BSMIX vs. PRFZ
Compare and contrast key facts about iShares Russell Small/Mid-Cap Index Fund (BSMIX) and Invesco FTSE RAFI US 1500 Small-Mid ETF (PRFZ).
BSMIX is managed by BlackRock. It was launched on Aug 13, 2015. PRFZ is a passively managed fund by Invesco that tracks the performance of the FTSE RAFI US 1500 Small-Mid Index. It was launched on Sep 20, 2006.
Performance
BSMIX vs. PRFZ - Performance Comparison
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BSMIX vs. PRFZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSMIX iShares Russell Small/Mid-Cap Index Fund | 2.02% | 11.92% | 12.04% | 17.15% | -18.39% | 18.00% | 20.28% | 27.62% | -10.22% | 16.75% |
PRFZ Invesco FTSE RAFI US 1500 Small-Mid ETF | 0.88% | 11.26% | 12.68% | 20.21% | -16.29% | 28.26% | 11.84% | 21.91% | -11.43% | 13.82% |
Returns By Period
In the year-to-date period, BSMIX achieves a 2.02% return, which is significantly higher than PRFZ's 0.88% return. Both investments have delivered pretty close results over the past 10 years, with BSMIX having a 10.48% annualized return and PRFZ not far ahead at 10.76%.
BSMIX
- 1D
- 3.44%
- 1M
- -5.81%
- YTD
- 2.02%
- 6M
- 3.97%
- 1Y
- 23.03%
- 3Y*
- 13.17%
- 5Y*
- 5.06%
- 10Y*
- 10.48%
PRFZ
- 1D
- 0.70%
- 1M
- -5.17%
- YTD
- 0.88%
- 6M
- 1.81%
- 1Y
- 23.02%
- 3Y*
- 13.40%
- 5Y*
- 6.53%
- 10Y*
- 10.76%
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BSMIX vs. PRFZ - Expense Ratio Comparison
BSMIX has a 0.12% expense ratio, which is lower than PRFZ's 0.39% expense ratio.
Return for Risk
BSMIX vs. PRFZ — Risk / Return Rank
BSMIX
PRFZ
BSMIX vs. PRFZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Small/Mid-Cap Index Fund (BSMIX) and Invesco FTSE RAFI US 1500 Small-Mid ETF (PRFZ). 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.
| BSMIX | PRFZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.03 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.57 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.67 | -0.03 |
Martin ratioReturn relative to average drawdown | 7.05 | 6.28 | +0.77 |
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
| BSMIX | PRFZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.03 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.31 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.48 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.38 | +0.10 |
Correlation
The correlation between BSMIX and PRFZ is 0.97, 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.
Dividends
BSMIX vs. PRFZ - Dividend Comparison
BSMIX's dividend yield for the trailing twelve months is around 2.84%, more than PRFZ's 0.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSMIX iShares Russell Small/Mid-Cap Index Fund | 2.84% | 2.90% | 2.04% | 1.37% | 4.94% | 4.77% | 4.42% | 2.83% | 4.33% | 2.83% | 1.45% | 0.00% |
PRFZ Invesco FTSE RAFI US 1500 Small-Mid ETF | 0.94% | 0.82% | 1.45% | 1.42% | 1.33% | 0.93% | 0.91% | 1.29% | 1.37% | 0.97% | 1.31% | 1.39% |
Drawdowns
BSMIX vs. PRFZ - Drawdown Comparison
The maximum BSMIX drawdown since its inception was -41.32%, smaller than the maximum PRFZ drawdown of -62.41%. Use the drawdown chart below to compare losses from any high point for BSMIX and PRFZ.
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Drawdown Indicators
| BSMIX | PRFZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -62.41% | +21.09% |
Max Drawdown (1Y)Largest decline over 1 year | -14.24% | -13.87% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -26.58% | -1.75% |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | -44.28% | +2.96% |
Current DrawdownCurrent decline from peak | -6.28% | -6.91% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -7.52% | -9.49% | +1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 3.70% | -0.39% |
Volatility
BSMIX vs. PRFZ - Volatility Comparison
iShares Russell Small/Mid-Cap Index Fund (BSMIX) has a higher volatility of 7.34% compared to Invesco FTSE RAFI US 1500 Small-Mid ETF (PRFZ) at 6.83%. This indicates that BSMIX's price experiences larger fluctuations and is considered to be riskier than PRFZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSMIX | PRFZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 6.83% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 13.15% | 13.57% | -0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.14% | 22.40% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.16% | 21.37% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.66% | 22.44% | -0.78% |