BRMKX vs. HLGEX
BRMKX (iShares Russell Mid-Cap Index Fund) and HLGEX (JPMorgan Mid Cap Growth Fund) are both mutual funds - BRMKX is a Mid Cap Blend Equities fund managed by BlackRock, while HLGEX is a Mid Cap Growth Equities fund managed by JPMorgan. Over the past 10 years, BRMKX returned 12.12%/yr vs 14.35%/yr for HLGEX. Their correlation of 0.90 suggests significant overlap in exposure. BRMKX charges 0.06%/yr vs 0.89%/yr for HLGEX.
Performance
BRMKX vs. HLGEX - Performance Comparison
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Returns By Period
In the year-to-date period, BRMKX achieves a 14.11% return, which is significantly higher than HLGEX's 7.34% return. Over the past 10 years, BRMKX has underperformed HLGEX with an annualized return of 12.12%, while HLGEX has yielded a comparatively higher 14.35% annualized return.
BRMKX
- 1D
- 0.51%
- 1M
- 3.34%
- YTD
- 14.11%
- 6M
- 12.58%
- 1Y
- 22.60%
- 3Y*
- 17.54%
- 5Y*
- 8.49%
- 10Y*
- 12.12%
HLGEX
- 1D
- 0.43%
- 1M
- 3.92%
- YTD
- 7.34%
- 6M
- 5.13%
- 1Y
- 11.91%
- 3Y*
- 16.51%
- 5Y*
- 5.86%
- 10Y*
- 14.35%
BRMKX vs. HLGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 14.11% | 10.48% | 15.28% | 17.30% | -17.22% | 22.52% | 17.17% | 30.47% | -9.09% | 17.74% |
HLGEX JPMorgan Mid Cap Growth Fund | 7.34% | 8.65% | 22.80% | 23.11% | -27.08% | 10.67% | 48.33% | 39.73% | -5.07% | 29.51% |
Correlation
The correlation between BRMKX and HLGEX is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.90 |
The correlation between BRMKX and HLGEX has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.
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Return for Risk
BRMKX vs. HLGEX — Risk / Return Rank
BRMKX
HLGEX
BRMKX vs. HLGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and JPMorgan Mid Cap Growth Fund (HLGEX). 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 | HLGEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.13 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 0.92 | +1.98 |
| Martin ratioReturn relative to average drawdown | 11.11 | 2.90 | +8.21 |
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Drawdowns
BRMKX vs. HLGEX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, smaller than the maximum HLGEX drawdown of -57.65%. Use the drawdown chart below to compare losses from any high point for BRMKX and HLGEX.
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Drawdown Indicators
| BRMKX | HLGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -57.65% | +17.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -14.19% | +6.02% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -25.50% | +4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -37.16% | +11.12% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -37.16% | -3.04% |
Current DrawdownCurrent decline from peak | -0.23% | 0.00% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -11.42% | +5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 4.47% | -2.34% |
Volatility
BRMKX vs. HLGEX - Volatility Comparison
The current volatility for iShares Russell Mid-Cap Index Fund (BRMKX) is 4.44%, while JPMorgan Mid Cap Growth Fund (HLGEX) has a volatility of 6.14%. This indicates that BRMKX experiences smaller price fluctuations and is considered to be less risky than HLGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRMKX | HLGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 6.14% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.47% | 14.35% | -3.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.86% | 18.14% | -4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.30% | 22.41% | -4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.35% | 22.02% | -2.67% |
BRMKX vs. HLGEX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is lower than HLGEX's 0.89% expense ratio.
Dividends
BRMKX vs. HLGEX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.22%, less than HLGEX's 8.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 5.22% | 5.92% | 6.43% | 3.02% | 3.67% | 4.07% | 2.86% | 3.95% | 3.87% | 19.24% | 2.11% | 0.00% |
HLGEX JPMorgan Mid Cap Growth Fund | 8.79% | 9.43% | 14.70% | 0.00% | 0.79% | 8.87% | 10.61% | 7.29% | 7.26% | 6.41% | 0.04% | 5.32% |
Frequently Asked Questions
BRMKX and HLGEX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HLGEX has higher volatility (6.14%) compared to BRMKX (4.44%). In terms of maximum drawdown, BRMKX dropped -40.20% vs HLGEX's -57.65%.
BRMKX currently has the higher Sharpe Ratio (1.71 vs 0.72), 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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