BRMKX vs. VSEQX
BRMKX (iShares Russell Mid-Cap Index Fund) and VSEQX (Vanguard Strategic Equity Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, BRMKX returned 11.64%/yr vs 13.04%/yr for VSEQX. With a 0.97 correlation, they move nearly in lockstep. BRMKX charges 0.06%/yr vs 0.17%/yr for VSEQX.
Performance
BRMKX vs. VSEQX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BRMKX achieves a 12.49% return, which is significantly lower than VSEQX's 15.17% return. Over the past 10 years, BRMKX has underperformed VSEQX with an annualized return of 11.64%, while VSEQX has yielded a comparatively higher 13.04% 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%
VSEQX
- 1D
- -0.76%
- 1M
- 1.34%
- YTD
- 15.17%
- 6M
- 15.25%
- 1Y
- 34.45%
- 3Y*
- 21.05%
- 5Y*
- 11.70%
- 10Y*
- 13.04%
BRMKX vs. VSEQX - 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% |
VSEQX Vanguard Strategic Equity Fund | 15.17% | 15.32% | 16.67% | 19.31% | -11.90% | 30.83% | 10.26% | 26.76% | -11.86% | 12.36% |
Correlation
The correlation between BRMKX and VSEQX is 0.96 - 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 | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.97 |
The correlation between BRMKX and VSEQX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BRMKX vs. VSEQX — Risk / Return Rank
BRMKX
VSEQX
BRMKX vs. VSEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and Vanguard Strategic Equity Fund (VSEQX). 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 | VSEQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.40 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 4.51 | -1.83 |
| Martin ratioReturn relative to average drawdown | 10.33 | 17.34 | -7.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BRMKX | VSEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.28 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.59 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.61 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.50 | +0.12 |
Drawdowns
BRMKX vs. VSEQX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, smaller than the maximum VSEQX drawdown of -63.55%. Use the drawdown chart below to compare losses from any high point for BRMKX and VSEQX.
Loading charts...
Drawdown Indicators
| BRMKX | VSEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -63.55% | +23.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -7.60% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -24.73% | +3.66% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -24.73% | -1.31% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -44.08% | +3.88% |
Current DrawdownCurrent decline from peak | -0.29% | -0.76% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -9.06% | +3.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.97% | +0.14% |
Volatility
BRMKX vs. VSEQX - Volatility Comparison
The current volatility for iShares Russell Mid-Cap Index Fund (BRMKX) is 3.32%, while Vanguard Strategic Equity Fund (VSEQX) has a volatility of 3.71%. This indicates that BRMKX experiences smaller price fluctuations and is considered to be less risky than VSEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BRMKX | VSEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 3.71% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 10.63% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 15.05% | -1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 19.95% | -1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.31% | 21.42% | -2.11% |
BRMKX vs. VSEQX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is lower than VSEQX's 0.17% expense ratio. Despite the difference, 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. VSEQX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.29%, less than VSEQX's 9.69% 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% |
VSEQX Vanguard Strategic Equity Fund | 9.69% | 11.16% | 11.36% | 6.11% | 11.77% | 21.36% | 1.77% | 2.92% | 10.34% | 7.05% | 3.13% | 12.28% |
Frequently Asked Questions
With a correlation of 0.96, BRMKX and VSEQX 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.
VSEQX has higher volatility (3.71%) compared to BRMKX (3.32%). In terms of maximum drawdown, BRMKX dropped -40.20% vs VSEQX's -63.55%.
VSEQX currently has the higher Sharpe Ratio (2.28 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.
Find the right allocation for BRMKX and VSEQX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer