BRMKX vs. VTI
Compare and contrast key facts about iShares Russell Mid-Cap Index Fund (BRMKX) and Vanguard Total Stock Market ETF (VTI).
BRMKX is managed by Blackrock. It was launched on May 13, 2015. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRMKX or VTI.
Key characteristics
| BRMKX | VTI | |
|---|---|---|
| YTD Return | 20.66% | 26.21% |
| 1Y Return | 37.95% | 38.35% |
| 3Y Return (Ann) | 4.78% | 8.70% |
| 5Y Return (Ann) | 11.85% | 15.34% |
| Sharpe Ratio | 2.78 | 3.04 |
| Sortino Ratio | 3.85 | 4.05 |
| Omega Ratio | 1.48 | 1.57 |
| Calmar Ratio | 2.21 | 4.46 |
| Martin Ratio | 16.43 | 19.72 |
| Ulcer Index | 2.30% | 1.94% |
| Daily Std Dev | 13.55% | 12.58% |
| Max Drawdown | -40.20% | -55.45% |
| Current Drawdown | -0.67% | -0.39% |
Correlation
The correlation between BRMKX and VTI is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BRMKX vs. VTI - Performance Comparison
In the year-to-date period, BRMKX achieves a 20.66% return, which is significantly lower than VTI's 26.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BRMKX vs. VTI - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is higher than VTI's 0.03% 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%.
Risk-Adjusted Performance
BRMKX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
BRMKX vs. VTI - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 1.48%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 1.48% | 1.50% | 1.74% | 1.07% | 1.41% | 1.59% | 1.58% | 2.65% | 1.79% | 0.78% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
BRMKX vs. VTI - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BRMKX and VTI. For additional features, visit the drawdowns tool.
Volatility
BRMKX vs. VTI - Volatility Comparison
iShares Russell Mid-Cap Index Fund (BRMKX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.08% and 4.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.