BRMKX vs. THPMX
BRMKX (iShares Russell Mid-Cap Index Fund) and THPMX (Thompson MidCap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, BRMKX returned 11.52%/yr vs 11.33%/yr for THPMX. Their correlation of 0.92 suggests significant overlap in exposure. BRMKX charges 0.06%/yr vs 1.15%/yr for THPMX.
Performance
BRMKX vs. THPMX - Performance Comparison
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Returns By Period
In the year-to-date period, BRMKX achieves a 15.01% return, which is significantly lower than THPMX's 17.45% return. Both investments have delivered pretty close results over the past 10 years, with BRMKX having a 11.52% annualized return and THPMX not far behind at 11.33%.
BRMKX
- 1D
- 0.45%
- 1M
- 2.36%
- 6M
- 9.77%
- YTD
- 15.01%
- 1Y
- 19.09%
- 3Y*
- 15.32%
- 5Y*
- 8.90%
- 10Y*
- 11.52%
THPMX
- 1D
- 1.17%
- 1M
- 4.91%
- 6M
- 12.41%
- YTD
- 17.45%
- 1Y
- 31.34%
- 3Y*
- 16.50%
- 5Y*
- 10.06%
- 10Y*
- 11.33%
BRMKX vs. THPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 15.01% | 10.48% | 15.28% | 17.30% | -17.22% | 22.52% | 17.17% | 30.47% | -9.09% | 17.74% |
THPMX Thompson MidCap Fund | 17.45% | 20.08% | 7.70% | 17.01% | -14.84% | 29.71% | 11.97% | 33.48% | -21.90% | 17.10% |
Correlation
The correlation between BRMKX and THPMX is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.92 |
The correlation between BRMKX and THPMX has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
BRMKX vs. THPMX — Risk / Return Rank
BRMKX
THPMX
BRMKX vs. THPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and Thompson MidCap Fund (THPMX). 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 | THPMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.38 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 3.33 | -0.83 |
| Martin ratioReturn relative to average drawdown | 9.58 | 11.96 | -2.37 |
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Drawdowns
BRMKX vs. THPMX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, smaller than the maximum THPMX drawdown of -47.55%. Use the drawdown chart below to compare losses from any high point for BRMKX and THPMX.
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Drawdown Indicators
| BRMKX | THPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -47.55% | +7.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -9.90% | +1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -21.52% | +0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -25.29% | -0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -47.55% | +7.35% |
Current DrawdownCurrent decline from peak | -0.56% | 0.00% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -5.59% | -6.73% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.75% | -0.62% |
Volatility
BRMKX vs. THPMX - Volatility Comparison
The current volatility for iShares Russell Mid-Cap Index Fund (BRMKX) is 3.21%, while Thompson MidCap Fund (THPMX) has a volatility of 3.55%. This indicates that BRMKX experiences smaller price fluctuations and is considered to be less risky than THPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRMKX | THPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 3.55% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.38% | 11.37% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.76% | 15.26% | -1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.29% | 20.54% | -2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.26% | 22.64% | -3.38% |
BRMKX vs. THPMX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is lower than THPMX's 1.15% expense ratio.
Dividends
BRMKX vs. THPMX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 4.82%, less than THPMX's 8.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 4.82% | 5.92% | 6.43% | 3.02% | 3.67% | 4.07% | 2.86% | 3.95% | 3.87% | 19.24% | 2.11% | 0.00% |
THPMX Thompson MidCap Fund | 8.07% | 9.48% | 8.04% | 7.60% | 12.04% | 9.76% | 0.33% | 2.93% | 7.29% | 7.51% | 4.84% | 9.46% |
Frequently Asked Questions
BRMKX and THPMX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
THPMX has higher volatility (3.55%) compared to BRMKX (3.21%). In terms of maximum drawdown, BRMKX dropped -40.20% vs THPMX's -47.55%.
THPMX currently has the higher Sharpe Ratio (2.16 vs 1.48), 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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