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

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.


-0.50.00.51.01.0

Performance

BRGNX vs. VOO - 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 S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%AugustSeptemberOctoberNovemberDecember2025
375.24%
468.98%
BRGNX
VOO

Key characteristics

Sharpe Ratio

BRGNX:

1.83

VOO:

1.92

Sortino Ratio

BRGNX:

2.45

VOO:

2.56

Omega Ratio

BRGNX:

1.34

VOO:

1.35

Calmar Ratio

BRGNX:

2.78

VOO:

2.88

Martin Ratio

BRGNX:

11.47

VOO:

12.38

Ulcer Index

BRGNX:

2.06%

VOO:

1.96%

Daily Std Dev

BRGNX:

12.90%

VOO:

12.70%

Max Drawdown

BRGNX:

-34.59%

VOO:

-33.99%

Current Drawdown

BRGNX:

-4.72%

VOO:

-4.16%

Returns By Period

In the year-to-date period, BRGNX achieves a -0.80% return, which is significantly higher than VOO's -0.91% return. Over the past 10 years, BRGNX has underperformed VOO with an annualized return of 11.94%, while VOO has yielded a comparatively higher 13.27% annualized return.


BRGNX

YTD

-0.80%

1M

-3.81%

6M

4.88%

1Y

22.96%

5Y*

13.28%

10Y*

11.94%

VOO

YTD

-0.91%

1M

-3.61%

6M

4.42%

1Y

23.50%

5Y*

13.93%

10Y*

13.27%

*Annualized

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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%.


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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BRGNX vs. VOO — 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 9090
Overall Rank
The Sharpe Ratio Rank of BRGNX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BRGNX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BRGNX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BRGNX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BRGNX is 9191
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
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. 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.


The chart of Sharpe ratio for BRGNX, currently valued at 1.83, compared to the broader market-1.000.001.002.003.004.001.831.92
The chart of Sortino ratio for BRGNX, currently valued at 2.45, compared to the broader market-2.000.002.004.006.008.0010.002.452.56
The chart of Omega ratio for BRGNX, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.003.501.341.35
The chart of Calmar ratio for BRGNX, currently valued at 2.78, compared to the broader market0.005.0010.0015.002.782.88
The chart of Martin ratio for BRGNX, currently valued at 11.47, compared to the broader market0.0020.0040.0060.0011.4712.38
BRGNX
VOO

The current BRGNX Sharpe Ratio is 1.83, which is comparable to the VOO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of BRGNX and VOO, 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 Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.83
1.92
BRGNX
VOO

Dividends

BRGNX vs. VOO - Dividend Comparison

BRGNX's dividend yield for the trailing twelve months is around 1.16%, less than VOO's 1.26% yield.


TTM20242023202220212020201920182017201620152014
BRGNX
iShares Russell 1000 Large-Cap Index Fund
1.16%1.15%1.43%1.45%1.19%1.35%1.84%2.01%1.95%2.16%2.05%1.71%
VOO
Vanguard S&P 500 ETF
1.26%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.72%
-4.16%
BRGNX
VOO

Volatility

BRGNX vs. VOO - Volatility Comparison

iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.79% and 4.64%, 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.79%
4.64%
BRGNX
VOO