BRMKX vs. BDJ
Compare and contrast key facts about iShares Russell Mid-Cap Index Fund (BRMKX) and BlackRock Enhanced Equity Dividend Fund (BDJ).
BRMKX is managed by BlackRock. It was launched on May 13, 2015. BDJ is managed by BlackRock. It was launched on Aug 30, 2005.
Performance
BRMKX vs. BDJ - Performance Comparison
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BRMKX vs. BDJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 1.36% | 10.48% | 15.28% | 17.30% | -17.22% | 22.52% | 17.17% | 30.47% | -9.09% | 17.74% |
BDJ BlackRock Enhanced Equity Dividend Fund | -5.83% | 26.12% | 16.87% | -6.67% | 0.83% | 26.56% | -7.58% | 37.43% | -10.42% | 20.78% |
Returns By Period
In the year-to-date period, BRMKX achieves a 1.36% return, which is significantly higher than BDJ's -5.83% return. Over the past 10 years, BRMKX has outperformed BDJ with an annualized return of 10.79%, while BDJ has yielded a comparatively lower 9.93% annualized return.
BRMKX
- 1D
- 2.68%
- 1M
- -5.54%
- YTD
- 1.36%
- 6M
- 1.46%
- 1Y
- 15.56%
- 3Y*
- 13.32%
- 5Y*
- 6.95%
- 10Y*
- 10.79%
BDJ
- 1D
- 1.51%
- 1M
- -8.69%
- YTD
- -5.83%
- 6M
- 1.12%
- 1Y
- 11.53%
- 3Y*
- 10.07%
- 5Y*
- 7.81%
- 10Y*
- 9.93%
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BRMKX vs. BDJ - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is lower than BDJ's 0.86% expense ratio.
Return for Risk
BRMKX vs. BDJ — Risk / Return Rank
BRMKX
BDJ
BRMKX vs. BDJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and BlackRock Enhanced Equity Dividend Fund (BDJ). 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.
| BRMKX | BDJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.69 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.04 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.15 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.97 | +0.26 |
Martin ratioReturn relative to average drawdown | 5.74 | 3.62 | +2.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRMKX | BDJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.69 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.49 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.54 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.30 | +0.27 |
Correlation
The correlation between BRMKX and BDJ is 0.71, 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.
Dividends
BRMKX vs. BDJ - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.84%, less than BDJ's 9.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 5.84% | 5.92% | 6.43% | 3.02% | 3.67% | 4.07% | 2.86% | 3.95% | 3.87% | 19.24% | 2.11% | 0.00% |
BDJ BlackRock Enhanced Equity Dividend Fund | 9.78% | 9.03% | 8.21% | 9.49% | 12.18% | 5.95% | 7.08% | 6.66% | 7.21% | 6.07% | 6.88% | 7.36% |
Drawdowns
BRMKX vs. BDJ - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, smaller than the maximum BDJ drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for BRMKX and BDJ.
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Drawdown Indicators
| BRMKX | BDJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -59.46% | +19.26% |
Max Drawdown (1Y)Largest decline over 1 year | -13.37% | -12.28% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -21.39% | -4.65% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -48.14% | +7.94% |
Current DrawdownCurrent decline from peak | -5.71% | -9.16% | +3.45% |
Average DrawdownAverage peak-to-trough decline | -5.73% | -8.99% | +3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 3.29% | -0.41% |
Volatility
BRMKX vs. BDJ - Volatility Comparison
iShares Russell Mid-Cap Index Fund (BRMKX) and BlackRock Enhanced Equity Dividend Fund (BDJ) have volatilities of 5.60% and 5.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRMKX | BDJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 5.62% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.52% | 9.50% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.08% | 16.68% | +2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 16.13% | +2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 18.38% | +0.92% |