BRMKX vs. NASDX
Compare and contrast key facts about iShares Russell Mid-Cap Index Fund (BRMKX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
BRMKX is managed by BlackRock. It was launched on May 13, 2015. NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Performance
BRMKX vs. NASDX - Performance Comparison
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BRMKX vs. NASDX - 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% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -6.04% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Returns By Period
In the year-to-date period, BRMKX achieves a 1.36% return, which is significantly higher than NASDX's -6.04% return. Over the past 10 years, BRMKX has underperformed NASDX with an annualized return of 10.79%, while NASDX has yielded a comparatively higher 19.48% 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%
NASDX
- 1D
- 3.39%
- 1M
- -5.03%
- YTD
- -6.04%
- 6M
- -4.08%
- 1Y
- 22.65%
- 3Y*
- 25.90%
- 5Y*
- 14.78%
- 10Y*
- 19.48%
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BRMKX vs. NASDX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is lower than NASDX's 0.63% expense ratio.
Return for Risk
BRMKX vs. NASDX — Risk / Return Rank
BRMKX
NASDX
BRMKX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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 | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.04 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.63 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.87 | -0.64 |
Martin ratioReturn relative to average drawdown | 5.74 | 7.07 | -1.33 |
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 | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.04 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.64 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.86 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.29 | +0.28 |
Correlation
The correlation between BRMKX and NASDX is 0.76, 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. NASDX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.84%, more than NASDX's 3.80% 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% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.80% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
BRMKX vs. NASDX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for BRMKX and NASDX.
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Drawdown Indicators
| BRMKX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -83.16% | +42.96% |
Max Drawdown (1Y)Largest decline over 1 year | -13.37% | -12.70% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -35.33% | +9.29% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -35.33% | -4.87% |
Current DrawdownCurrent decline from peak | -5.71% | -8.91% | +3.20% |
Average DrawdownAverage peak-to-trough decline | -5.73% | -34.59% | +28.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 3.37% | -0.49% |
Volatility
BRMKX vs. NASDX - Volatility Comparison
The current volatility for iShares Russell Mid-Cap Index Fund (BRMKX) is 5.60%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 6.54%. This indicates that BRMKX experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRMKX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 6.54% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.52% | 12.89% | -2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.08% | 22.75% | -3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 23.07% | -4.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 22.63% | -3.33% |