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

Correlation

The correlation between VTMNX and BRGNX is 0.81, 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.


-0.50.00.51.00.8

Performance

VTMNX vs. BRGNX - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.87%
10.34%
VTMNX
BRGNX

Key characteristics

Sharpe Ratio

VTMNX:

0.24

BRGNX:

2.07

Sortino Ratio

VTMNX:

0.41

BRGNX:

2.76

Omega Ratio

VTMNX:

1.05

BRGNX:

1.38

Calmar Ratio

VTMNX:

0.28

BRGNX:

3.10

Martin Ratio

VTMNX:

0.88

BRGNX:

13.34

Ulcer Index

VTMNX:

3.42%

BRGNX:

1.97%

Daily Std Dev

VTMNX:

12.76%

BRGNX:

12.70%

Max Drawdown

VTMNX:

-60.58%

BRGNX:

-34.59%

Current Drawdown

VTMNX:

-10.25%

BRGNX:

-2.77%

Returns By Period

In the year-to-date period, VTMNX achieves a 1.67% return, which is significantly lower than BRGNX's 25.68% return. Over the past 10 years, VTMNX has underperformed BRGNX with an annualized return of 5.16%, while BRGNX has yielded a comparatively higher 11.60% annualized return.


VTMNX

YTD

1.67%

1M

-3.14%

6M

-2.88%

1Y

2.87%

5Y*

4.59%

10Y*

5.16%

BRGNX

YTD

25.68%

1M

-0.78%

6M

10.34%

1Y

26.09%

5Y*

14.21%

10Y*

11.60%

Compare stocks, funds, or ETFs

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VTMNX vs. BRGNX - Expense Ratio Comparison

VTMNX 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 VTMNX: 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

VTMNX vs. BRGNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) 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 VTMNX, currently valued at 0.24, compared to the broader market-1.000.001.002.003.004.000.242.07
The chart of Sortino ratio for VTMNX, currently valued at 0.41, compared to the broader market-2.000.002.004.006.008.0010.000.412.76
The chart of Omega ratio for VTMNX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.38
The chart of Calmar ratio for VTMNX, currently valued at 0.28, compared to the broader market0.002.004.006.008.0010.0012.0014.000.283.10
The chart of Martin ratio for VTMNX, currently valued at 0.88, compared to the broader market0.0020.0040.0060.000.8813.34
VTMNX
BRGNX

The current VTMNX Sharpe Ratio is 0.24, which is lower than the BRGNX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of VTMNX 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
0.24
2.07
VTMNX
BRGNX

Dividends

VTMNX vs. BRGNX - Dividend Comparison

VTMNX's dividend yield for the trailing twelve months is around 1.86%, more than BRGNX's 0.81% yield.


TTM20232022202120202019201820172016201520142013
VTMNX
Vanguard Developed Markets Index Fund Institutional Shares
1.86%3.15%2.91%3.15%2.04%3.05%3.34%2.77%3.06%2.92%3.71%2.62%
BRGNX
iShares Russell 1000 Large-Cap Index Fund
0.81%1.43%1.45%1.19%1.35%1.84%2.01%1.95%2.16%2.05%1.71%1.68%

Drawdowns

VTMNX vs. BRGNX - Drawdown Comparison

The maximum VTMNX drawdown since its inception was -60.58%, which is greater than BRGNX's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for VTMNX and BRGNX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.25%
-2.77%
VTMNX
BRGNX

Volatility

VTMNX vs. BRGNX - Volatility Comparison

The current volatility for Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) is 3.65%, while iShares Russell 1000 Large-Cap Index Fund (BRGNX) has a volatility of 4.10%. This indicates that VTMNX experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
3.65%
4.10%
VTMNX
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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