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BRIG.L vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRIG.L and VWO is 0.22, 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.


-0.50.00.51.00.2

Performance

BRIG.L vs. VWO - 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 FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
1.13%
7.41%
BRIG.L
VWO

Key characteristics

Sharpe Ratio

BRIG.L:

0.89

VWO:

1.14

Sortino Ratio

BRIG.L:

1.47

VWO:

1.67

Omega Ratio

BRIG.L:

1.22

VWO:

1.21

Calmar Ratio

BRIG.L:

2.06

VWO:

0.84

Martin Ratio

BRIG.L:

4.56

VWO:

3.50

Ulcer Index

BRIG.L:

4.18%

VWO:

4.78%

Daily Std Dev

BRIG.L:

21.35%

VWO:

14.64%

Max Drawdown

BRIG.L:

-59.17%

VWO:

-67.68%

Current Drawdown

BRIG.L:

-2.39%

VWO:

-6.08%

Returns By Period

In the year-to-date period, BRIG.L achieves a 6.08% return, which is significantly higher than VWO's 5.50% return. Over the past 10 years, BRIG.L has outperformed VWO with an annualized return of 4.86%, while VWO has yielded a comparatively lower 4.20% annualized return.


BRIG.L

YTD

6.08%

1M

4.49%

6M

4.49%

1Y

19.03%

5Y*

4.12%

10Y*

4.86%

VWO

YTD

5.50%

1M

5.09%

6M

7.41%

1Y

16.36%

5Y*

4.66%

10Y*

4.20%

*Annualized

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Risk-Adjusted Performance

BRIG.L vs. VWO — 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 7777
Overall Rank
The Sharpe Ratio Rank of BRIG.L is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of BRIG.L is 7070
Sortino Ratio Rank
The Omega Ratio Rank of BRIG.L is 7373
Omega Ratio Rank
The Calmar Ratio Rank of BRIG.L is 9090
Calmar Ratio Rank
The Martin Ratio Rank of BRIG.L is 7979
Martin Ratio Rank

VWO
The Risk-Adjusted Performance Rank of VWO is 4242
Overall Rank
The Sharpe Ratio Rank of VWO is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of VWO is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VWO is 4545
Omega Ratio Rank
The Calmar Ratio Rank of VWO is 3737
Calmar Ratio Rank
The Martin Ratio Rank of VWO is 3838
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. VWO - 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 FTSE Emerging Markets ETF (VWO). 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 0.81, compared to the broader market-2.000.002.000.811.18
The chart of Sortino ratio for BRIG.L, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.006.001.351.73
The chart of Omega ratio for BRIG.L, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.22
The chart of Calmar ratio for BRIG.L, currently valued at 1.35, compared to the broader market0.002.004.006.001.350.86
The chart of Martin ratio for BRIG.L, currently valued at 3.24, compared to the broader market-10.000.0010.0020.0030.003.243.51
BRIG.L
VWO

The current BRIG.L Sharpe Ratio is 0.89, which is comparable to the VWO Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of BRIG.L and VWO, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.81
1.18
BRIG.L
VWO

Dividends

BRIG.L vs. VWO - Dividend Comparison

BRIG.L's dividend yield for the trailing twelve months is around 372.55%, more than VWO's 3.03% 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%
VWO
Vanguard FTSE Emerging Markets ETF
3.03%3.20%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%

Drawdowns

BRIG.L vs. VWO - Drawdown Comparison

The maximum BRIG.L drawdown since its inception was -59.17%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for BRIG.L and VWO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.79%
-6.08%
BRIG.L
VWO

Volatility

BRIG.L vs. VWO - Volatility Comparison

BlackRock Income and Growth Investment Trust plc (BRIG.L) has a higher volatility of 9.25% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 3.58%. This indicates that BRIG.L's price experiences larger fluctuations and is considered to be riskier than VWO 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
9.25%
3.58%
BRIG.L
VWO
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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.

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