PortfoliosLab logoPortfoliosLab logo
BRMKX vs. MDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRMKX vs. MDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Mid-Cap Index Fund (BRMKX) and SPDR S&P MidCap 400 ETF (MDY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with BRMKX having a 14.11% return and MDY slightly higher at 14.41%. Over the past 10 years, BRMKX has outperformed MDY with an annualized return of 12.12%, while MDY has yielded a comparatively lower 11.40% 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%

MDY

1D
-1.01%
1M
2.67%
YTD
14.41%
6M
12.36%
1Y
24.68%
3Y*
15.79%
5Y*
8.21%
10Y*
11.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRMKX vs. MDY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MDY
SPDR S&P MidCap 400 ETF
14.41%7.19%13.64%16.07%-13.28%24.53%13.50%25.78%-11.29%15.93%

Correlation

The correlation between BRMKX and MDY is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.96

The correlation between BRMKX and MDY has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BRMKX vs. MDY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRMKX
BRMKX Risk / Return Rank: 4747
Overall Rank
BRMKX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BRMKX Sortino Ratio Rank: 4040
Sortino Ratio Rank
BRMKX Omega Ratio Rank: 3636
Omega Ratio Rank
BRMKX Calmar Ratio Rank: 6262
Calmar Ratio Rank
BRMKX Martin Ratio Rank: 5959
Martin Ratio Rank

MDY
MDY Risk / Return Rank: 5252
Overall Rank
MDY Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MDY Sortino Ratio Rank: 4848
Sortino Ratio Rank
MDY Omega Ratio Rank: 4444
Omega Ratio Rank
MDY Calmar Ratio Rank: 5959
Calmar Ratio Rank
MDY Martin Ratio Rank: 6060
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. MDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and SPDR S&P MidCap 400 ETF (MDY). 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.


BRMKXMDYDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.30

1.28

+0.02

Calmar ratioReturn relative to maximum drawdown

2.90

2.81

+0.09

Martin ratioReturn relative to average drawdown

11.11

10.23

+0.89

BRMKX vs. MDY - Sharpe Ratio Comparison

The current BRMKX Sharpe Ratio is 1.71, which is comparable to the MDY Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of BRMKX and MDY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BRMKX vs. MDY - Drawdown Comparison

The maximum BRMKX drawdown since its inception was -40.20%, smaller than the maximum MDY drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for BRMKX and MDY.


Loading charts...

Drawdown Indicators


BRMKXMDYDifference

Max Drawdown

Largest peak-to-trough decline

-40.20%

-55.33%

+15.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-8.82%

+0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-21.07%

-24.03%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-24.03%

-2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-40.20%

-42.22%

+2.02%

Current Drawdown

Current decline from peak

-0.23%

-1.13%

+0.90%

Average Drawdown

Average peak-to-trough decline

-5.63%

-7.02%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.42%

-0.29%

Volatility

BRMKX vs. MDY - Volatility Comparison

The current volatility for iShares Russell Mid-Cap Index Fund (BRMKX) is 4.44%, while SPDR S&P MidCap 400 ETF (MDY) has a volatility of 4.69%. This indicates that BRMKX experiences smaller price fluctuations and is considered to be less risky than MDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BRMKXMDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

4.69%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.47%

11.70%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

13.86%

15.81%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.30%

19.78%

-1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.35%

21.18%

-1.83%

BRMKX vs. MDY - Expense Ratio Comparison

BRMKX has a 0.06% expense ratio, which is lower than MDY's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BRMKX vs. MDY - Dividend Comparison

BRMKX's dividend yield for the trailing twelve months is around 5.22%, more than MDY's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
MDY
SPDR S&P MidCap 400 ETF
1.02%1.15%1.18%1.21%1.37%0.96%1.12%1.34%1.39%1.18%1.31%1.35%

Frequently Asked Questions


With a correlation of 0.96, BRMKX and MDY 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.

MDY has higher volatility (4.69%) compared to BRMKX (4.44%). In terms of maximum drawdown, BRMKX dropped -40.20% vs MDY's -55.33%.

BRMKX currently has the higher Sharpe Ratio (1.71 vs 1.57), 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.

Portfolio Optimizer

Find the right allocation for BRMKX and MDY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer