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BSPGX vs. BRMKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSPGX vs. BRMKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Index Fund Class G (BSPGX) and iShares Russell Mid-Cap Index Fund (BRMKX). The values are adjusted to include any dividend payments, if applicable.

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BSPGX vs. BRMKX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSPGX
iShares S&P 500 Index Fund Class G
-4.63%17.85%24.96%26.27%-18.12%28.66%19.16%11.06%
BRMKX
iShares Russell Mid-Cap Index Fund
1.36%10.48%15.28%17.30%-17.22%22.52%17.17%6.92%

Returns By Period

In the year-to-date period, BSPGX achieves a -4.63% return, which is significantly lower than BRMKX's 1.36% return.


BSPGX

1D
2.62%
1M
-5.31%
YTD
-4.63%
6M
-2.46%
1Y
16.97%
3Y*
18.17%
5Y*
11.71%
10Y*

BRMKX

1D
2.68%
1M
-5.54%
YTD
1.36%
6M
1.46%
1Y
15.56%
3Y*
13.32%
5Y*
6.95%
10Y*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSPGX vs. BRMKX - Expense Ratio Comparison

BSPGX has a 0.01% expense ratio, which is lower than BRMKX's 0.06% 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%.


Return for Risk

BSPGX vs. BRMKX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSPGX
BSPGX Risk / Return Rank: 5252
Overall Rank
BSPGX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BSPGX Sortino Ratio Rank: 4646
Sortino Ratio Rank
BSPGX Omega Ratio Rank: 4949
Omega Ratio Rank
BSPGX Calmar Ratio Rank: 5454
Calmar Ratio Rank
BSPGX Martin Ratio Rank: 6868
Martin Ratio Rank

BRMKX
BRMKX Risk / Return Rank: 4343
Overall Rank
BRMKX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BRMKX Sortino Ratio Rank: 3939
Sortino Ratio Rank
BRMKX Omega Ratio Rank: 3737
Omega Ratio Rank
BRMKX Calmar Ratio Rank: 4646
Calmar Ratio Rank
BRMKX Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSPGX vs. BRMKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund Class G (BSPGX) and iShares Russell Mid-Cap Index Fund (BRMKX). 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.


BSPGXBRMKXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.84

+0.12

Sortino ratio

Return per unit of downside risk

1.47

1.29

+0.17

Omega ratio

Gain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

1.49

1.24

+0.26

Martin ratio

Return relative to average drawdown

7.16

5.74

+1.42

BSPGX vs. BRMKX - Sharpe Ratio Comparison

The current BSPGX Sharpe Ratio is 0.96, which is comparable to the BRMKX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of BSPGX and BRMKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSPGXBRMKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.84

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.38

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.57

+0.15

Correlation

The correlation between BSPGX and BRMKX is 0.89, 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

BSPGX vs. BRMKX - Dividend Comparison

BSPGX's dividend yield for the trailing twelve months is around 1.56%, less than BRMKX's 5.84% yield.


TTM2025202420232022202120202019201820172016
BSPGX
iShares S&P 500 Index Fund Class G
1.56%1.74%1.43%1.52%2.04%1.83%2.09%2.25%0.00%0.00%0.00%
BRMKX
iShares Russell Mid-Cap Index Fund
5.84%5.92%6.43%3.02%3.67%4.07%2.86%3.95%3.87%19.24%2.11%

Drawdowns

BSPGX vs. BRMKX - Drawdown Comparison

The maximum BSPGX drawdown since its inception was -33.74%, smaller than the maximum BRMKX drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for BSPGX and BRMKX.


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Drawdown Indicators


BSPGXBRMKXDifference

Max Drawdown

Largest peak-to-trough decline

-33.74%

-40.20%

+6.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-13.37%

+1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-26.04%

+1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-40.20%

Current Drawdown

Current decline from peak

-6.51%

-5.71%

-0.80%

Average Drawdown

Average peak-to-trough decline

-5.20%

-5.73%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.88%

-0.36%

Volatility

BSPGX vs. BRMKX - Volatility Comparison

The current volatility for iShares S&P 500 Index Fund Class G (BSPGX) is 5.17%, while iShares Russell Mid-Cap Index Fund (BRMKX) has a volatility of 5.60%. This indicates that BSPGX experiences smaller price fluctuations and is considered to be less risky than BRMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSPGXBRMKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

5.60%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

10.52%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

18.21%

19.08%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

18.25%

-1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.17%

19.30%

+0.87%