BRGNX vs. VOO
Compare and contrast key facts about iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Vanguard S&P 500 ETF (VOO).
BRGNX is managed by Blackrock. It was launched on Mar 31, 2011. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRGNX or VOO.
Key characteristics
| BRGNX | VOO | |
|---|---|---|
| YTD Return | 22.42% | 23.27% |
| 1Y Return | 40.46% | 40.74% |
| 3Y Return (Ann) | 8.72% | 9.79% |
| 5Y Return (Ann) | 15.10% | 15.52% |
| 10Y Return (Ann) | 12.84% | 13.22% |
| Sharpe Ratio | 3.39 | 3.45 |
| Sortino Ratio | 4.47 | 4.57 |
| Omega Ratio | 1.63 | 1.65 |
| Calmar Ratio | 3.62 | 4.15 |
| Martin Ratio | 22.11 | 22.76 |
| Ulcer Index | 1.87% | 1.83% |
| Daily Std Dev | 12.23% | 12.05% |
| Max Drawdown | -34.59% | -33.99% |
| Current Drawdown | -0.85% | -0.78% |
Correlation
The correlation between BRGNX and VOO 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.
Performance
BRGNX vs. VOO - Performance Comparison
The year-to-date returns for both investments are quite close, with BRGNX having a 22.42% return and VOO slightly higher at 23.27%. Both investments have delivered pretty close results over the past 10 years, with BRGNX having a 12.84% annualized return and VOO not far ahead at 13.22%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BRGNX vs. VOO - Expense Ratio Comparison
BRGNX has a 0.12% expense ratio, which is higher than VOO's 0.03% 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. VOO - 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 S&P 500 ETF (VOO). 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.
Dividends
BRGNX vs. VOO - Dividend Comparison
BRGNX's dividend yield for the trailing twelve months is around 1.14%, less than VOO's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.27% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BRGNX vs. VOO - Drawdown Comparison
The maximum BRGNX drawdown since its inception was -34.59%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BRGNX and VOO. For additional features, visit the drawdowns tool.
Volatility
BRGNX vs. VOO - Volatility Comparison
iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Vanguard S&P 500 ETF (VOO) have volatilities of 2.53% and 2.50%, 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.