PortfoliosLab logoPortfoliosLab logo
BRIG.L vs. FMAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRIG.L vs. FMAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in BlackRock Income and Growth Investment Trust plc (BRIG.L) and Fidelity Magellan Fund (FMAGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BRIG.L vs. FMAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRIG.L
BlackRock Income and Growth Investment Trust plc
3.12%15.89%9.68%1.75%5.28%14.35%-13.90%22.01%-13.26%14.36%
FMAGX
Fidelity Magellan Fund
-5.82%7.99%30.30%24.49%-18.52%28.28%24.57%26.27%-0.11%15.55%
Different Trading Currencies

BRIG.L is traded in GBp, while FMAGX is traded in USD. To make them comparable, the FMAGX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BRIG.L achieves a 3.12% return, which is significantly higher than FMAGX's -5.82% return. Over the past 10 years, BRIG.L has underperformed FMAGX with an annualized return of 6.19%, while FMAGX has yielded a comparatively higher 14.42% annualized return.


BRIG.L

1D
0.45%
1M
-4.72%
YTD
3.12%
6M
10.67%
1Y
18.47%
3Y*
8.81%
5Y*
9.68%
10Y*
6.19%

FMAGX

1D
2.97%
1M
-5.22%
YTD
-5.82%
6M
-8.34%
1Y
10.70%
3Y*
15.74%
5Y*
11.31%
10Y*
14.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BRIG.L vs. FMAGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRIG.L
BRIG.L Risk / Return Rank: 7676
Overall Rank
BRIG.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BRIG.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
BRIG.L Omega Ratio Rank: 7575
Omega Ratio Rank
BRIG.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
BRIG.L Martin Ratio Rank: 8282
Martin Ratio Rank

FMAGX
FMAGX Risk / Return Rank: 3131
Overall Rank
FMAGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FMAGX Sortino Ratio Rank: 3232
Sortino Ratio Rank
FMAGX Omega Ratio Rank: 2929
Omega Ratio Rank
FMAGX Calmar Ratio Rank: 3737
Calmar Ratio Rank
FMAGX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRIG.L vs. FMAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Income and Growth Investment Trust plc (BRIG.L) and Fidelity Magellan Fund (FMAGX). 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.


BRIG.LFMAGXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.55

+0.50

Sortino ratio

Return per unit of downside risk

1.64

0.94

+0.70

Omega ratio

Gain probability vs. loss probability

1.26

1.13

+0.13

Calmar ratio

Return relative to maximum drawdown

2.40

0.84

+1.56

Martin ratio

Return relative to average drawdown

7.14

2.40

+4.74

BRIG.L vs. FMAGX - Sharpe Ratio Comparison

The current BRIG.L Sharpe Ratio is 1.05, which is higher than the FMAGX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of BRIG.L and FMAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BRIG.LFMAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.55

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.60

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.72

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.54

-0.29

Correlation

The correlation between BRIG.L and FMAGX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BRIG.L vs. FMAGX - Dividend Comparison

BRIG.L's dividend yield for the trailing twelve months is around 3.47%, less than FMAGX's 15.04% yield.


TTM20252024202320222021202020192018201720162015
BRIG.L
BlackRock Income and Growth Investment Trust plc
3.47%3.45%3.81%3.90%3.77%3.82%4.20%3.38%3.75%3.05%3.17%3.15%
FMAGX
Fidelity Magellan Fund
15.04%13.90%6.12%11.72%5.02%7.01%0.30%14.93%10.83%9.64%2.92%7.60%

Drawdowns

BRIG.L vs. FMAGX - Drawdown Comparison

The maximum BRIG.L drawdown since its inception was -57.67%, which is greater than FMAGX's maximum drawdown of -47.21%. Use the drawdown chart below to compare losses from any high point for BRIG.L and FMAGX.


Loading graphics...

Drawdown Indicators


BRIG.LFMAGXDifference

Max Drawdown

Largest peak-to-trough decline

-57.67%

-71.14%

+13.47%

Max Drawdown (1Y)

Largest decline over 1 year

-7.69%

-14.00%

+6.31%

Max Drawdown (5Y)

Largest decline over 5 years

-16.99%

-33.13%

+16.14%

Max Drawdown (10Y)

Largest decline over 10 years

-42.82%

-33.13%

-9.69%

Current Drawdown

Current decline from peak

-5.13%

-11.17%

+6.04%

Average Drawdown

Average peak-to-trough decline

-9.16%

-15.00%

+5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

3.94%

-1.35%

Volatility

BRIG.L vs. FMAGX - Volatility Comparison

BlackRock Income and Growth Investment Trust plc (BRIG.L) and Fidelity Magellan Fund (FMAGX) have volatilities of 5.19% and 5.44%, 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.


Loading graphics...

Volatility by Period


BRIG.LFMAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

5.44%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

12.00%

11.08%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

17.52%

20.97%

-3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.86%

19.07%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

20.14%

+1.35%