BRMKX vs. VTSNX
BRMKX (iShares Russell Mid-Cap Index Fund) and VTSNX (Vanguard Total International Stock Index Fund Institutional Shares) are both mutual funds - BRMKX is a Mid Cap Blend Equities fund managed by BlackRock, while VTSNX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, BRMKX returned 11.50%/yr vs 9.60%/yr for VTSNX. A 0.78 correlation means they provide meaningful diversification when combined. BRMKX charges 0.06%/yr vs 0.08%/yr for VTSNX.
Performance
BRMKX vs. VTSNX - Performance Comparison
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Returns By Period
In the year-to-date period, BRMKX achieves a 14.49% return, which is significantly higher than VTSNX's 13.20% return. Over the past 10 years, BRMKX has outperformed VTSNX with an annualized return of 11.50%, while VTSNX has yielded a comparatively lower 9.60% annualized return.
BRMKX
- 1D
- -0.23%
- 1M
- 0.57%
- 6M
- 9.01%
- YTD
- 14.49%
- 1Y
- 19.79%
- 3Y*
- 15.34%
- 5Y*
- 8.80%
- 10Y*
- 11.50%
VTSNX
- 1D
- 0.56%
- 1M
- -1.32%
- 6M
- 8.65%
- YTD
- 13.20%
- 1Y
- 26.90%
- 3Y*
- 17.47%
- 5Y*
- 8.92%
- 10Y*
- 9.60%
BRMKX vs. VTSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 14.49% | 10.48% | 15.28% | 17.30% | -17.22% | 22.52% | 17.17% | 30.47% | -9.09% | 17.74% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 13.20% | 32.24% | 5.38% | 15.29% | -15.99% | 8.64% | 11.27% | 21.69% | -14.41% | 27.54% |
Correlation
The correlation between BRMKX and VTSNX is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.78 |
The correlation between BRMKX and VTSNX has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.
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Return for Risk
BRMKX vs. VTSNX — Risk / Return Rank
BRMKX
VTSNX
BRMKX vs. VTSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BRMKX | VTSNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.32 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 2.43 | +0.08 |
| Martin ratioReturn relative to average drawdown | 9.62 | 9.21 | +0.41 |
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Drawdowns
BRMKX vs. VTSNX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, which is greater than VTSNX's maximum drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for BRMKX and VTSNX.
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Drawdown Indicators
| BRMKX | VTSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -35.72% | -4.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -11.29% | +3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -13.14% | -7.93% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -29.50% | +3.46% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -35.72% | -4.48% |
Current DrawdownCurrent decline from peak | -1.01% | -2.27% | +1.26% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -8.05% | +2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.97% | -0.84% |
Volatility
BRMKX vs. VTSNX - Volatility Comparison
The current volatility for iShares Russell Mid-Cap Index Fund (BRMKX) is 3.29%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 5.48%. This indicates that BRMKX experiences smaller price fluctuations and is considered to be less risky than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRMKX | VTSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 5.48% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 13.77% | -3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.84% | 15.67% | -1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.29% | 15.32% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.26% | 15.79% | +3.47% |
BRMKX vs. VTSNX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is lower than VTSNX's 0.08% 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. VTSNX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.20%, more than VTSNX's 2.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 5.20% | 5.92% | 6.43% | 3.02% | 3.67% | 4.07% | 2.86% | 3.95% | 3.87% | 19.24% | 2.11% | 0.00% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.57% | 3.17% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.16% | 3.19% | 2.75% | 2.95% | 2.86% |
Frequently Asked Questions
BRMKX and VTSNX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTSNX has higher volatility (5.48%) compared to BRMKX (3.29%). In terms of maximum drawdown, BRMKX dropped -40.20% vs VTSNX's -35.72%.
VTSNX currently has the higher Sharpe Ratio (1.75 vs 1.49), 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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