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VIEIX vs. BRGNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIEIX and BRGNX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

VIEIX vs. BRGNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Market Index Fund Institutional Shares (VIEIX) and iShares Russell 1000 Large-Cap Index Fund (BRGNX). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
292.04%
381.77%
VIEIX
BRGNX

Key characteristics

Sharpe Ratio

VIEIX:

1.15

BRGNX:

2.11

Sortino Ratio

VIEIX:

1.65

BRGNX:

2.81

Omega Ratio

VIEIX:

1.21

BRGNX:

1.39

Calmar Ratio

VIEIX:

1.11

BRGNX:

3.17

Martin Ratio

VIEIX:

6.30

BRGNX:

13.67

Ulcer Index

VIEIX:

3.32%

BRGNX:

1.96%

Daily Std Dev

VIEIX:

18.13%

BRGNX:

12.70%

Max Drawdown

VIEIX:

-58.04%

BRGNX:

-34.59%

Current Drawdown

VIEIX:

-6.86%

BRGNX:

-3.41%

Returns By Period

In the year-to-date period, VIEIX achieves a 18.34% return, which is significantly lower than BRGNX's 24.85% return. Over the past 10 years, VIEIX has underperformed BRGNX with an annualized return of 9.59%, while BRGNX has yielded a comparatively higher 11.57% annualized return.


VIEIX

YTD

18.34%

1M

-3.59%

6M

15.62%

1Y

18.28%

5Y*

10.19%

10Y*

9.59%

BRGNX

YTD

24.85%

1M

-0.31%

6M

9.36%

1Y

25.47%

5Y*

14.07%

10Y*

11.57%

Compare stocks, funds, or ETFs

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


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%.


BRGNX
iShares Russell 1000 Large-Cap Index Fund
Expense ratio chart for BRGNX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VIEIX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VIEIX vs. BRGNX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for VIEIX, currently valued at 1.15, compared to the broader market-1.000.001.002.003.004.001.152.11
The chart of Sortino ratio for VIEIX, currently valued at 1.65, compared to the broader market-2.000.002.004.006.008.0010.001.652.81
The chart of Omega ratio for VIEIX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.211.39
The chart of Calmar ratio for VIEIX, currently valued at 1.11, compared to the broader market0.002.004.006.008.0010.0012.0014.001.113.17
The chart of Martin ratio for VIEIX, currently valued at 6.30, compared to the broader market0.0020.0040.0060.006.3013.67
VIEIX
BRGNX

The current VIEIX Sharpe Ratio is 1.15, which is lower than the BRGNX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of VIEIX and BRGNX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.15
2.11
VIEIX
BRGNX

Dividends

VIEIX vs. BRGNX - Dividend Comparison

VIEIX's dividend yield for the trailing twelve months is around 0.78%, less than BRGNX's 0.82% yield.


TTM20232022202120202019201820172016201520142013
VIEIX
Vanguard Extended Market Index Fund Institutional Shares
0.78%1.28%1.16%1.14%1.08%1.31%1.67%1.27%1.45%1.37%1.34%1.15%
BRGNX
iShares Russell 1000 Large-Cap Index Fund
0.82%1.43%1.45%1.19%1.35%1.84%2.01%1.95%2.16%2.05%1.71%1.68%

Drawdowns

VIEIX vs. BRGNX - Drawdown Comparison

The maximum VIEIX drawdown since its inception was -58.04%, 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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.86%
-3.41%
VIEIX
BRGNX

Volatility

VIEIX vs. BRGNX - Volatility Comparison

Vanguard Extended Market Index Fund Institutional Shares (VIEIX) has a higher volatility of 6.34% compared to iShares Russell 1000 Large-Cap Index Fund (BRGNX) at 4.09%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.34%
4.09%
VIEIX
BRGNX
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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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