BRMKX vs. RYLD
Compare and contrast key facts about iShares Russell Mid-Cap Index Fund (BRMKX) and Global X Russell 2000 Covered Call ETF (RYLD).
BRMKX is managed by BlackRock. It was launched on May 13, 2015. RYLD is a passively managed fund by Global X that tracks the performance of the CBOE Russell 2000 BuyWrite Index. It was launched on Apr 17, 2019.
Performance
BRMKX vs. RYLD - Performance Comparison
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BRMKX vs. RYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 1.36% | 10.48% | 15.28% | 17.30% | -17.22% | 22.52% | 17.17% | 9.52% |
RYLD Global X Russell 2000 Covered Call ETF | 1.10% | 5.65% | 10.13% | 0.27% | -13.03% | 22.13% | -0.44% | 8.92% |
Returns By Period
In the year-to-date period, BRMKX achieves a 1.36% return, which is significantly higher than RYLD's 1.10% 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%
RYLD
- 1D
- 0.40%
- 1M
- -3.62%
- YTD
- 1.10%
- 6M
- 5.56%
- 1Y
- 12.15%
- 3Y*
- 6.22%
- 5Y*
- 2.30%
- 10Y*
- —
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BRMKX vs. RYLD - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is lower than RYLD's 0.60% expense ratio.
Return for Risk
BRMKX vs. RYLD — Risk / Return Rank
BRMKX
RYLD
BRMKX vs. RYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and Global X Russell 2000 Covered Call ETF (RYLD). 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 | RYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.74 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.17 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.99 | +0.25 |
Martin ratioReturn relative to average drawdown | 5.74 | 4.78 | +0.96 |
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 | RYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.74 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.16 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.26 | +0.31 |
Correlation
The correlation between BRMKX and RYLD is 0.84, 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. RYLD - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.84%, less than RYLD's 12.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RYLD Global X Russell 2000 Covered Call ETF | 12.09% | 12.00% | 12.03% | 12.64% | 13.49% | 12.35% | 10.76% | 6.43% | 0.00% | 0.00% | 0.00% |
Drawdowns
BRMKX vs. RYLD - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, roughly equal to the maximum RYLD drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for BRMKX and RYLD.
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Drawdown Indicators
| BRMKX | RYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -41.53% | +1.33% |
Max Drawdown (1Y)Largest decline over 1 year | -13.37% | -12.33% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -21.33% | -4.71% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | — | — |
Current DrawdownCurrent decline from peak | -5.71% | -3.92% | -1.79% |
Average DrawdownAverage peak-to-trough decline | -5.73% | -9.04% | +3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.54% | +0.34% |
Volatility
BRMKX vs. RYLD - Volatility Comparison
iShares Russell Mid-Cap Index Fund (BRMKX) has a higher volatility of 5.60% compared to Global X Russell 2000 Covered Call ETF (RYLD) at 5.22%. This indicates that BRMKX's price experiences larger fluctuations and is considered to be riskier than RYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRMKX | RYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 5.22% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.52% | 9.09% | +1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.08% | 16.39% | +2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 14.20% | +4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 17.38% | +1.92% |