MISIX vs. BRMKX
MISIX (Victory Trivalent International Small-Cap Fund Class I) and BRMKX (iShares Russell Mid-Cap Index Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, MISIX returned 10.36%/yr vs 11.78%/yr for BRMKX. A 0.76 correlation means they provide meaningful diversification when combined. MISIX charges 0.97%/yr vs 0.06%/yr for BRMKX.
Performance
MISIX vs. BRMKX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with MISIX having a 13.49% return and BRMKX slightly higher at 13.52%. Over the past 10 years, MISIX has underperformed BRMKX with an annualized return of 10.36%, while BRMKX has yielded a comparatively higher 11.78% annualized return.
MISIX
- 1D
- 0.36%
- 1M
- 0.99%
- YTD
- 13.49%
- 6M
- 13.32%
- 1Y
- 32.36%
- 3Y*
- 20.40%
- 5Y*
- 8.87%
- 10Y*
- 10.36%
BRMKX
- 1D
- 1.04%
- 1M
- 2.82%
- YTD
- 13.52%
- 6M
- 11.58%
- 1Y
- 22.94%
- 3Y*
- 16.40%
- 5Y*
- 8.85%
- 10Y*
- 11.78%
MISIX vs. BRMKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MISIX Victory Trivalent International Small-Cap Fund Class I | 13.49% | 42.00% | 4.70% | 15.49% | -23.13% | 12.41% | 15.42% | 27.88% | -20.20% | 37.14% |
BRMKX iShares Russell Mid-Cap Index Fund | 13.52% | 10.48% | 15.28% | 17.30% | -17.22% | 22.52% | 17.17% | 30.47% | -9.09% | 17.74% |
Correlation
The correlation between MISIX and BRMKX is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.76 |
The correlation between MISIX and BRMKX has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.
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Return for Risk
MISIX vs. BRMKX — Risk / Return Rank
MISIX
BRMKX
MISIX vs. BRMKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Trivalent International Small-Cap Fund Class I (MISIX) 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.
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.
| MISIX | BRMKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.84 | -0.52 |
| Martin ratioReturn relative to average drawdown | 8.99 | 10.89 | -1.90 |
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Drawdowns
MISIX vs. BRMKX - Drawdown Comparison
The maximum MISIX drawdown since its inception was -67.61%, which is greater than BRMKX's maximum drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for MISIX and BRMKX.
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Drawdown Indicators
| MISIX | BRMKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.61% | -40.20% | -27.41% |
Max Drawdown (1Y)Largest decline over 1 year | -13.84% | -8.17% | -5.67% |
Max Drawdown (3Y)Largest decline over 3 years | -14.15% | -21.07% | +6.92% |
Max Drawdown (5Y)Largest decline over 5 years | -37.69% | -26.04% | -11.65% |
Max Drawdown (10Y)Largest decline over 10 years | -41.82% | -40.20% | -1.62% |
Current DrawdownCurrent decline from peak | -1.53% | -0.74% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -16.83% | -5.63% | -11.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.13% | +1.43% |
Volatility
MISIX vs. BRMKX - Volatility Comparison
Victory Trivalent International Small-Cap Fund Class I (MISIX) has a higher volatility of 6.21% compared to iShares Russell Mid-Cap Index Fund (BRMKX) at 4.58%. This indicates that MISIX's price experiences larger fluctuations and is considered to be riskier 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
| MISIX | BRMKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 4.58% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.02% | 10.47% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 13.83% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.06% | 18.31% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 19.34% | -1.37% |
MISIX vs. BRMKX - Expense Ratio Comparison
MISIX has a 0.97% expense ratio, which is higher than BRMKX's 0.06% expense ratio.
Dividends
MISIX vs. BRMKX - Dividend Comparison
MISIX's dividend yield for the trailing twelve months is around 5.33%, more than BRMKX's 5.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 5.24% | 5.92% | 6.43% | 3.02% | 3.67% | 4.07% | 2.86% | 3.95% | 3.87% | 19.24% | 2.11% | 0.00% |
MISIX Victory Trivalent International Small-Cap Fund Class I | 5.33% | 6.05% | 2.27% | 1.90% | 1.12% | 8.61% | 0.41% | 1.99% | 3.59% | 1.85% | 1.56% | 1.21% |
Frequently Asked Questions
MISIX and BRMKX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MISIX has higher volatility (6.21%) compared to BRMKX (4.58%). In terms of maximum drawdown, MISIX dropped -67.61% vs BRMKX's -40.20%.
MISIX currently has the higher Sharpe Ratio (1.97 vs 1.68), 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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