VTMNX vs. BRGNX
Compare and contrast key facts about Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) and iShares Russell 1000 Large-Cap Index Fund (BRGNX).
VTMNX is managed by Vanguard. It was launched on Jan 4, 2001. BRGNX is managed by Blackrock. It was launched on Mar 31, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTMNX or BRGNX.
Performance
VTMNX vs. BRGNX - Performance Comparison
Returns By Period
In the year-to-date period, VTMNX achieves a 4.30% return, which is significantly lower than BRGNX's 25.25% return. Over the past 10 years, VTMNX has underperformed BRGNX with an annualized return of 5.24%, while BRGNX has yielded a comparatively higher 11.71% annualized return.
VTMNX
4.30%
-4.12%
-1.65%
11.36%
5.86%
5.24%
BRGNX
25.25%
1.68%
12.55%
32.59%
14.85%
11.71%
Key characteristics
| VTMNX | BRGNX | |
|---|---|---|
| Sharpe Ratio | 0.86 | 2.62 |
| Sortino Ratio | 1.25 | 3.50 |
| Omega Ratio | 1.15 | 1.49 |
| Calmar Ratio | 1.23 | 3.81 |
| Martin Ratio | 3.99 | 16.95 |
| Ulcer Index | 2.72% | 1.91% |
| Daily Std Dev | 12.63% | 12.35% |
| Max Drawdown | -60.58% | -34.59% |
| Current Drawdown | -7.92% | -1.35% |
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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%.
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.
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.
Dividends
VTMNX vs. BRGNX - Dividend Comparison
VTMNX's dividend yield for the trailing twelve months is around 3.06%, more than BRGNX's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTMNX Vanguard Developed Markets Index Fund Institutional Shares | 3.06% | 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 | 1.12% | 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.
Volatility
VTMNX vs. BRGNX - Volatility Comparison
The current volatility for Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) is 3.59%, while iShares Russell 1000 Large-Cap Index Fund (BRGNX) has a volatility of 4.15%. 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.