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RYLD vs. BRMKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYLD vs. BRMKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Russell 2000 Covered Call ETF (RYLD) and iShares Russell Mid-Cap Index Fund (BRMKX). The values are adjusted to include any dividend payments, if applicable.

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RYLD vs. BRMKX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RYLD
Global X Russell 2000 Covered Call ETF
1.10%5.65%10.13%0.27%-13.03%22.13%-0.44%8.92%
BRMKX
iShares Russell Mid-Cap Index Fund
1.36%10.48%15.28%17.30%-17.22%22.52%17.17%9.52%

Returns By Period

In the year-to-date period, RYLD achieves a 1.10% return, which is significantly lower than BRMKX's 1.36% return.


RYLD

1D
0.40%
1M
-3.62%
YTD
1.10%
6M
5.56%
1Y
12.15%
3Y*
6.22%
5Y*
2.30%
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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RYLD vs. BRMKX - Expense Ratio Comparison

RYLD has a 0.60% expense ratio, which is higher than BRMKX's 0.06% expense ratio.


Return for Risk

RYLD vs. BRMKX — Risk / Return Rank

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

RYLD
RYLD Risk / Return Rank: 4242
Overall Rank
RYLD Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
RYLD Sortino Ratio Rank: 3939
Sortino Ratio Rank
RYLD Omega Ratio Rank: 4848
Omega Ratio Rank
RYLD Calmar Ratio Rank: 3737
Calmar Ratio Rank
RYLD Martin Ratio Rank: 4848
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.

RYLD vs. BRMKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Russell 2000 Covered Call ETF (RYLD) 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.


RYLDBRMKXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.84

-0.10

Sortino ratio

Return per unit of downside risk

1.17

1.29

-0.13

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

0.99

1.24

-0.25

Martin ratio

Return relative to average drawdown

4.78

5.74

-0.96

RYLD vs. BRMKX - Sharpe Ratio Comparison

The current RYLD Sharpe Ratio is 0.74, which is comparable to the BRMKX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of RYLD 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


RYLDBRMKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.84

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.38

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.57

-0.31

Correlation

The correlation between RYLD and BRMKX is 0.84, 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

RYLD vs. BRMKX - Dividend Comparison

RYLD's dividend yield for the trailing twelve months is around 12.09%, more than BRMKX's 5.84% yield.


TTM2025202420232022202120202019201820172016
RYLD
Global X Russell 2000 Covered Call ETF
12.09%12.00%12.03%12.64%13.49%12.35%10.76%6.43%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

RYLD vs. BRMKX - Drawdown Comparison

The maximum RYLD drawdown since its inception was -41.53%, roughly equal to the maximum BRMKX drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for RYLD and BRMKX.


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Drawdown Indicators


RYLDBRMKXDifference

Max Drawdown

Largest peak-to-trough decline

-41.53%

-40.20%

-1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-13.37%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-21.33%

-26.04%

+4.71%

Max Drawdown (10Y)

Largest decline over 10 years

-40.20%

Current Drawdown

Current decline from peak

-3.92%

-5.71%

+1.79%

Average Drawdown

Average peak-to-trough decline

-9.04%

-5.73%

-3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

2.88%

-0.34%

Volatility

RYLD vs. BRMKX - Volatility Comparison

The current volatility for Global X Russell 2000 Covered Call ETF (RYLD) is 5.22%, while iShares Russell Mid-Cap Index Fund (BRMKX) has a volatility of 5.60%. This indicates that RYLD 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


RYLDBRMKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

5.60%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

10.52%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

19.08%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.20%

18.25%

-4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

19.30%

-1.92%