BRMKX vs. WAMFX
BRMKX (iShares Russell Mid-Cap Index Fund) and WAMFX (Boston Trust Walden Midcap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, BRMKX returned 11.53%/yr vs 10.78%/yr for WAMFX. Their correlation of 0.93 means they have usually moved in the same direction. BRMKX charges 0.06%/yr vs 0.99%/yr for WAMFX.
Performance
BRMKX vs. WAMFX - Performance Comparison
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Returns By Period
In the year-to-date period, BRMKX achieves a 14.65% return, which is significantly higher than WAMFX's 8.50% return. Over the past 10 years, BRMKX has outperformed WAMFX with an annualized return of 11.53%, while WAMFX has yielded a comparatively lower 10.78% annualized return.
BRMKX
- 1D
- -0.28%
- 1M
- -0.65%
- 6M
- 10.51%
- YTD
- 14.65%
- 1Y
- 20.31%
- 3Y*
- 14.89%
- 5Y*
- 8.21%
- 10Y*
- 11.53%
- ALL TIME*
- 11.88%
WAMFX
- 1D
- 0.04%
- 1M
- 2.35%
- 6M
- 5.41%
- YTD
- 8.50%
- 1Y
- 11.49%
- 3Y*
- 9.17%
- 5Y*
- 6.78%
- 10Y*
- 10.78%
- ALL TIME*
- 10.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BRMKX vs. WAMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 14.65% | 10.48% | 15.28% | 17.30% | -17.22% | 22.52% | 17.17% | 30.47% | -9.09% | 17.74% |
WAMFX Boston Trust Walden Midcap Fund | 8.50% | 4.82% | 10.39% | 13.90% | -10.87% | 24.85% | 9.56% | 36.98% | -3.59% | 16.21% |
Correlation
The correlation between BRMKX and WAMFX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.93 |
The correlation between BRMKX and WAMFX has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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Return for Risk
BRMKX vs. WAMFX — Risk / Return Rank
BRMKX
WAMFX
BRMKX vs. WAMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Index Fund (BRMKX) and Boston Trust Walden Midcap Fund (WAMFX). 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 | WAMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.16 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 1.25 | +1.05 |
| Martin ratioReturn relative to average drawdown | 8.93 | 3.64 | +5.29 |
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Drawdowns
BRMKX vs. WAMFX - Drawdown Comparison
The maximum BRMKX drawdown since its inception was -40.20%, which is greater than WAMFX's maximum drawdown of -36.81%. Use the drawdown chart below to compare losses from any high point for BRMKX and WAMFX.
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Drawdown Indicators
| BRMKX | WAMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.20% | -36.81% | -3.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -8.38% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -17.51% | -3.56% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -20.82% | -5.22% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -36.81% | -3.39% |
Current DrawdownCurrent decline from peak | -0.95% | -0.77% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -5.58% | -3.91% | -1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.88% | -0.78% |
Volatility
BRMKX vs. WAMFX - Volatility Comparison
The current volatility for iShares Russell Mid-Cap Index Fund (BRMKX) is 2.45%, while Boston Trust Walden Midcap Fund (WAMFX) has a volatility of 3.55%. This indicates that BRMKX experiences smaller price fluctuations and is considered to be less risky than WAMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRMKX | WAMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 3.55% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 8.37% | +1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.72% | 11.86% | +1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 15.80% | +2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.26% | 17.42% | +1.84% |
BRMKX vs. WAMFX - Expense Ratio Comparison
BRMKX has a 0.06% expense ratio, which is lower than WAMFX's 0.99% expense ratio.
Dividends
BRMKX vs. WAMFX - Dividend Comparison
BRMKX's dividend yield for the trailing twelve months is around 5.21%, less than WAMFX's 6.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 5.21% | 5.92% | 6.43% | 3.02% | 3.67% | 4.07% | 2.86% | 3.95% | 3.87% | 19.24% | 2.11% | 0.00% |
WAMFX Boston Trust Walden Midcap Fund | 6.66% | 7.23% | 3.49% | 4.84% | 5.55% | 4.82% | 3.87% | 12.83% | 7.08% | 0.45% | 5.06% | 5.54% |
Frequently Asked Questions
BRMKX and WAMFX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WAMFX has higher volatility (3.55%) compared to BRMKX (2.45%). In terms of maximum drawdown, BRMKX dropped -40.20% vs WAMFX's -36.81%.
BRMKX currently has the higher Sharpe Ratio (1.37 vs 0.89), 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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