russell 1000 Large-Cap Index Fund
Expense ratio chart for BRGNX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VIGIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

BRGNX vs. VIGIX - 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 Growth Index Fund Institutional Shares (VIGIX). 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
Sharpe ratio
The chart of Sharpe ratio for BRGNX, currently valued at 3.39, compared to the broader market-2.000.002.004.003.39
Sortino ratio
The chart of Sortino ratio for BRGNX, currently valued at 4.47, compared to the broader market0.005.0010.004.47
Omega ratio
The chart of Omega ratio for BRGNX, currently valued at 1.63, compared to the broader market1.002.003.004.001.63
Calmar ratio
The chart of Calmar ratio for BRGNX, currently valued at 3.62, compared to the broader market0.005.0010.0015.0020.003.62
Martin ratio
The chart of Martin ratio for BRGNX, currently valued at 22.11, compared to the broader market0.0020.0040.0060.0080.0022.11
VIGIX
Sharpe ratio
The chart of Sharpe ratio for VIGIX, currently valued at 2.92, compared to the broader market-2.000.002.004.002.92
Sortino ratio
The chart of Sortino ratio for VIGIX, currently valued at 3.68, compared to the broader market0.005.0010.003.68
Omega ratio
The chart of Omega ratio for VIGIX, currently valued at 1.53, compared to the broader market1.002.003.004.001.53
Calmar ratio
The chart of Calmar ratio for VIGIX, currently valued at 2.91, compared to the broader market0.005.0010.0015.0020.002.91
Martin ratio
The chart of Martin ratio for VIGIX, currently valued at 15.00, compared to the broader market0.0020.0040.0060.0080.0015.00

BRGNX vs. VIGIX - Sharpe Ratio Comparison

The current BRGNX Sharpe Ratio is 3.39, which is comparable to the VIGIX Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of BRGNX and VIGIX, 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctober
3.39
2.92
BRGNX
VIGIX

Dividends

BRGNX vs. VIGIX - Dividend Comparison

BRGNX's dividend yield for the trailing twelve months is around 1.14%, more than VIGIX's 0.50% yield.


TTM20232022202120202019201820172016201520142013
BRGNX
iShares Russell 1000 Large-Cap Index Fund
1.14%1.44%1.77%1.83%1.46%2.76%2.40%2.59%4.47%5.41%3.51%4.56%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.50%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%1.20%

Drawdowns

BRGNX vs. VIGIX - Drawdown Comparison

The maximum BRGNX drawdown since its inception was -34.59%, smaller than the maximum VIGIX drawdown of -56.81%. Use the drawdown chart below to compare losses from any high point for BRGNX and VIGIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctober
-0.85%
-0.55%
BRGNX
VIGIX

Volatility

BRGNX vs. VIGIX - Volatility Comparison

The current volatility for iShares Russell 1000 Large-Cap Index Fund (BRGNX) is 2.53%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 3.39%. This indicates that BRGNX experiences smaller price fluctuations and is considered to be less risky than VIGIX 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%JuneJulyAugustSeptemberOctober
2.53%
3.39%
BRGNX
VIGIX