BRMKX vs. VMCIX
BRMKX (iShares Russell Mid-Cap Index Fund) and VMCIX (Vanguard Mid-Cap Index Fund Institutional Shares) are both Mid Cap Blend Equities funds. Over the past 10 years, BRMKX returned 11.68%/yr vs 11.59%/yr for VMCIX. With a 0.99 correlation, they move nearly in lockstep. BRMKX charges 0.06%/yr vs 0.04%/yr for VMCIX.
Performance
BRMKX vs. VMCIX - Performance Comparison
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Returns By Period
In the year-to-date period, BRMKX achieves a 12.81% return, which is significantly higher than VMCIX's 10.56% return. Both investments have delivered pretty close results over the past 10 years, with BRMKX having a 11.68% annualized return and VMCIX not far behind at 11.59%.
BRMKX
- 1D
- 0.69%
- 1M
- 4.12%
- YTD
- 12.81%
- 6M
- 12.55%
- 1Y
- 22.09%
- 3Y*
- 17.50%
- 5Y*
- 8.37%
- 10Y*
- 11.68%
VMCIX
- 1D
- 0.90%
- 1M
- 3.69%
- YTD
- 10.56%
- 6M
- 10.21%
- 1Y
- 18.75%
- 3Y*
- 16.83%
- 5Y*
- 8.11%
- 10Y*
- 11.59%
BRMKX vs. VMCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 12.81% | 10.48% | 15.28% | 17.30% | -17.22% | 22.52% | 17.17% | 30.47% | -9.09% | 17.74% |
VMCIX Vanguard Mid-Cap Index Fund Institutional Shares | 10.56% | 11.67% | 14.68% | 16.54% | -18.70% | 24.53% | 18.20% | 31.04% | -9.25% | 19.30% |
Correlation
The correlation between BRMKX and VMCIX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.99 |
The correlation between BRMKX and VMCIX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
BRMKX vs. VMCIX — Risk / Return Rank
BRMKX
VMCIX
BRMKX vs. VMCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX). 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 | VMCIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.28 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.45 | +0.42 |
| Martin ratioReturn relative to average drawdown | 11.07 | 9.29 | +1.78 |
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 | VMCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 1.62 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.46 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.61 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.49 | +0.13 |
Drawdowns
BRMKX vs. VMCIX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, smaller than the maximum VMCIX drawdown of -58.86%. Use the drawdown chart below to compare losses from any high point for BRMKX and VMCIX.
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Drawdown Indicators
| BRMKX | VMCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -58.86% | +18.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -8.13% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -18.93% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -27.54% | +1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -39.30% | -0.90% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -7.97% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.14% | -0.03% |
Volatility
BRMKX vs. VMCIX - Volatility Comparison
iShares Russell Mid-Cap Index Fund (BRMKX) has a higher volatility of 3.31% compared to Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX) at 2.97%. This indicates that BRMKX's price experiences larger fluctuations and is considered to be riskier than VMCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRMKX | VMCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 2.97% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 9.29% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 12.31% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 17.63% | +0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.32% | 18.92% | +0.40% |
BRMKX vs. VMCIX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is higher than VMCIX'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. VMCIX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.28%, more than VMCIX's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 5.28% | 5.92% | 6.43% | 3.02% | 3.67% | 4.07% | 2.86% | 3.95% | 3.87% | 19.24% | 2.11% | 0.00% |
VMCIX Vanguard Mid-Cap Index Fund Institutional Shares | 1.35% | 1.52% | 1.49% | 1.51% | 1.60% | 1.12% | 1.45% | 1.48% | 1.83% | 1.36% | 1.46% | 1.48% |
Frequently Asked Questions
With a correlation of 0.98, BRMKX and VMCIX 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.
BRMKX has higher volatility (3.31%) compared to VMCIX (2.97%). In terms of maximum drawdown, BRMKX dropped -40.20% vs VMCIX's -58.86%.
BRMKX currently has the higher Sharpe Ratio (1.75 vs 1.62), 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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