QCGDX vs. BRMKX
QCGDX (Quantified Common Ground Fund) and BRMKX (iShares Russell Mid-Cap Index Fund) are both Mid Cap Blend Equities funds. Over the past 5 years, QCGDX returned 7.32%/yr vs 8.50%/yr for BRMKX. Their correlation of 0.81 means they have usually moved in the same direction. QCGDX charges 1.68%/yr vs 0.06%/yr for BRMKX.
Performance
QCGDX vs. BRMKX - Performance Comparison
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Returns By Period
In the year-to-date period, QCGDX achieves a 10.79% return, which is significantly lower than BRMKX's 16.14% return.
QCGDX
- 1D
- 0.48%
- 1M
- -0.42%
- 6M
- 7.56%
- YTD
- 10.79%
- 1Y
- 14.29%
- 3Y*
- 8.90%
- 5Y*
- 7.32%
- 10Y*
- —
- ALL TIME*
- 10.04%
BRMKX
- 1D
- 1.30%
- 1M
- 0.64%
- 6M
- 12.02%
- YTD
- 16.14%
- 1Y
- 20.18%
- 3Y*
- 16.20%
- 5Y*
- 8.50%
- 10Y*
- 11.53%
- ALL TIME*
- 12.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
QCGDX vs. BRMKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QCGDX Quantified Common Ground Fund | 10.79% | 1.02% | 9.87% | 14.74% | -12.23% | 32.19% | 14.65% | 0.10% |
BRMKX iShares Russell Mid-Cap Index Fund | 16.14% | 10.48% | 15.28% | 17.30% | -17.22% | 22.52% | 17.17% | 0.00% |
Correlation
The correlation between QCGDX and BRMKX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2019 | 0.81 |
The correlation between QCGDX and BRMKX has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.
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Return for Risk
QCGDX vs. BRMKX — Risk / Return Rank
QCGDX
BRMKX
QCGDX vs. BRMKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Common Ground Fund (QCGDX) 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.
| QCGDX | BRMKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.28 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 2.69 | -1.08 |
| Martin ratioReturn relative to average drawdown | 5.85 | 10.45 | -4.60 |
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Drawdowns
QCGDX vs. BRMKX - Drawdown Comparison
The maximum QCGDX drawdown since its inception was -22.37%, smaller than the maximum BRMKX drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for QCGDX and BRMKX.
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Drawdown Indicators
| QCGDX | BRMKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.37% | -40.20% | +17.83% |
Max Drawdown (1Y)Largest decline over 1 year | -9.38% | -8.17% | -1.21% |
Max Drawdown (3Y)Largest decline over 3 years | -16.10% | -21.07% | +4.97% |
Max Drawdown (5Y)Largest decline over 5 years | -20.18% | -26.04% | +5.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.20% | — |
Current DrawdownCurrent decline from peak | -6.52% | 0.00% | -6.52% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -5.57% | -0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.10% | +0.48% |
Volatility
QCGDX vs. BRMKX - Volatility Comparison
Quantified Common Ground Fund (QCGDX) has a higher volatility of 6.02% compared to iShares Russell Mid-Cap Index Fund (BRMKX) at 2.78%. This indicates that QCGDX'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
| QCGDX | BRMKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 2.78% | +3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 10.25% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.31% | 13.71% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 18.26% | -3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.72% | 19.27% | -2.55% |
QCGDX vs. BRMKX - Expense Ratio Comparison
QCGDX has a 1.68% expense ratio, which is higher than BRMKX's 0.06% expense ratio.
Dividends
QCGDX vs. BRMKX - Dividend Comparison
QCGDX's dividend yield for the trailing twelve months is around 0.63%, less than BRMKX's 5.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 5.15% | 5.92% | 6.43% | 3.02% | 3.67% | 4.07% | 2.86% | 3.95% | 3.87% | 19.24% | 2.11% |
QCGDX Quantified Common Ground Fund | 0.63% | 0.69% | 4.42% | 0.22% | 0.00% | 5.44% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QCGDX and BRMKX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QCGDX has higher volatility (6.02%) compared to BRMKX (2.78%). In terms of maximum drawdown, QCGDX dropped -22.37% vs BRMKX's -40.20%.
BRMKX currently has the higher Sharpe Ratio (1.61 vs 0.99), 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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