LLSCX vs. BRMKX
LLSCX (Longleaf Partners Small-Cap Fund) and BRMKX (iShares Russell Mid-Cap Index Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, LLSCX returned 5.72%/yr vs 11.68%/yr for BRMKX. Their correlation of 0.80 suggests significant overlap in exposure. LLSCX charges 0.95%/yr vs 0.06%/yr for BRMKX.
Performance
LLSCX vs. BRMKX - Performance Comparison
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Returns By Period
In the year-to-date period, LLSCX achieves a -6.08% return, which is significantly lower than BRMKX's 12.81% return. Over the past 10 years, LLSCX has underperformed BRMKX with an annualized return of 5.72%, while BRMKX has yielded a comparatively higher 11.68% annualized return.
LLSCX
- 1D
- -0.58%
- 1M
- -3.05%
- YTD
- -6.08%
- 6M
- -5.80%
- 1Y
- -1.64%
- 3Y*
- 8.14%
- 5Y*
- 0.52%
- 10Y*
- 5.72%
BRMKX
- 1D
- 0.69%
- 1M
- 4.12%
- YTD
- 12.81%
- 6M
- 12.55%
- 1Y
- 22.09%
- 3Y*
- 17.50%
- 5Y*
- 8.37%
- 10Y*
- 11.68%
LLSCX vs. BRMKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLSCX Longleaf Partners Small-Cap Fund | -6.08% | 7.56% | 9.69% | 20.17% | -19.25% | 11.18% | 4.17% | 27.74% | -6.52% | 9.07% |
BRMKX iShares Russell Mid-Cap Index Fund | 12.81% | 10.48% | 15.28% | 17.30% | -17.22% | 22.52% | 17.17% | 30.47% | -9.09% | 17.74% |
Correlation
The correlation between LLSCX and BRMKX is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.80 |
The correlation between LLSCX and BRMKX shifts across timeframes, from 0.70 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LLSCX vs. BRMKX — Risk / Return Rank
LLSCX
BRMKX
LLSCX vs. BRMKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Longleaf Partners Small-Cap Fund (LLSCX) 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.
| LLSCX | BRMKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.30 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 2.87 | -2.97 |
| Martin ratioReturn relative to average drawdown | -0.26 | 11.07 | -11.33 |
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
| LLSCX | BRMKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 1.75 | -1.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.46 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.61 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.62 | -0.11 |
Drawdowns
LLSCX vs. BRMKX - Drawdown Comparison
The maximum LLSCX drawdown since its inception was -63.97%, which is greater than BRMKX's maximum drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for LLSCX and BRMKX.
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Drawdown Indicators
| LLSCX | BRMKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.97% | -40.20% | -23.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -8.17% | -3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -21.07% | +5.67% |
Max Drawdown (5Y)Largest decline over 5 years | -28.37% | -26.04% | -2.33% |
Max Drawdown (10Y)Largest decline over 10 years | -42.23% | -40.20% | -2.03% |
Current DrawdownCurrent decline from peak | -10.22% | 0.00% | -10.22% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -5.65% | -3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 2.11% | +2.33% |
Volatility
LLSCX vs. BRMKX - Volatility Comparison
Longleaf Partners Small-Cap Fund (LLSCX) and iShares Russell Mid-Cap Index Fund (BRMKX) have volatilities of 3.31% and 3.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLSCX | BRMKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 3.31% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.52% | 9.93% | -1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 13.42% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.97% | 18.24% | -1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.58% | 19.32% | +5.26% |
LLSCX vs. BRMKX - Expense Ratio Comparison
LLSCX has a 0.95% expense ratio, which is higher than BRMKX's 0.06% expense ratio.
Dividends
LLSCX vs. BRMKX - Dividend Comparison
LLSCX's dividend yield for the trailing twelve months is around 1.25%, less than BRMKX's 5.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 5.28% | 5.92% | 6.43% | 3.02% | 3.67% | 4.07% | 2.86% | 3.95% | 3.87% | 19.24% | 2.11% | 0.00% |
LLSCX Longleaf Partners Small-Cap Fund | 1.25% | 1.17% | 0.11% | 0.94% | 1.20% | 0.82% | 5.85% | 14.89% | 18.13% | 8.43% | 18.01% | 5.91% |
Frequently Asked Questions
LLSCX and BRMKX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRMKX has higher volatility (3.31%) compared to LLSCX (3.31%). In terms of maximum drawdown, LLSCX dropped -63.97% vs BRMKX's -40.20%.
BRMKX currently has the higher Sharpe Ratio (1.75 vs -0.09), 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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