BRMKX vs. ^GSPC
Compare and contrast key facts about iShares Russell Mid-Cap Index Fund (BRMKX) and S&P 500 (^GSPC).
BRMKX is managed by Blackrock. It was launched on May 13, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRMKX or ^GSPC.
Correlation
The correlation between BRMKX and ^GSPC is 0.91, 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.
Performance
BRMKX vs. ^GSPC - Performance Comparison
Key characteristics
BRMKX:
1.20
^GSPC:
2.01
BRMKX:
1.63
^GSPC:
2.67
BRMKX:
1.22
^GSPC:
1.37
BRMKX:
1.38
^GSPC:
3.04
BRMKX:
4.42
^GSPC:
12.46
BRMKX:
3.88%
^GSPC:
2.07%
BRMKX:
14.28%
^GSPC:
12.86%
BRMKX:
-40.20%
^GSPC:
-56.78%
BRMKX:
-7.13%
^GSPC:
-0.06%
Returns By Period
In the year-to-date period, BRMKX achieves a 4.64% return, which is significantly higher than ^GSPC's 3.48% return.
BRMKX
4.64%
3.67%
7.82%
16.29%
7.91%
N/A
^GSPC
3.48%
1.88%
12.15%
25.12%
13.11%
11.52%
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Risk-Adjusted Performance
BRMKX vs. ^GSPC — Risk-Adjusted Performance Rank
BRMKX
^GSPC
BRMKX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and S&P 500 (^GSPC). 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.
Drawdowns
BRMKX vs. ^GSPC - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BRMKX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
BRMKX vs. ^GSPC - Volatility Comparison
The current volatility for iShares Russell Mid-Cap Index Fund (BRMKX) is 3.89%, while S&P 500 (^GSPC) has a volatility of 4.10%. This indicates that BRMKX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.