BDBKX vs. WEMMX
BDBKX (iShares Russell 2000 Small-Cap Index Fund Class K) and WEMMX (TETON Westwood Mighty Mites Fund) are both Small Cap Blend Equities funds. Over the past 10 years, BDBKX returned 10.93%/yr vs 9.60%/yr for WEMMX. Their correlation of 0.94 means they have usually moved in the same direction. BDBKX charges 0.07%/yr vs 1.41%/yr for WEMMX.
Performance
BDBKX vs. WEMMX - Performance Comparison
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Returns By Period
In the year-to-date period, BDBKX achieves a 23.05% return, which is significantly lower than WEMMX's 30.63% return. Over the past 10 years, BDBKX has outperformed WEMMX with an annualized return of 10.93%, while WEMMX has yielded a comparatively lower 9.60% annualized return.
BDBKX
- 1D
- 1.86%
- 1M
- 0.97%
- 6M
- 16.28%
- YTD
- 23.05%
- 1Y
- 38.01%
- 3Y*
- 17.31%
- 5Y*
- 7.76%
- 10Y*
- 10.93%
- ALL TIME*
- 10.09%
WEMMX
- 1D
- 2.19%
- 1M
- 1.63%
- 6M
- 18.98%
- YTD
- 30.63%
- 1Y
- 38.97%
- 3Y*
- 15.93%
- 5Y*
- 8.06%
- 10Y*
- 9.60%
- ALL TIME*
- 10.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BDBKX vs. WEMMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDBKX iShares Russell 2000 Small-Cap Index Fund Class K | 23.05% | 12.81% | 11.40% | 17.04% | -20.32% | 14.59% | 20.02% | 25.66% | -11.01% | 14.71% |
WEMMX TETON Westwood Mighty Mites Fund | 30.63% | 11.02% | 3.83% | 13.53% | -15.37% | 21.44% | 10.02% | 16.94% | -13.69% | 15.47% |
Correlation
The correlation between BDBKX and WEMMX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2011 | 0.94 |
The correlation between BDBKX and WEMMX has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
BDBKX vs. WEMMX — Risk / Return Rank
BDBKX
WEMMX
BDBKX vs. WEMMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) and TETON Westwood Mighty Mites Fund (WEMMX). 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.
| BDBKX | WEMMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 4.21 | -0.65 |
| Martin ratioReturn relative to average drawdown | 12.62 | 12.15 | +0.47 |
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Drawdowns
BDBKX vs. WEMMX - Drawdown Comparison
The maximum BDBKX drawdown since its inception was -41.66%, roughly equal to the maximum WEMMX drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for BDBKX and WEMMX.
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Drawdown Indicators
| BDBKX | WEMMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.66% | -42.48% | +0.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -9.31% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -27.53% | -21.44% | -6.09% |
Max Drawdown (5Y)Largest decline over 5 years | -31.96% | -27.11% | -4.85% |
Max Drawdown (10Y)Largest decline over 10 years | -41.66% | -41.73% | +0.07% |
Current DrawdownCurrent decline from peak | 0.00% | -1.11% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -8.66% | -6.60% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 3.22% | -0.13% |
Volatility
BDBKX vs. WEMMX - Volatility Comparison
The current volatility for iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) is 4.57%, while TETON Westwood Mighty Mites Fund (WEMMX) has a volatility of 5.31%. This indicates that BDBKX experiences smaller price fluctuations and is considered to be less risky than WEMMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDBKX | WEMMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 5.31% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 13.22% | +0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.36% | 18.09% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.15% | 19.05% | +4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 20.51% | +3.18% |
BDBKX vs. WEMMX - Expense Ratio Comparison
BDBKX has a 0.07% expense ratio, which is lower than WEMMX's 1.41% expense ratio.
Dividends
BDBKX vs. WEMMX - Dividend Comparison
BDBKX's dividend yield for the trailing twelve months is around 2.65%, less than WEMMX's 17.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDBKX iShares Russell 2000 Small-Cap Index Fund Class K | 2.65% | 3.17% | 4.84% | 2.96% | 1.76% | 7.67% | 1.45% | 3.47% | 4.29% | 3.18% | 4.62% | 3.64% |
WEMMX TETON Westwood Mighty Mites Fund | 17.46% | 22.80% | 26.79% | 18.86% | 13.60% | 15.44% | 9.23% | 4.11% | 4.16% | 6.44% | 4.61% | 2.35% |
Frequently Asked Questions
BDBKX and WEMMX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WEMMX has higher volatility (5.31%) compared to BDBKX (4.57%). In terms of maximum drawdown, BDBKX dropped -41.66% vs WEMMX's -42.48%.
WEMMX currently has the higher Sharpe Ratio (2.18 vs 2.03), 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.
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