BRMKX vs. VEMPX
BRMKX (iShares Russell Mid-Cap Index Fund) and VEMPX (Vanguard Extended Market Index Fund Institutional Plus Shares) are both Mid Cap Blend Equities funds. Over the past 10 years, BRMKX returned 11.64%/yr vs 12.10%/yr for VEMPX. With a 0.96 correlation, they move nearly in lockstep. BRMKX charges 0.06%/yr vs 0.04%/yr for VEMPX.
Performance
BRMKX vs. VEMPX - 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 VEMPX's 13.78% return. Both investments have delivered pretty close results over the past 10 years, with BRMKX having a 11.64% annualized return and VEMPX not far ahead at 12.10%.
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%
VEMPX
- 1D
- -1.01%
- 1M
- 3.43%
- YTD
- 13.78%
- 6M
- 11.95%
- 1Y
- 28.76%
- 3Y*
- 19.76%
- 5Y*
- 6.56%
- 10Y*
- 12.10%
BRMKX vs. VEMPX - 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% |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 13.78% | 11.43% | 15.50% | 26.98% | -26.45% | 12.48% | 32.24% | 28.06% | -9.35% | 18.13% |
Correlation
The correlation between BRMKX and VEMPX is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.96 |
The correlation between BRMKX and VEMPX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
BRMKX vs. VEMPX — Risk / Return Rank
BRMKX
VEMPX
BRMKX vs. VEMPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX). 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 | VEMPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 2.83 | -0.15 |
| Martin ratioReturn relative to average drawdown | 10.33 | 9.99 | +0.33 |
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 | VEMPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 1.69 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.30 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.54 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.54 | +0.07 |
Drawdowns
BRMKX vs. VEMPX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, roughly equal to the maximum VEMPX drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for BRMKX and VEMPX.
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Drawdown Indicators
| BRMKX | VEMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -41.62% | +1.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -10.25% | +2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -26.83% | +5.76% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -36.32% | +10.28% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -41.62% | +1.42% |
Current DrawdownCurrent decline from peak | -0.29% | -1.01% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -7.97% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.89% | -0.78% |
Volatility
BRMKX vs. VEMPX - Volatility Comparison
The current volatility for iShares Russell Mid-Cap Index Fund (BRMKX) is 3.32%, while Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a volatility of 4.83%. This indicates that BRMKX experiences smaller price fluctuations and is considered to be less risky than VEMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRMKX | VEMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 4.83% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 12.48% | -2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 17.21% | -3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 22.34% | -4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.31% | 22.36% | -3.05% |
BRMKX vs. VEMPX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is higher than VEMPX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
BRMKX vs. VEMPX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.29%, more than VEMPX's 1.03% 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% |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 1.03% | 1.15% | 1.11% | 1.27% | 1.17% | 1.15% | 1.09% | 1.32% | 1.68% | 1.27% | 1.46% | 1.39% |
Frequently Asked Questions
With a correlation of 0.95, BRMKX and VEMPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VEMPX has higher volatility (4.83%) compared to BRMKX (3.32%). In terms of maximum drawdown, BRMKX dropped -40.20% vs VEMPX's -41.62%.
VEMPX currently has the higher Sharpe Ratio (1.69 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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