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BRMKX vs. GWSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRMKX vs. GWSAX - Performance Comparison

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

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BRMKX vs. GWSAX - 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%
GWSAX
Gabelli Focused Growth and Income Fund
5.40%2.11%13.19%11.90%-13.71%27.12%8.69%26.78%-25.30%17.07%

Returns By Period

In the year-to-date period, BRMKX achieves a 1.36% return, which is significantly lower than GWSAX's 5.40% return. Over the past 10 years, BRMKX has outperformed GWSAX with an annualized return of 10.79%, while GWSAX has yielded a comparatively lower 6.03% 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%

GWSAX

1D
0.23%
1M
-3.16%
YTD
5.40%
6M
5.61%
1Y
6.01%
3Y*
10.39%
5Y*
6.14%
10Y*
6.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRMKX vs. GWSAX - Expense Ratio Comparison

BRMKX has a 0.06% expense ratio, which is lower than GWSAX's 1.25% expense ratio.


Return for Risk

BRMKX vs. GWSAX — 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

GWSAX
GWSAX Risk / Return Rank: 1111
Overall Rank
GWSAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GWSAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
GWSAX Omega Ratio Rank: 1111
Omega Ratio Rank
GWSAX Calmar Ratio Rank: 1010
Calmar Ratio Rank
GWSAX Martin Ratio Rank: 1010
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. GWSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and Gabelli Focused Growth and Income Fund (GWSAX). 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.


BRMKXGWSAXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.36

+0.48

Sortino ratio

Return per unit of downside risk

1.29

0.56

+0.74

Omega ratio

Gain probability vs. loss probability

1.18

1.09

+0.09

Calmar ratio

Return relative to maximum drawdown

1.24

0.33

+0.91

Martin ratio

Return relative to average drawdown

5.74

1.09

+4.65

BRMKX vs. GWSAX - Sharpe Ratio Comparison

The current BRMKX Sharpe Ratio is 0.84, which is higher than the GWSAX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of BRMKX and GWSAX, 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


BRMKXGWSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.36

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.40

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.30

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.34

+0.22

Correlation

The correlation between BRMKX and GWSAX is 0.83, 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. GWSAX - Dividend Comparison

BRMKX's dividend yield for the trailing twelve months is around 5.84%, more than GWSAX's 4.95% yield.


TTM2025202420232022202120202019201820172016
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%
GWSAX
Gabelli Focused Growth and Income Fund
4.95%5.11%4.39%4.57%5.00%3.90%0.00%0.00%0.09%0.49%1.16%

Drawdowns

BRMKX vs. GWSAX - Drawdown Comparison

The maximum BRMKX drawdown since its inception was -40.20%, smaller than the maximum GWSAX drawdown of -55.75%. Use the drawdown chart below to compare losses from any high point for BRMKX and GWSAX.


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Drawdown Indicators


BRMKXGWSAXDifference

Max Drawdown

Largest peak-to-trough decline

-40.20%

-55.75%

+15.55%

Max Drawdown (1Y)

Largest decline over 1 year

-13.37%

-13.17%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-18.91%

-7.13%

Max Drawdown (10Y)

Largest decline over 10 years

-40.20%

-50.67%

+10.47%

Current Drawdown

Current decline from peak

-5.71%

-3.37%

-2.34%

Average Drawdown

Average peak-to-trough decline

-5.73%

-9.31%

+3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

3.94%

-1.06%

Volatility

BRMKX vs. GWSAX - Volatility Comparison

iShares Russell Mid-Cap Index Fund (BRMKX) has a higher volatility of 5.60% compared to Gabelli Focused Growth and Income Fund (GWSAX) at 3.03%. This indicates that BRMKX's price experiences larger fluctuations and is considered to be riskier than GWSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRMKXGWSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

3.03%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

10.52%

7.12%

+3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

19.08%

16.07%

+3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.25%

15.43%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

20.06%

-0.76%