BRMKX vs. GABVX
BRMKX (iShares Russell Mid-Cap Index Fund) and GABVX (Gabelli Value 25 Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, BRMKX returned 11.64%/yr vs 7.32%/yr for GABVX. Their correlation of 0.86 suggests significant overlap in exposure. BRMKX charges 0.06%/yr vs 1.43%/yr for GABVX.
Performance
BRMKX vs. GABVX - Performance Comparison
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Returns By Period
In the year-to-date period, BRMKX achieves a 12.49% return, which is significantly higher than GABVX's 7.38% return. Over the past 10 years, BRMKX has outperformed GABVX with an annualized return of 11.64%, while GABVX has yielded a comparatively lower 7.32% annualized 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%
GABVX
- 1D
- -0.88%
- 1M
- 1.48%
- YTD
- 7.38%
- 6M
- 10.87%
- 1Y
- 27.71%
- 3Y*
- 15.33%
- 5Y*
- 5.00%
- 10Y*
- 7.32%
BRMKX vs. GABVX - 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% | 17.74% |
GABVX Gabelli Value 25 Fund | 7.38% | 28.77% | 4.10% | 8.75% | -15.87% | 14.86% | 5.86% | 17.84% | -8.19% | 12.77% |
Correlation
The correlation between BRMKX and GABVX is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.86 |
The correlation between BRMKX and GABVX has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.
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Return for Risk
BRMKX vs. GABVX — Risk / Return Rank
BRMKX
GABVX
BRMKX vs. GABVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and Gabelli Value 25 Fund (GABVX). 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 | GABVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.38 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 2.98 | -0.31 |
| Martin ratioReturn relative to average drawdown | 10.33 | 12.21 | -1.88 |
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 | GABVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.19 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.31 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.42 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.52 | +0.10 |
Drawdowns
BRMKX vs. GABVX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, smaller than the maximum GABVX drawdown of -63.09%. Use the drawdown chart below to compare losses from any high point for BRMKX and GABVX.
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Drawdown Indicators
| BRMKX | GABVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -63.09% | +22.89% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -9.10% | +0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -18.17% | -2.90% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -26.99% | +0.95% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -39.69% | -0.51% |
Current DrawdownCurrent decline from peak | -0.29% | -1.36% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -8.50% | +2.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.21% | -0.10% |
Volatility
BRMKX vs. GABVX - Volatility Comparison
iShares Russell Mid-Cap Index Fund (BRMKX) and Gabelli Value 25 Fund (GABVX) have volatilities of 3.32% and 3.24%, 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 | GABVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 3.24% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 9.52% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 12.40% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 16.26% | +1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.31% | 17.55% | +1.76% |
BRMKX vs. GABVX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is lower than GABVX's 1.43% expense ratio.
Dividends
BRMKX vs. GABVX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.29%, less than GABVX's 10.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
GABVX Gabelli Value 25 Fund | 10.26% | 11.01% | 0.00% | 12.15% | 17.78% | 12.01% | 9.32% | 10.28% | 9.54% | 6.82% | 7.49% | 17.39% |
Frequently Asked Questions
BRMKX and GABVX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRMKX has higher volatility (3.32%) compared to GABVX (3.24%). In terms of maximum drawdown, BRMKX dropped -40.20% vs GABVX's -63.09%.
GABVX currently has the higher Sharpe Ratio (2.19 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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