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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSMIX or PRFZ.
Key characteristics
| BSMIX | PRFZ | |
|---|---|---|
| YTD Return | 16.20% | 16.83% |
| 1Y Return | 29.88% | 31.17% |
| 3Y Return (Ann) | 2.03% | 4.28% |
| 5Y Return (Ann) | 10.33% | 11.77% |
| Sharpe Ratio | 1.72 | 1.58 |
| Sortino Ratio | 2.44 | 2.29 |
| Omega Ratio | 1.30 | 1.27 |
| Calmar Ratio | 1.52 | 2.02 |
| Martin Ratio | 9.43 | 9.24 |
| Ulcer Index | 3.22% | 3.42% |
| Daily Std Dev | 17.63% | 19.96% |
| Max Drawdown | -41.32% | -62.42% |
| Current Drawdown | -3.02% | -3.47% |
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.
Performance
BSMIX vs. PRFZ - Performance Comparison
The year-to-date returns for both investments are quite close, with BSMIX having a 16.20% return and PRFZ slightly higher at 16.83%. 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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BSMIX vs. PRFZ - Expense Ratio Comparison
BSMIX has a 0.12% expense ratio, which is lower than PRFZ's 0.39% expense ratio.
Risk-Adjusted Performance
BSMIX vs. PRFZ - Risk-Adjusted Performance 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.
Dividends
BSMIX vs. PRFZ - Dividend Comparison
BSMIX's dividend yield for the trailing twelve months is around 1.21%, more than PRFZ's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSMIX iShares Russell Small/Mid-Cap Index Fund | 1.21% | 1.37% | 1.74% | 1.10% | 1.21% | 1.53% | 1.54% | 1.32% | 1.31% | 0.61% | 0.00% | 0.00% |
PRFZ Invesco FTSE RAFI US 1500 Small-Mid ETF | 1.14% | 1.42% | 1.33% | 0.93% | 0.91% | 1.29% | 1.37% | 0.97% | 1.31% | 1.39% | 1.14% | 0.93% |
Drawdowns
BSMIX vs. PRFZ - Drawdown Comparison
The maximum BSMIX drawdown since its inception was -41.32%, smaller than the maximum PRFZ drawdown of -62.42%. Use the drawdown chart below to compare losses from any high point for BSMIX and PRFZ. For additional features, visit the drawdowns tool.
Volatility
BSMIX vs. PRFZ - Volatility Comparison
The current volatility for iShares Russell Small/Mid-Cap Index Fund (BSMIX) is 5.89%, while Invesco FTSE RAFI US 1500 Small-Mid ETF (PRFZ) has a volatility of 6.98%. This indicates that BSMIX experiences smaller price fluctuations and is considered to be less risky than PRFZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.