BRMKX vs. MDY
Compare and contrast key facts about iShares Russell Mid-Cap Index Fund (BRMKX) and SPDR S&P MidCap 400 ETF (MDY).
BRMKX is managed by BlackRock. It was launched on May 13, 2015. MDY is a passively managed fund by State Street that tracks the performance of the S&P MidCap 400 Index. It was launched on May 4, 1995.
Performance
BRMKX vs. MDY - Performance Comparison
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BRMKX vs. MDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MDY SPDR S&P MidCap 400 ETF | 3.32% | 7.19% | 13.64% | 16.07% | -13.28% | 24.53% | 13.50% | 25.78% | -11.29% | 15.93% |
Returns By Period
In the year-to-date period, BRMKX achieves a 1.36% return, which is significantly lower than MDY's 3.32% return. Both investments have delivered pretty close results over the past 10 years, with BRMKX having a 10.79% annualized return and MDY not far behind at 10.34%.
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%
MDY
- 1D
- 0.82%
- 1M
- -5.32%
- YTD
- 3.32%
- 6M
- 4.62%
- 1Y
- 17.32%
- 3Y*
- 12.06%
- 5Y*
- 6.51%
- 10Y*
- 10.34%
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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%.
Return for Risk
BRMKX vs. MDY — Risk / Return Rank
BRMKX
MDY
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.
| BRMKX | MDY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.82 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.30 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.28 | -0.04 |
Martin ratioReturn relative to average drawdown | 5.74 | 5.46 | +0.28 |
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 | MDY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.82 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.33 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.49 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.51 | +0.06 |
Correlation
The correlation between BRMKX and MDY is 0.96, 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. MDY - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.84%, more than MDY's 1.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
MDY SPDR S&P MidCap 400 ETF | 1.15% | 1.15% | 1.18% | 1.21% | 1.37% | 0.96% | 1.12% | 1.34% | 1.39% | 1.18% | 1.31% | 1.35% |
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.
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Drawdown Indicators
| BRMKX | MDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -55.33% | +15.13% |
Max Drawdown (1Y)Largest decline over 1 year | -13.37% | -14.07% | +0.70% |
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 DrawdownCurrent decline from peak | -5.71% | -5.36% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -5.73% | -7.06% | +1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 3.29% | -0.41% |
Volatility
BRMKX vs. MDY - Volatility Comparison
The current volatility for iShares Russell Mid-Cap Index Fund (BRMKX) is 5.60%, while SPDR S&P MidCap 400 ETF (MDY) has a volatility of 6.42%. 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.
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Volatility by Period
| BRMKX | MDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 6.42% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 10.52% | 11.89% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.08% | 21.11% | -2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 19.78% | -1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 21.17% | -1.87% |