BRMKX vs. VTCLX
BRMKX (iShares Russell Mid-Cap Index Fund) and VTCLX (Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares) are both mutual funds - BRMKX is a Mid Cap Blend Equities fund managed by BlackRock, while VTCLX is a Large Cap Blend Equities fund managed by BlackRock. Over the past 10 years, BRMKX returned 11.64%/yr vs 15.38%/yr for VTCLX. Their correlation of 0.92 suggests significant overlap in exposure. BRMKX charges 0.06%/yr vs 0.09%/yr for VTCLX.
Performance
BRMKX vs. VTCLX - Performance Comparison
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Returns By Period
In the year-to-date period, BRMKX achieves a 12.49% return, which is significantly higher than VTCLX's 10.53% return. Over the past 10 years, BRMKX has underperformed VTCLX with an annualized return of 11.64%, while VTCLX has yielded a comparatively higher 15.38% 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%
VTCLX
- 1D
- -0.70%
- 1M
- 4.04%
- YTD
- 10.53%
- 6M
- 10.36%
- 1Y
- 27.36%
- 3Y*
- 21.92%
- 5Y*
- 13.10%
- 10Y*
- 15.38%
BRMKX vs. VTCLX - 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% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 10.53% | 17.44% | 23.76% | 26.62% | -19.07% | 26.87% | 21.08% | 31.47% | -4.98% | 22.40% |
Correlation
The correlation between BRMKX and VTCLX is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.92 |
The correlation between BRMKX and VTCLX shifts across timeframes, from 0.81 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BRMKX vs. VTCLX — Risk / Return Rank
BRMKX
VTCLX
BRMKX vs. VTCLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). 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 | VTCLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.41 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 3.13 | -0.46 |
| Martin ratioReturn relative to average drawdown | 10.33 | 14.54 | -4.21 |
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 | VTCLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.29 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.76 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.84 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.53 | +0.09 |
Drawdowns
BRMKX vs. VTCLX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, smaller than the maximum VTCLX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for BRMKX and VTCLX.
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Drawdown Indicators
| BRMKX | VTCLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -55.18% | +14.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -8.79% | +0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -19.01% | -2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -24.98% | -1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -34.56% | -5.64% |
Current DrawdownCurrent decline from peak | -0.29% | -0.70% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -7.56% | +1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.89% | +0.22% |
Volatility
BRMKX vs. VTCLX - Volatility Comparison
iShares Russell Mid-Cap Index Fund (BRMKX) has a higher volatility of 3.32% compared to Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) at 2.95%. This indicates that BRMKX's price experiences larger fluctuations and is considered to be riskier than VTCLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRMKX | VTCLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 2.95% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 9.10% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 12.03% | +1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 17.22% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.31% | 18.27% | +1.04% |
BRMKX vs. VTCLX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is lower than VTCLX's 0.09% 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. VTCLX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.29%, more than VTCLX's 0.85% 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% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 0.85% | 0.93% | 1.04% | 1.24% | 1.47% | 1.04% | 1.32% | 1.52% | 1.83% | 1.57% | 1.76% | 1.69% |
Frequently Asked Questions
BRMKX and VTCLX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRMKX has higher volatility (3.32%) compared to VTCLX (2.95%). In terms of maximum drawdown, BRMKX dropped -40.20% vs VTCLX's -55.18%.
VTCLX currently has the higher Sharpe Ratio (2.29 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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