PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BRIG.L vs. VIGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRIG.L and VIGAX is 0.14, 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.


-0.50.00.51.00.1

Performance

BRIG.L vs. VIGAX - 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 Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.70%
13.60%
BRIG.L
VIGAX

Key characteristics

Sharpe Ratio

BRIG.L:

0.90

VIGAX:

1.68

Sortino Ratio

BRIG.L:

1.49

VIGAX:

2.24

Omega Ratio

BRIG.L:

1.22

VIGAX:

1.30

Calmar Ratio

BRIG.L:

2.10

VIGAX:

2.31

Martin Ratio

BRIG.L:

4.65

VIGAX:

8.72

Ulcer Index

BRIG.L:

4.17%

VIGAX:

3.43%

Daily Std Dev

BRIG.L:

21.39%

VIGAX:

17.76%

Max Drawdown

BRIG.L:

-59.17%

VIGAX:

-50.66%

Current Drawdown

BRIG.L:

-2.39%

VIGAX:

0.00%

Returns By Period

In the year-to-date period, BRIG.L achieves a 6.08% return, which is significantly higher than VIGAX's 4.19% return. Over the past 10 years, BRIG.L has underperformed VIGAX with an annualized return of 4.89%, while VIGAX has yielded a comparatively higher 15.73% annualized return.


BRIG.L

YTD

6.08%

1M

5.01%

6M

2.94%

1Y

19.37%

5Y*

3.72%

10Y*

4.89%

VIGAX

YTD

4.19%

1M

2.83%

6M

13.48%

1Y

28.90%

5Y*

17.02%

10Y*

15.73%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

BRIG.L vs. VIGAX — Risk-Adjusted Performance Rank

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

BRIG.L
The Risk-Adjusted Performance Rank of BRIG.L is 7676
Overall Rank
The Sharpe Ratio Rank of BRIG.L is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of BRIG.L is 6969
Sortino Ratio Rank
The Omega Ratio Rank of BRIG.L is 7171
Omega Ratio Rank
The Calmar Ratio Rank of BRIG.L is 9090
Calmar Ratio Rank
The Martin Ratio Rank of BRIG.L is 7878
Martin Ratio Rank

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 7878
Overall Rank
The Sharpe Ratio Rank of VIGAX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 8181
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.

BRIG.L vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Income and Growth Investment Trust plc (BRIG.L) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


Sharpe ratio
The chart of Sharpe ratio for BRIG.L, currently valued at 0.82, compared to the broader market-2.000.002.004.000.821.54
The chart of Sortino ratio for BRIG.L, currently valued at 1.35, compared to the broader market-6.00-4.00-2.000.002.004.006.001.352.06
The chart of Omega ratio for BRIG.L, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.28
The chart of Calmar ratio for BRIG.L, currently valued at 1.36, compared to the broader market0.002.004.006.001.362.07
The chart of Martin ratio for BRIG.L, currently valued at 3.26, compared to the broader market-10.000.0010.0020.0030.003.267.79
BRIG.L
VIGAX

The current BRIG.L Sharpe Ratio is 0.90, which is lower than the VIGAX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of BRIG.L and VIGAX, 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.82
1.54
BRIG.L
VIGAX

Dividends

BRIG.L vs. VIGAX - Dividend Comparison

BRIG.L's dividend yield for the trailing twelve months is around 372.55%, more than VIGAX's 0.44% yield.


TTM20242023202220212020201920182017201620152014
BRIG.L
BlackRock Income and Growth Investment Trust plc
372.55%380.71%390.37%376.96%381.96%419.83%338.16%375.00%305.49%317.04%315.09%324.32%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.44%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%

Drawdowns

BRIG.L vs. VIGAX - Drawdown Comparison

The maximum BRIG.L drawdown since its inception was -59.17%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for BRIG.L and VIGAX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.13%
0
BRIG.L
VIGAX

Volatility

BRIG.L vs. VIGAX - Volatility Comparison

BlackRock Income and Growth Investment Trust plc (BRIG.L) has a higher volatility of 9.35% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 4.86%. This indicates that BRIG.L's price experiences larger fluctuations and is considered to be riskier than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
9.35%
4.86%
BRIG.L
VIGAX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab