BRGNX vs. VONE
Compare and contrast key facts about iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Vanguard Russell 1000 ETF (VONE).
BRGNX is managed by BlackRock. It was launched on Mar 31, 2011. VONE is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Index. It was launched on Sep 20, 2010.
Performance
BRGNX vs. VONE - Performance Comparison
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BRGNX vs. VONE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRGNX iShares Russell 1000 Large-Cap Index Fund | -3.78% | 17.22% | 24.36% | 26.43% | -19.15% | 26.14% | 20.79% | 31.30% | -4.89% | 21.47% |
VONE Vanguard Russell 1000 ETF | -3.43% | 17.21% | 24.51% | 26.41% | -19.14% | 26.49% | 20.95% | 31.12% | -4.84% | 21.55% |
Returns By Period
In the year-to-date period, BRGNX achieves a -3.78% return, which is significantly lower than VONE's -3.43% return. Both investments have delivered pretty close results over the past 10 years, with BRGNX having a 13.75% annualized return and VONE not far ahead at 13.94%.
BRGNX
- 1D
- 0.71%
- 1M
- -3.71%
- YTD
- -3.78%
- 6M
- -1.91%
- 1Y
- 16.77%
- 3Y*
- 18.19%
- 5Y*
- 11.03%
- 10Y*
- 13.75%
VONE
- 1D
- 0.11%
- 1M
- -3.31%
- YTD
- -3.43%
- 6M
- -1.51%
- 1Y
- 17.31%
- 3Y*
- 18.28%
- 5Y*
- 11.17%
- 10Y*
- 13.94%
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BRGNX vs. VONE - Expense Ratio Comparison
BRGNX has a 0.12% expense ratio, which is higher than VONE's 0.08% 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%.
Return for Risk
BRGNX vs. VONE — Risk / Return Rank
BRGNX
VONE
BRGNX vs. VONE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Vanguard Russell 1000 ETF (VONE). 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 | VONE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.96 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.46 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.49 | -0.02 |
Martin ratioReturn relative to average drawdown | 7.01 | 6.95 | +0.06 |
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 | VONE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.96 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.66 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.77 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.80 | -0.06 |
Correlation
The correlation between BRGNX and VONE is 0.98, 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. VONE - Dividend Comparison
BRGNX's dividend yield for the trailing twelve months is around 2.55%, more than VONE's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRGNX iShares Russell 1000 Large-Cap Index Fund | 2.55% | 2.71% | 1.32% | 1.44% | 1.77% | 1.83% | 1.46% | 2.76% | 2.40% | 2.59% | 3.92% | 5.41% |
VONE Vanguard Russell 1000 ETF | 1.13% | 1.07% | 1.20% | 1.40% | 1.59% | 1.16% | 1.45% | 1.65% | 1.96% | 1.69% | 1.89% | 1.89% |
Drawdowns
BRGNX vs. VONE - Drawdown Comparison
The maximum BRGNX drawdown since its inception was -34.59%, roughly equal to the maximum VONE drawdown of -34.66%. Use the drawdown chart below to compare losses from any high point for BRGNX and VONE.
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Drawdown Indicators
| BRGNX | VONE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -34.66% | +0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -8.85% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.14% | -25.12% | -0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -34.66% | +0.07% |
Current DrawdownCurrent decline from peak | -5.77% | -5.39% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -4.05% | -3.94% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.60% | -0.01% |
Volatility
BRGNX vs. VONE - Volatility Comparison
iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Vanguard Russell 1000 ETF (VONE) have volatilities of 5.26% and 5.31%, 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 | VONE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 5.31% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 9.60% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.43% | 18.20% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 17.08% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 18.23% | -0.04% |