BRGNX vs. VTMNX
Compare and contrast key facts about iShares Russell 1000 Large-Cap Index Fund (BRGNX) and Vanguard Developed Markets Index Fund Institutional Shares (VTMNX).
BRGNX is managed by BlackRock. It was launched on Mar 31, 2011. VTMNX is managed by Vanguard. It was launched on Jan 4, 2001.
Performance
BRGNX vs. VTMNX - Performance Comparison
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BRGNX vs. VTMNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRGNX iShares Russell 1000 Large-Cap Index Fund | -4.45% | 17.22% | 24.36% | 26.43% | -19.15% | 26.14% | 20.79% | 31.30% | -4.89% | 21.47% |
VTMNX Vanguard Developed Markets Index Fund Institutional Shares | 2.51% | 35.16% | 2.99% | 17.82% | -15.36% | 11.40% | 10.26% | 22.13% | -14.51% | 26.45% |
Returns By Period
In the year-to-date period, BRGNX achieves a -4.45% return, which is significantly lower than VTMNX's 2.51% return. Over the past 10 years, BRGNX has outperformed VTMNX with an annualized return of 13.67%, while VTMNX has yielded a comparatively lower 9.33% annualized return.
BRGNX
- 1D
- 2.65%
- 1M
- -5.33%
- YTD
- -4.45%
- 6M
- -2.51%
- 1Y
- 16.82%
- 3Y*
- 17.91%
- 5Y*
- 10.87%
- 10Y*
- 13.67%
VTMNX
- 1D
- 3.01%
- 1M
- -7.60%
- YTD
- 2.51%
- 6M
- 7.79%
- 1Y
- 29.26%
- 3Y*
- 15.97%
- 5Y*
- 8.53%
- 10Y*
- 9.33%
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BRGNX vs. VTMNX - Expense Ratio Comparison
BRGNX has a 0.12% expense ratio, which is higher than VTMNX'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%.
Return for Risk
BRGNX vs. VTMNX — Risk / Return Rank
BRGNX
VTMNX
BRGNX vs. VTMNX - 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 Developed Markets Index Fund Institutional Shares (VTMNX). 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 | VTMNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.79 | -0.84 |
Sortino ratioReturn per unit of downside risk | 1.45 | 2.35 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.35 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 2.44 | -0.98 |
Martin ratioReturn relative to average drawdown | 6.98 | 9.58 | -2.60 |
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 | VTMNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.79 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.55 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.57 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.29 | +0.45 |
Correlation
The correlation between BRGNX and VTMNX is 0.81, 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. VTMNX - Dividend Comparison
BRGNX's dividend yield for the trailing twelve months is around 2.57%, less than VTMNX's 2.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRGNX iShares Russell 1000 Large-Cap Index Fund | 2.57% | 2.71% | 1.32% | 1.44% | 1.77% | 1.83% | 1.46% | 2.76% | 2.40% | 2.59% | 3.92% | 5.41% |
VTMNX Vanguard Developed Markets Index Fund Institutional Shares | 2.94% | 3.22% | 3.36% | 3.15% | 2.91% | 3.16% | 2.04% | 3.05% | 3.35% | 2.77% | 3.06% | 2.92% |
Drawdowns
BRGNX vs. VTMNX - Drawdown Comparison
The maximum BRGNX drawdown since its inception was -34.59%, smaller than the maximum VTMNX drawdown of -60.57%. Use the drawdown chart below to compare losses from any high point for BRGNX and VTMNX.
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Drawdown Indicators
| BRGNX | VTMNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -60.57% | +25.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.30% | -11.69% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -25.14% | -29.71% | +4.57% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -35.60% | +1.01% |
Current DrawdownCurrent decline from peak | -6.44% | -8.99% | +2.55% |
Average DrawdownAverage peak-to-trough decline | -4.05% | -13.29% | +9.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.97% | -0.41% |
Volatility
BRGNX vs. VTMNX - Volatility Comparison
The current volatility for iShares Russell 1000 Large-Cap Index Fund (BRGNX) is 5.24%, while Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) has a volatility of 7.85%. This indicates that BRGNX experiences smaller price fluctuations and is considered to be less risky than VTMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRGNX | VTMNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 7.85% | -2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 11.30% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 16.70% | +1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 15.67% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 16.42% | +1.77% |