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IVV vs. BBGLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVV vs. BBGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 ETF (IVV) and Bridge Builder Large Cap Growth Fund (BBGLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVV achieves a 9.08% return, which is significantly higher than BBGLX's 1.53% return. Over the past 10 years, IVV has outperformed BBGLX with an annualized return of 15.47%, while BBGLX has yielded a comparatively lower 13.54% annualized return.


IVV

1D
0.55%
1M
-0.08%
YTD
9.08%
6M
9.43%
1Y
24.38%
3Y*
20.95%
5Y*
13.42%
10Y*
15.47%

BBGLX

1D
1.30%
1M
-1.70%
YTD
1.53%
6M
-7.75%
1Y
1.14%
3Y*
12.64%
5Y*
6.58%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVV vs. BBGLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVV
iShares Core S&P 500 ETF
9.08%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%
BBGLX
Bridge Builder Large Cap Growth Fund
1.53%2.79%21.45%32.21%-26.82%23.34%34.84%33.32%0.10%25.33%

Correlation

The correlation between IVV and BBGLX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2015

0.94

The correlation between IVV and BBGLX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

IVV vs. BBGLX — Risk / Return Rank

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

IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6969
Sortino Ratio Rank
IVV Omega Ratio Rank: 7171
Omega Ratio Rank
IVV Calmar Ratio Rank: 6363
Calmar Ratio Rank
IVV Martin Ratio Rank: 7676
Martin Ratio Rank

BBGLX
BBGLX Risk / Return Rank: 44
Overall Rank
BBGLX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BBGLX Sortino Ratio Rank: 44
Sortino Ratio Rank
BBGLX Omega Ratio Rank: 55
Omega Ratio Rank
BBGLX Calmar Ratio Rank: 44
Calmar Ratio Rank
BBGLX Martin Ratio Rank: 44
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.

IVV vs. BBGLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) and Bridge Builder Large Cap Growth Fund (BBGLX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IVVBBGLXDifference
Sharpe ratioReturn per unit of total volatility

+1.91

Sortino ratioReturn per unit of downside risk

+2.48

Omega ratioGain probability vs. loss probability

1.36

1.03

+0.33

Calmar ratioReturn relative to maximum drawdown

2.76

0.07

+2.69

Martin ratioReturn relative to average drawdown

12.43

0.16

+12.28

IVV vs. BBGLX - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 2.00, which is higher than the BBGLX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of IVV and BBGLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IVV vs. BBGLX - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, which is greater than BBGLX's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for IVV and BBGLX.


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Drawdown Indicators


IVVBBGLXDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-32.31%

-22.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-22.44%

+13.55%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-22.44%

+3.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-32.31%

+7.78%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-32.31%

-1.59%

Current Drawdown

Current decline from peak

-2.35%

-9.95%

+7.60%

Average Drawdown

Average peak-to-trough decline

-10.77%

-6.22%

-4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

9.05%

-7.08%

Volatility

IVV vs. BBGLX - Volatility Comparison

iShares Core S&P 500 ETF (IVV) and Bridge Builder Large Cap Growth Fund (BBGLX) have volatilities of 4.37% and 4.54%, 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.


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Volatility by Period


IVVBBGLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

4.54%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

13.72%

-4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

16.31%

-4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

19.68%

-2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

19.45%

-1.37%

IVV vs. BBGLX - Expense Ratio Comparison

IVV has a 0.03% expense ratio, which is lower than BBGLX's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IVV vs. BBGLX - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.08%, while BBGLX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BBGLX
Bridge Builder Large Cap Growth Fund
0.00%0.00%7.16%0.78%0.71%7.71%3.67%2.05%5.25%0.80%0.92%0.52%
IVV
iShares Core S&P 500 ETF
1.08%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Frequently Asked Questions


With a correlation of 0.92, IVV and BBGLX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BBGLX has higher volatility (4.54%) compared to IVV (4.37%). In terms of maximum drawdown, IVV dropped -55.25% vs BBGLX's -32.31%.

IVV currently has the higher Sharpe Ratio (2.00 vs 0.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IVV and BBGLX

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