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

Performance

BRMKX vs. OEGYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Mid-Cap Index Fund (BRMKX) and Invesco Discovery Mid Cap Growth Fund (OEGYX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BRMKX achieves a 14.11% return, which is significantly lower than OEGYX's 28.52% return. Over the past 10 years, BRMKX has underperformed OEGYX with an annualized return of 12.12%, while OEGYX has yielded a comparatively higher 14.25% 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%

OEGYX

1D
1.54%
1M
5.32%
YTD
28.52%
6M
25.54%
1Y
33.06%
3Y*
21.37%
5Y*
7.65%
10Y*
14.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRMKX vs. OEGYX - 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%
OEGYX
Invesco Discovery Mid Cap Growth Fund
28.52%5.08%24.38%13.24%-30.92%18.76%40.53%39.33%-6.50%28.34%

Correlation

The correlation between BRMKX and OEGYX is 0.80, 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

0.80

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

0.83

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

0.88

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

0.86

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

0.86

The correlation between BRMKX and OEGYX has been stable across timeframes, ranging from 0.80 to 0.88 - 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. OEGYX — 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

OEGYX
OEGYX Risk / Return Rank: 5050
Overall Rank
OEGYX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
OEGYX Sortino Ratio Rank: 3333
Sortino Ratio Rank
OEGYX Omega Ratio Rank: 3333
Omega Ratio Rank
OEGYX Calmar Ratio Rank: 8080
Calmar Ratio Rank
OEGYX Martin Ratio Rank: 6767
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. OEGYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and Invesco Discovery Mid Cap Growth Fund (OEGYX). 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.


BRMKXOEGYXDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.30

1.28

+0.01

Calmar ratioReturn relative to maximum drawdown

2.90

3.43

-0.53

Martin ratioReturn relative to average drawdown

11.11

12.21

-1.10

BRMKX vs. OEGYX - Sharpe Ratio Comparison

The current BRMKX Sharpe Ratio is 1.71, which is comparable to the OEGYX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of BRMKX and OEGYX, 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. OEGYX - Drawdown Comparison

The maximum BRMKX drawdown since its inception was -40.20%, smaller than the maximum OEGYX drawdown of -53.44%. Use the drawdown chart below to compare losses from any high point for BRMKX and OEGYX.


Loading charts...

Drawdown Indicators


BRMKXOEGYXDifference

Max Drawdown

Largest peak-to-trough decline

-40.20%

-53.44%

+13.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-10.14%

+1.97%

Max Drawdown (3Y)

Largest decline over 3 years

-21.07%

-28.58%

+7.51%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-39.25%

+13.21%

Max Drawdown (10Y)

Largest decline over 10 years

-40.20%

-39.25%

-0.95%

Current Drawdown

Current decline from peak

-0.23%

0.00%

-0.23%

Average Drawdown

Average peak-to-trough decline

-5.63%

-12.48%

+6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.83%

-0.70%

Volatility

BRMKX vs. OEGYX - Volatility Comparison

The current volatility for iShares Russell Mid-Cap Index Fund (BRMKX) is 4.44%, while Invesco Discovery Mid Cap Growth Fund (OEGYX) has a volatility of 7.62%. This indicates that BRMKX experiences smaller price fluctuations and is considered to be less risky than OEGYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BRMKXOEGYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

7.62%

-3.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.47%

17.60%

-7.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.86%

21.34%

-7.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.30%

22.28%

-3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.35%

22.14%

-2.79%

BRMKX vs. OEGYX - Expense Ratio Comparison

BRMKX has a 0.06% expense ratio, which is lower than OEGYX's 0.78% expense ratio.


Dividends

BRMKX vs. OEGYX - Dividend Comparison

BRMKX's dividend yield for the trailing twelve months is around 5.22%, less than OEGYX's 5.80% 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%
OEGYX
Invesco Discovery Mid Cap Growth Fund
5.80%7.45%4.13%0.00%0.00%16.02%3.08%3.85%9.31%8.34%0.81%3.88%

Frequently Asked Questions


BRMKX and OEGYX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OEGYX has higher volatility (7.62%) compared to BRMKX (4.44%). In terms of maximum drawdown, BRMKX dropped -40.20% vs OEGYX's -53.44%.

BRMKX currently has the higher Sharpe Ratio (1.71 vs 1.63), 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 OEGYX

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