BTMKX vs. VXUS
BTMKX (iShares MSCI EAFE International Index Fund) and VXUS (Vanguard Total International Stock ETF) are both funds - BTMKX is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, BTMKX returned 9.42%/yr vs 9.76%/yr for VXUS. With a 0.96 correlation, they move nearly in lockstep. Both charge a 0.05% expense ratio.
Performance
BTMKX vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, BTMKX achieves a 9.65% return, which is significantly lower than VXUS's 14.25% return. Both investments have delivered pretty close results over the past 10 years, with BTMKX having a 9.42% annualized return and VXUS not far ahead at 9.76%.
BTMKX
- 1D
- 0.33%
- 1M
- 4.17%
- YTD
- 9.65%
- 6M
- 12.05%
- 1Y
- 22.44%
- 3Y*
- 17.20%
- 5Y*
- 8.94%
- 10Y*
- 9.42%
VXUS
- 1D
- -0.99%
- 1M
- 4.68%
- YTD
- 14.25%
- 6M
- 16.92%
- 1Y
- 32.01%
- 3Y*
- 19.30%
- 5Y*
- 8.46%
- 10Y*
- 9.76%
BTMKX vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTMKX iShares MSCI EAFE International Index Fund | 9.65% | 31.70% | 3.70% | 18.37% | -14.04% | 11.30% | 8.07% | 21.96% | -13.38% | 25.17% |
VXUS Vanguard Total International Stock ETF | 14.25% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Correlation
The correlation between BTMKX and VXUS is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2011 | 0.96 |
The correlation between BTMKX and VXUS has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
BTMKX vs. VXUS — Risk / Return Rank
BTMKX
VXUS
BTMKX vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE International Index Fund (BTMKX) and Vanguard Total International Stock ETF (VXUS). 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.
| BTMKX | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.39 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.85 | -0.94 |
| Martin ratioReturn relative to average drawdown | 7.15 | 11.14 | -3.99 |
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
| BTMKX | VXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 2.12 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.53 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.57 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.39 | +0.01 |
Drawdowns
BTMKX vs. VXUS - Drawdown Comparison
The maximum BTMKX drawdown since its inception was -33.92%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for BTMKX and VXUS.
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Drawdown Indicators
| BTMKX | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.92% | -35.97% | +2.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -11.27% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -13.66% | -13.58% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -29.44% | +0.21% |
Max Drawdown (10Y)Largest decline over 10 years | -33.92% | -35.97% | +2.05% |
Current DrawdownCurrent decline from peak | -0.38% | -0.99% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -8.22% | +0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.88% | +0.13% |
Volatility
BTMKX vs. VXUS - Volatility Comparison
The current volatility for iShares MSCI EAFE International Index Fund (BTMKX) is 4.70%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.60%. This indicates that BTMKX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTMKX | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 5.60% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 12.29% | 13.00% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 15.21% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 16.05% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.67% | 17.16% | -0.49% |
BTMKX vs. VXUS - Expense Ratio Comparison
Both BTMKX and VXUS have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
BTMKX vs. VXUS - Dividend Comparison
BTMKX's dividend yield for the trailing twelve months is around 3.42%, more than VXUS's 2.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTMKX iShares MSCI EAFE International Index Fund | 3.42% | 3.74% | 3.43% | 3.19% | 2.80% | 3.06% | 1.99% | 3.34% | 4.58% | 2.45% | 2.85% | 2.42% |
VXUS Vanguard Total International Stock ETF | 2.66% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
With a correlation of 0.95, BTMKX and VXUS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VXUS has higher volatility (5.60%) compared to BTMKX (4.70%). In terms of maximum drawdown, BTMKX dropped -33.92% vs VXUS's -35.97%.
VXUS currently has the higher Sharpe Ratio (2.12 vs 1.43), 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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