BRMKX vs. PFSLX
BRMKX (iShares Russell Mid-Cap Index Fund) and PFSLX (Paradigm Select Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, BRMKX returned 11.64%/yr vs 16.98%/yr for PFSLX. Their correlation of 0.89 suggests significant overlap in exposure. BRMKX charges 0.06%/yr vs 1.16%/yr for PFSLX.
Performance
BRMKX vs. PFSLX - Performance Comparison
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Returns By Period
In the year-to-date period, BRMKX achieves a 12.49% return, which is significantly lower than PFSLX's 41.56% return. Over the past 10 years, BRMKX has underperformed PFSLX with an annualized return of 11.64%, while PFSLX has yielded a comparatively higher 16.98% annualized return.
BRMKX
- 1D
- -0.29%
- 1M
- 2.72%
- YTD
- 12.49%
- 6M
- 11.88%
- 1Y
- 21.98%
- 3Y*
- 17.39%
- 5Y*
- 8.16%
- 10Y*
- 11.64%
PFSLX
- 1D
- -0.55%
- 1M
- 6.53%
- YTD
- 41.56%
- 6M
- 39.27%
- 1Y
- 78.87%
- 3Y*
- 28.64%
- 5Y*
- 14.44%
- 10Y*
- 16.98%
BRMKX vs. PFSLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 12.49% | 10.48% | 15.28% | 17.30% | -17.22% | 22.52% | 17.17% | 30.47% | -9.09% | 17.74% |
PFSLX Paradigm Select Fund | 41.56% | 13.27% | 16.73% | 26.94% | -26.44% | 31.16% | 26.05% | 38.32% | -9.93% | 16.13% |
Correlation
The correlation between BRMKX and PFSLX is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.89 |
The correlation between BRMKX and PFSLX has been stable across timeframes, ranging from 0.79 to 0.89 - a consistent structural relationship.
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Return for Risk
BRMKX vs. PFSLX — Risk / Return Rank
BRMKX
PFSLX
BRMKX vs. PFSLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and Paradigm Select Fund (PFSLX). 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 | PFSLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.51 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 7.44 | -4.76 |
| Martin ratioReturn relative to average drawdown | 10.33 | 29.21 | -18.88 |
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 | PFSLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 3.28 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.10 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.16 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.17 | +0.45 |
Drawdowns
BRMKX vs. PFSLX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, smaller than the maximum PFSLX drawdown of -91.83%. Use the drawdown chart below to compare losses from any high point for BRMKX and PFSLX.
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Drawdown Indicators
| BRMKX | PFSLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -91.83% | +51.63% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -10.91% | +2.74% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -91.83% | +70.76% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -91.83% | +65.79% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -91.83% | +51.63% |
Current DrawdownCurrent decline from peak | -0.29% | -82.87% | +82.58% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -13.73% | +8.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.77% | -0.66% |
Volatility
BRMKX vs. PFSLX - Volatility Comparison
The current volatility for iShares Russell Mid-Cap Index Fund (BRMKX) is 3.32%, while Paradigm Select Fund (PFSLX) has a volatility of 8.48%. This indicates that BRMKX experiences smaller price fluctuations and is considered to be less risky than PFSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRMKX | PFSLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 8.48% | -5.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 19.30% | -9.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 24.78% | -11.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 145.95% | -127.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.31% | 104.40% | -85.09% |
BRMKX vs. PFSLX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is lower than PFSLX's 1.16% expense ratio.
Dividends
BRMKX vs. PFSLX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.29%, more than PFSLX's 0.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 5.29% | 5.92% | 6.43% | 3.02% | 3.67% | 4.07% | 2.86% | 3.95% | 3.87% | 19.24% | 2.11% | 0.00% |
PFSLX Paradigm Select Fund | 0.10% | 0.14% | 0.02% | 0.31% | 0.01% | 0.17% | 0.11% | 0.58% | 2.93% | 3.89% | 0.74% | 9.40% |
Frequently Asked Questions
BRMKX and PFSLX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PFSLX has higher volatility (8.48%) compared to BRMKX (3.32%). In terms of maximum drawdown, BRMKX dropped -40.20% vs PFSLX's -91.83%.
PFSLX currently has the higher Sharpe Ratio (3.28 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.
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