VIEIX vs. BRGNX
VIEIX (Vanguard Extended Market Index Fund Institutional Shares) and BRGNX (iShares Russell 1000 Large-Cap Index Fund) are both mutual funds - VIEIX is a Mid Cap Blend Equities fund managed by Vanguard, while BRGNX is a Large Cap Blend Equities fund managed by BlackRock. Over the past 10 years, VIEIX returned 12.09%/yr vs 15.12%/yr for BRGNX. Their correlation of 0.90 suggests significant overlap in exposure. VIEIX charges 0.05%/yr vs 0.12%/yr for BRGNX.
Performance
VIEIX vs. BRGNX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VIEIX achieves a 13.77% return, which is significantly higher than BRGNX's 10.54% return. Over the past 10 years, VIEIX has underperformed BRGNX with an annualized return of 12.09%, while BRGNX has yielded a comparatively higher 15.12% annualized return.
VIEIX
- 1D
- -1.01%
- 1M
- 3.43%
- YTD
- 13.77%
- 6M
- 11.95%
- 1Y
- 28.75%
- 3Y*
- 19.75%
- 5Y*
- 6.55%
- 10Y*
- 12.09%
BRGNX
- 1D
- -0.73%
- 1M
- 4.09%
- YTD
- 10.54%
- 6M
- 10.33%
- 1Y
- 27.03%
- 3Y*
- 22.05%
- 5Y*
- 13.02%
- 10Y*
- 15.12%
VIEIX vs. BRGNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIEIX Vanguard Extended Market Index Fund Institutional Shares | 13.77% | 11.42% | 15.49% | 26.97% | -26.46% | 12.46% | 32.24% | 28.05% | -9.36% | 18.12% |
BRGNX iShares Russell 1000 Large-Cap Index Fund | 10.54% | 17.22% | 24.36% | 26.43% | -19.15% | 26.14% | 20.79% | 31.30% | -4.89% | 21.47% |
Correlation
The correlation between VIEIX and BRGNX is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2011 | 0.90 |
The correlation between VIEIX and BRGNX has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
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
VIEIX vs. BRGNX — Risk / Return Rank
VIEIX
BRGNX
VIEIX vs. BRGNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Institutional Shares (VIEIX) and iShares Russell 1000 Large-Cap Index Fund (BRGNX). 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.
| VIEIX | BRGNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.41 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | 3.07 | -0.24 |
| Martin ratioReturn relative to average drawdown | 9.99 | 14.17 | -4.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VIEIX | BRGNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 2.27 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.76 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.83 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.79 | -0.39 |
Drawdowns
VIEIX vs. BRGNX - Drawdown Comparison
The maximum VIEIX drawdown since its inception was -58.03%, which is greater than BRGNX's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for VIEIX and BRGNX.
Loading charts...
Drawdown Indicators
| VIEIX | BRGNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.03% | -34.59% | -23.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.25% | -8.86% | -1.39% |
Max Drawdown (3Y)Largest decline over 3 years | -26.84% | -19.15% | -7.69% |
Max Drawdown (5Y)Largest decline over 5 years | -36.32% | -25.14% | -11.18% |
Max Drawdown (10Y)Largest decline over 10 years | -41.62% | -34.59% | -7.03% |
Current DrawdownCurrent decline from peak | -1.01% | -0.73% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -13.83% | -4.01% | -9.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 1.91% | +0.98% |
Volatility
VIEIX vs. BRGNX - Volatility Comparison
Vanguard Extended Market Index Fund Institutional Shares (VIEIX) has a higher volatility of 4.83% compared to iShares Russell 1000 Large-Cap Index Fund (BRGNX) at 2.95%. This indicates that VIEIX's price experiences larger fluctuations and is considered to be riskier than BRGNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VIEIX | BRGNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 2.95% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 9.06% | +3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.21% | 12.00% | +5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 17.18% | +5.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.36% | 18.21% | +4.15% |
VIEIX vs. BRGNX - Expense Ratio Comparison
VIEIX has a 0.05% expense ratio, which is lower than BRGNX's 0.12% 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
VIEIX vs. BRGNX - Dividend Comparison
VIEIX's dividend yield for the trailing twelve months is around 1.02%, less than BRGNX's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRGNX iShares Russell 1000 Large-Cap Index Fund | 2.46% | 2.71% | 1.32% | 1.44% | 1.77% | 1.83% | 1.46% | 2.76% | 2.40% | 2.59% | 3.92% | 5.41% |
VIEIX Vanguard Extended Market Index Fund Institutional Shares | 1.02% | 1.14% | 1.10% | 1.26% | 1.16% | 1.14% | 1.08% | 1.31% | 1.67% | 1.27% | 1.45% | 1.37% |
Frequently Asked Questions
VIEIX and BRGNX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIEIX has higher volatility (4.83%) compared to BRGNX (2.95%). In terms of maximum drawdown, VIEIX dropped -58.03% vs BRGNX's -34.59%.
BRGNX currently has the higher Sharpe Ratio (2.27 vs 1.69), 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.
Find the right allocation for VIEIX and BRGNX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer