BRMKX vs. VTMFX
BRMKX (iShares Russell Mid-Cap Index Fund) and VTMFX (Vanguard Tax-Managed Balanced Fund Admiral Shares) are both mutual funds - BRMKX is a Mid Cap Blend Equities fund managed by BlackRock, while VTMFX is a Diversified Portfolio fund managed by BlackRock. Over the past 10 years, BRMKX returned 11.64%/yr vs 8.66%/yr for VTMFX. Their correlation of 0.90 suggests significant overlap in exposure. BRMKX charges 0.06%/yr vs 0.09%/yr for VTMFX.
Performance
BRMKX vs. VTMFX - 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 VTMFX's 5.64% return. Over the past 10 years, BRMKX has outperformed VTMFX with an annualized return of 11.64%, while VTMFX has yielded a comparatively lower 8.66% 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%
VTMFX
- 1D
- -0.37%
- 1M
- 2.26%
- YTD
- 5.64%
- 6M
- 5.70%
- 1Y
- 16.33%
- 3Y*
- 12.61%
- 5Y*
- 7.15%
- 10Y*
- 8.66%
BRMKX vs. VTMFX - 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% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 5.64% | 11.28% | 12.17% | 15.55% | -12.69% | 13.10% | 13.31% | 18.01% | -1.40% | 12.61% |
Correlation
The correlation between BRMKX and VTMFX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.90 |
The correlation between BRMKX and VTMFX shifts across timeframes, from 0.79 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BRMKX vs. VTMFX — Risk / Return Rank
BRMKX
VTMFX
BRMKX vs. VTMFX - 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 Balanced Fund Admiral Shares (VTMFX). 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 | VTMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.52 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 3.08 | -0.40 |
| Martin ratioReturn relative to average drawdown | 10.33 | 14.71 | -4.39 |
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 | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.70 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.84 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.95 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.84 | -0.23 |
Drawdowns
BRMKX vs. VTMFX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for BRMKX and VTMFX.
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Drawdown Indicators
| BRMKX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -28.49% | -11.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -5.38% | -2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -10.61% | -10.46% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -17.40% | -8.64% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -21.87% | -18.33% |
Current DrawdownCurrent decline from peak | -0.29% | -0.37% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -3.55% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.12% | +0.99% |
Volatility
BRMKX vs. VTMFX - Volatility Comparison
iShares Russell Mid-Cap Index Fund (BRMKX) has a higher volatility of 3.32% compared to Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) at 1.74%. This indicates that BRMKX's price experiences larger fluctuations and is considered to be riskier than VTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRMKX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 1.74% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 4.76% | +5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 6.14% | +7.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 8.52% | +9.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.31% | 9.12% | +10.19% |
BRMKX vs. VTMFX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is lower than VTMFX'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. VTMFX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.29%, more than VTMFX's 2.11% 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% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.11% | 2.14% | 2.08% | 1.94% | 1.85% | 1.38% | 1.72% | 2.05% | 2.22% | 2.00% | 2.13% | 2.06% |
Frequently Asked Questions
BRMKX and VTMFX have a correlation of 0.79, 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 VTMFX (1.74%). In terms of maximum drawdown, BRMKX dropped -40.20% vs VTMFX's -28.49%.
VTMFX currently has the higher Sharpe Ratio (2.70 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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