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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRGNX or VTMNX.
Key characteristics
| BRGNX | VTMNX | |
|---|---|---|
| YTD Return | 22.42% | 7.14% |
| 1Y Return | 40.46% | 23.50% |
| 3Y Return (Ann) | 8.72% | 2.18% |
| 5Y Return (Ann) | 15.10% | 6.43% |
| 10Y Return (Ann) | 12.84% | 5.50% |
| Sharpe Ratio | 3.39 | 1.85 |
| Sortino Ratio | 4.47 | 2.61 |
| Omega Ratio | 1.63 | 1.33 |
| Calmar Ratio | 3.62 | 1.53 |
| Martin Ratio | 22.11 | 10.98 |
| Ulcer Index | 1.87% | 2.17% |
| Daily Std Dev | 12.23% | 12.83% |
| Max Drawdown | -34.59% | -60.58% |
| Current Drawdown | -0.85% | -5.42% |
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.
Performance
BRGNX vs. VTMNX - Performance Comparison
In the year-to-date period, BRGNX achieves a 22.42% return, which is significantly higher than VTMNX's 7.14% return. Over the past 10 years, BRGNX has outperformed VTMNX with an annualized return of 12.84%, while VTMNX has yielded a comparatively lower 5.50% annualized return. 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. 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%.
Risk-Adjusted Performance
BRGNX vs. VTMNX - 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 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.
Dividends
BRGNX vs. VTMNX - Dividend Comparison
BRGNX's dividend yield for the trailing twelve months is around 1.14%, less than VTMNX's 2.98% 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% |
VTMNX Vanguard Developed Markets Index Fund Institutional Shares | 2.98% | 3.15% | 2.91% | 3.16% | 2.04% | 3.05% | 3.35% | 2.77% | 3.06% | 2.92% | 3.71% | 2.62% |
Drawdowns
BRGNX vs. VTMNX - Drawdown Comparison
The maximum BRGNX drawdown since its inception was -34.59%, smaller than the maximum VTMNX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for BRGNX and VTMNX. For additional features, visit the drawdowns tool.
Volatility
BRGNX vs. VTMNX - Volatility Comparison
The current volatility for iShares Russell 1000 Large-Cap Index Fund (BRGNX) is 2.53%, while Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) has a volatility of 2.81%. 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.