BRMKX vs. FTHMX
BRMKX (iShares Russell Mid-Cap Index Fund) and FTHMX (FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares) are both Mid Cap Blend Equities funds. Over the past year, BRMKX returned 21.51% vs 26.16% for FTHMX. Their correlation of 0.94 suggests significant overlap in exposure. BRMKX charges 0.06%/yr vs 0.83%/yr for FTHMX.
Performance
BRMKX vs. FTHMX - Performance Comparison
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Returns By Period
In the year-to-date period, BRMKX achieves a 13.46% return, which is significantly lower than FTHMX's 15.11% return.
BRMKX
- 1D
- 0.63%
- 1M
- 1.86%
- YTD
- 13.46%
- 6M
- 11.58%
- 1Y
- 21.51%
- 3Y*
- 17.32%
- 5Y*
- 8.04%
- 10Y*
- 12.05%
FTHMX
- 1D
- 0.87%
- 1M
- 0.59%
- YTD
- 15.11%
- 6M
- 13.31%
- 1Y
- 26.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BRMKX vs. FTHMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 13.46% | 10.48% | 15.28% | 12.88% |
FTHMX FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares | 15.11% | 12.89% | 12.48% | 11.60% |
Correlation
The correlation between BRMKX and FTHMX is 0.91, 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 | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2023 | 0.94 |
The correlation between BRMKX and FTHMX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
BRMKX vs. FTHMX — Risk / Return Rank
BRMKX
FTHMX
BRMKX vs. FTHMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares (FTHMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BRMKX | FTHMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.34 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.52 | 3.99 | -1.47 |
| Martin ratioReturn relative to average drawdown | 9.64 | 13.83 | -4.18 |
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Drawdowns
BRMKX vs. FTHMX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, which is greater than FTHMX's maximum drawdown of -20.45%. Use the drawdown chart below to compare losses from any high point for BRMKX and FTHMX.
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Drawdown Indicators
| BRMKX | FTHMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -20.45% | -19.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -6.33% | -1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | — | — |
Current DrawdownCurrent decline from peak | -0.79% | -1.28% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -2.99% | -2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.82% | +0.31% |
Volatility
BRMKX vs. FTHMX - Volatility Comparison
iShares Russell Mid-Cap Index Fund (BRMKX) has a higher volatility of 4.62% compared to FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares (FTHMX) at 4.00%. This indicates that BRMKX's price experiences larger fluctuations and is considered to be riskier than FTHMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRMKX | FTHMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 4.00% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 9.79% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 12.96% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.31% | 15.42% | +2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.31% | 15.42% | +3.89% |
BRMKX vs. FTHMX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is lower than FTHMX's 0.83% expense ratio.
Dividends
BRMKX vs. FTHMX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.25%, more than FTHMX's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 5.25% | 5.92% | 6.43% | 3.02% | 3.67% | 4.07% | 2.86% | 3.95% | 3.87% | 19.24% | 2.11% |
FTHMX FullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares | 0.28% | 0.33% | 0.28% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, BRMKX and FTHMX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BRMKX has higher volatility (4.62%) compared to FTHMX (4.00%). In terms of maximum drawdown, BRMKX dropped -40.20% vs FTHMX's -20.45%.
FTHMX currently has the higher Sharpe Ratio (1.95 vs 1.49), 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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