BRMKX vs. BTMKX
Compare and contrast key facts about iShares Russell Mid-Cap Index Fund (BRMKX) and iShares MSCI EAFE International Index Fund (BTMKX).
BRMKX is managed by BlackRock. It was launched on May 13, 2015. BTMKX is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Apr 1, 2011.
Performance
BRMKX vs. BTMKX - Performance Comparison
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BRMKX vs. BTMKX - 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% |
BTMKX iShares MSCI EAFE International Index Fund | 1.08% | 31.70% | 3.70% | 18.37% | -14.04% | 11.30% | 8.07% | 21.96% | -13.38% | 25.17% |
Returns By Period
In the year-to-date period, BRMKX achieves a 1.36% return, which is significantly higher than BTMKX's 1.08% return. Over the past 10 years, BRMKX has outperformed BTMKX with an annualized return of 10.79%, while BTMKX has yielded a comparatively lower 8.92% 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%
BTMKX
- 1D
- 3.05%
- 1M
- -6.31%
- YTD
- 1.08%
- 6M
- 4.89%
- 1Y
- 23.05%
- 3Y*
- 14.59%
- 5Y*
- 8.36%
- 10Y*
- 8.92%
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BRMKX vs. BTMKX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is higher than BTMKX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
BRMKX vs. BTMKX — Risk / Return Rank
BRMKX
BTMKX
BRMKX vs. BTMKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and iShares MSCI EAFE International Index Fund (BTMKX). 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 | BTMKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.36 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.88 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.27 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.95 | -0.71 |
Martin ratioReturn relative to average drawdown | 5.74 | 7.44 | -1.70 |
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 | BTMKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.36 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.53 | -0.14 |
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 | 0.37 | +0.20 |
Correlation
The correlation between BRMKX and BTMKX is 0.77, 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. BTMKX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.84%, more than BTMKX's 3.70% 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% |
BTMKX iShares MSCI EAFE International Index Fund | 3.70% | 3.74% | 3.43% | 3.19% | 2.80% | 3.06% | 1.99% | 3.34% | 4.58% | 2.45% | 2.85% | 2.42% |
Drawdowns
BRMKX vs. BTMKX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, which is greater than BTMKX's maximum drawdown of -33.92%. Use the drawdown chart below to compare losses from any high point for BRMKX and BTMKX.
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Drawdown Indicators
| BRMKX | BTMKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -33.92% | -6.28% |
Max Drawdown (1Y)Largest decline over 1 year | -13.37% | -11.30% | -2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -29.23% | +3.19% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -33.92% | -6.28% |
Current DrawdownCurrent decline from peak | -5.71% | -8.16% | +2.45% |
Average DrawdownAverage peak-to-trough decline | -5.73% | -7.82% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.96% | -0.08% |
Volatility
BRMKX vs. BTMKX - Volatility Comparison
The current volatility for iShares Russell Mid-Cap Index Fund (BRMKX) is 5.60%, while iShares MSCI EAFE International Index Fund (BTMKX) has a volatility of 7.75%. This indicates that BRMKX experiences smaller price fluctuations and is considered to be less risky than BTMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRMKX | BTMKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 7.75% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.52% | 11.22% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.08% | 17.21% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 16.00% | +2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 16.60% | +2.70% |