WFSPX vs. BRMKX
Compare and contrast key facts about iShares S&P 500 Index Fund (WFSPX) and iShares Russell Mid-Cap Index Fund (BRMKX).
WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993. BRMKX is managed by BlackRock. It was launched on May 13, 2015.
Performance
WFSPX vs. BRMKX - Performance Comparison
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WFSPX vs. BRMKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | -4.63% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
BRMKX iShares Russell Mid-Cap Index Fund | 1.36% | 10.48% | 15.28% | 17.30% | -17.22% | 22.52% | 17.17% | 30.47% | -9.09% | 17.74% |
Returns By Period
In the year-to-date period, WFSPX achieves a -4.63% return, which is significantly lower than BRMKX's 1.36% return. Over the past 10 years, WFSPX has outperformed BRMKX with an annualized return of 13.92%, while BRMKX has yielded a comparatively lower 10.79% annualized return.
WFSPX
- 1D
- 2.62%
- 1M
- -5.31%
- YTD
- -4.63%
- 6M
- -2.47%
- 1Y
- 16.96%
- 3Y*
- 18.15%
- 5Y*
- 11.69%
- 10Y*
- 13.92%
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%
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WFSPX vs. BRMKX - Expense Ratio Comparison
WFSPX has a 0.03% 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
WFSPX vs. BRMKX — Risk / Return Rank
WFSPX
BRMKX
WFSPX vs. BRMKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) 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.
| WFSPX | BRMKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.84 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.29 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.24 | +0.26 |
Martin ratioReturn relative to average drawdown | 7.15 | 5.74 | +1.41 |
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
| WFSPX | BRMKX | Difference | |
|---|---|---|---|
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 | 0.78 | 0.56 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.57 | -0.44 |
Correlation
The correlation between WFSPX and BRMKX is 0.90, 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
WFSPX vs. BRMKX - Dividend Comparison
WFSPX's dividend yield for the trailing twelve months is around 1.54%, less than BRMKX's 5.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | 1.54% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
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% | 0.00% |
Drawdowns
WFSPX vs. BRMKX - Drawdown Comparison
The maximum WFSPX drawdown since its inception was -58.21%, which is greater than BRMKX's maximum drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for WFSPX and BRMKX.
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Drawdown Indicators
| WFSPX | BRMKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.21% | -40.20% | -18.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -13.37% | +1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -26.04% | +1.53% |
Max Drawdown (10Y)Largest decline over 10 years | -33.74% | -40.20% | +6.46% |
Current DrawdownCurrent decline from peak | -6.51% | -5.71% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -5.73% | -7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.88% | -0.35% |
Volatility
WFSPX vs. BRMKX - Volatility Comparison
The current volatility for iShares S&P 500 Index Fund (WFSPX) is 5.17%, while iShares Russell Mid-Cap Index Fund (BRMKX) has a volatility of 5.60%. This indicates that WFSPX 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
| WFSPX | BRMKX | Difference | |
|---|---|---|---|
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 | 18.00% | 19.30% | -1.30% |