BRMKX vs. MISIX
BRMKX (iShares Russell Mid-Cap Index Fund) and MISIX (Victory Trivalent International Small-Cap Fund Class I) are both Mid Cap Blend Equities funds. Over the past 10 years, BRMKX returned 12.12%/yr vs 11.06%/yr for MISIX. A 0.75 correlation means they provide meaningful diversification when combined. BRMKX charges 0.06%/yr vs 0.97%/yr for MISIX.
Performance
BRMKX vs. MISIX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with BRMKX having a 14.11% return and MISIX slightly lower at 13.54%. Over the past 10 years, BRMKX has outperformed MISIX with an annualized return of 12.12%, while MISIX has yielded a comparatively lower 11.06% 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%
MISIX
- 1D
- 0.04%
- 1M
- 1.03%
- YTD
- 13.54%
- 6M
- 12.74%
- 1Y
- 31.69%
- 3Y*
- 21.92%
- 5Y*
- 8.62%
- 10Y*
- 11.06%
BRMKX vs. MISIX - 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% |
MISIX Victory Trivalent International Small-Cap Fund Class I | 13.54% | 42.00% | 4.70% | 15.49% | -23.13% | 12.41% | 15.42% | 27.88% | -20.20% | 37.14% |
Correlation
The correlation between BRMKX and MISIX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.75 |
The correlation between BRMKX and MISIX has been stable across timeframes, ranging from 0.71 to 0.77 - 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. MISIX — Risk / Return Rank
BRMKX
MISIX
BRMKX vs. MISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and Victory Trivalent International Small-Cap Fund Class I (MISIX). 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 | MISIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 2.35 | +0.55 |
| Martin ratioReturn relative to average drawdown | 11.11 | 9.13 | +1.99 |
Loading charts...
Drawdowns
BRMKX vs. MISIX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, smaller than the maximum MISIX drawdown of -67.61%. Use the drawdown chart below to compare losses from any high point for BRMKX and MISIX.
Loading charts...
Drawdown Indicators
| BRMKX | MISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -67.61% | +27.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -13.84% | +5.67% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -14.15% | -6.92% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -37.69% | +11.65% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -41.82% | +1.62% |
Current DrawdownCurrent decline from peak | -0.23% | -1.48% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -16.83% | +11.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.56% | -1.43% |
Volatility
BRMKX vs. MISIX - Volatility Comparison
The current volatility for iShares Russell Mid-Cap Index Fund (BRMKX) is 4.44%, while Victory Trivalent International Small-Cap Fund Class I (MISIX) has a volatility of 6.16%. This indicates that BRMKX experiences smaller price fluctuations and is considered to be less risky than MISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BRMKX | MISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 6.16% | -1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 10.47% | 14.00% | -3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.86% | 16.34% | -2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.30% | 18.06% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.35% | 17.93% | +1.42% |
BRMKX vs. MISIX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is lower than MISIX's 0.97% expense ratio.
Dividends
BRMKX vs. MISIX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.22%, less than MISIX's 5.32% 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% |
MISIX Victory Trivalent International Small-Cap Fund Class I | 5.32% | 6.05% | 2.27% | 1.90% | 1.12% | 8.61% | 0.41% | 1.99% | 3.59% | 1.85% | 1.56% | 1.21% |
Frequently Asked Questions
BRMKX and MISIX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MISIX has higher volatility (6.16%) compared to BRMKX (4.44%). In terms of maximum drawdown, BRMKX dropped -40.20% vs MISIX's -67.61%.
MISIX currently has the higher Sharpe Ratio (2.00 vs 1.71), 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.
Find the right allocation for BRMKX and MISIX
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