BRMKX vs. DSMFX
BRMKX (iShares Russell Mid-Cap Index Fund) and DSMFX (Destinations Small-Mid Cap Equity Fund) are both Mid Cap Blend Equities funds. Over the past 5 years, BRMKX returned 8.16%/yr vs 7.92%/yr for DSMFX. Their correlation of 0.94 suggests significant overlap in exposure. BRMKX charges 0.06%/yr vs 1.10%/yr for DSMFX.
Performance
BRMKX vs. DSMFX - Performance Comparison
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Returns By Period
In the year-to-date period, BRMKX achieves a 12.49% return, which is significantly lower than DSMFX's 17.96% return.
BRMKX
- 1D
- -0.29%
- 1M
- 2.72%
- YTD
- 12.49%
- 6M
- 11.88%
- 1Y
- 21.98%
- 3Y*
- 17.39%
- 5Y*
- 8.16%
- 10Y*
- 11.64%
DSMFX
- 1D
- -0.71%
- 1M
- 1.69%
- YTD
- 17.96%
- 6M
- 16.41%
- 1Y
- 40.46%
- 3Y*
- 19.10%
- 5Y*
- 7.92%
- 10Y*
- —
BRMKX vs. DSMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 12.49% | 10.48% | 15.28% | 17.30% | -17.22% | 22.52% | 17.17% | 30.47% | -9.09% | 12.04% |
DSMFX Destinations Small-Mid Cap Equity Fund | 17.96% | 13.94% | 14.72% | 11.61% | -19.89% | 26.65% | 23.63% | 30.82% | -7.68% | 12.35% |
Correlation
The correlation between BRMKX and DSMFX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2017 | 0.94 |
The correlation between BRMKX and DSMFX has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
BRMKX vs. DSMFX — Risk / Return Rank
BRMKX
DSMFX
BRMKX vs. DSMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and Destinations Small-Mid Cap Equity Fund (DSMFX). 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 | DSMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.41 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 4.29 | -1.62 |
| Martin ratioReturn relative to average drawdown | 10.33 | 17.10 | -6.78 |
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 | DSMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.38 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.38 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.57 | +0.05 |
Drawdowns
BRMKX vs. DSMFX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, smaller than the maximum DSMFX drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for BRMKX and DSMFX.
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Drawdown Indicators
| BRMKX | DSMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -42.52% | +2.32% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -9.75% | +1.58% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -27.39% | +6.32% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -30.72% | +4.68% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | — | — |
Current DrawdownCurrent decline from peak | -0.29% | -0.71% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -8.76% | +3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.41% | -0.30% |
Volatility
BRMKX vs. DSMFX - Volatility Comparison
The current volatility for iShares Russell Mid-Cap Index Fund (BRMKX) is 3.32%, while Destinations Small-Mid Cap Equity Fund (DSMFX) has a volatility of 5.68%. This indicates that BRMKX experiences smaller price fluctuations and is considered to be less risky than DSMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRMKX | DSMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 5.68% | -2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 13.63% | -3.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 17.59% | -4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 20.97% | -2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.31% | 21.86% | -2.55% |
BRMKX vs. DSMFX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is lower than DSMFX's 1.10% expense ratio.
Dividends
BRMKX vs. DSMFX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.29%, less than DSMFX's 6.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 5.29% | 5.92% | 6.43% | 3.02% | 3.67% | 4.07% | 2.86% | 3.95% | 3.87% | 19.24% | 2.11% |
DSMFX Destinations Small-Mid Cap Equity Fund | 6.05% | 7.13% | 7.71% | 0.26% | 3.57% | 27.39% | 2.06% | 4.05% | 5.96% | 0.92% | 0.00% |
Frequently Asked Questions
BRMKX and DSMFX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSMFX has higher volatility (5.68%) compared to BRMKX (3.32%). In terms of maximum drawdown, BRMKX dropped -40.20% vs DSMFX's -42.52%.
DSMFX currently has the higher Sharpe Ratio (2.38 vs 1.63), 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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