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BRMKX vs. BTMKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRMKX vs. BTMKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Mid-Cap Index Fund (BRMKX) and iShares MSCI EAFE International Index Fund (BTMKX). The values are adjusted to include any dividend payments, if applicable.

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BRMKX vs. BTMKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRMKX
BRMKX Risk / Return Rank: 4343
Overall Rank
BRMKX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BRMKX Sortino Ratio Rank: 3939
Sortino Ratio Rank
BRMKX Omega Ratio Rank: 3737
Omega Ratio Rank
BRMKX Calmar Ratio Rank: 4646
Calmar Ratio Rank
BRMKX Martin Ratio Rank: 5757
Martin Ratio Rank

BTMKX
BTMKX Risk / Return Rank: 7474
Overall Rank
BTMKX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BTMKX Sortino Ratio Rank: 7373
Sortino Ratio Rank
BTMKX Omega Ratio Rank: 7070
Omega Ratio Rank
BTMKX Calmar Ratio Rank: 7979
Calmar Ratio Rank
BTMKX Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


BRMKXBTMKXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.36

-0.52

Sortino ratio

Return per unit of downside risk

1.29

1.88

-0.59

Omega ratio

Gain probability vs. loss probability

1.18

1.27

-0.09

Calmar ratio

Return relative to maximum drawdown

1.24

1.95

-0.71

Martin ratio

Return relative to average drawdown

5.74

7.44

-1.70

BRMKX vs. BTMKX - Sharpe Ratio Comparison

The current BRMKX Sharpe Ratio is 0.84, which is lower than the BTMKX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of BRMKX and BTMKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BRMKXBTMKXDifference

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.


TTM20252024202320222021202020192018201720162015
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


BRMKXBTMKXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.71%

-8.16%

+2.45%

Average Drawdown

Average peak-to-trough decline

-5.73%

-7.82%

+2.09%

Ulcer Index

Depth 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


BRMKXBTMKXDifference

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%