AUUIX vs. BKTSX
AUUIX (AB Select US Equity Portfolio) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 10 years, AUUIX returned 16.33%/yr vs 15.16%/yr for BKTSX. With a 0.96 correlation, they move nearly in lockstep. AUUIX charges 1.21%/yr vs 0.02%/yr for BKTSX.
Performance
AUUIX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, AUUIX achieves a 7.78% return, which is significantly lower than BKTSX's 8.63% return. Over the past 10 years, AUUIX has outperformed BKTSX with an annualized return of 16.33%, while BKTSX has yielded a comparatively lower 15.16% annualized return.
AUUIX
- 1D
- -1.14%
- 1M
- -0.50%
- YTD
- 7.78%
- 6M
- 6.81%
- 1Y
- 20.95%
- 3Y*
- 20.95%
- 5Y*
- 13.22%
- 10Y*
- 16.33%
BKTSX
- 1D
- -1.32%
- 1M
- -0.85%
- YTD
- 8.63%
- 6M
- 7.18%
- 1Y
- 22.45%
- 3Y*
- 20.59%
- 5Y*
- 12.00%
- 10Y*
- 15.16%
AUUIX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AUUIX AB Select US Equity Portfolio | 7.78% | 18.82% | 26.19% | 19.01% | -13.54% | 30.14% | 15.08% | 40.72% | -4.70% | 22.55% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 8.63% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between AUUIX and BKTSX is 0.97 - 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
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 Jan 4, 2016 | 0.96 |
The correlation between AUUIX and BKTSX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
AUUIX vs. BKTSX — Risk / Return Rank
AUUIX
BKTSX
AUUIX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Select US Equity Portfolio (AUUIX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
| AUUIX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 2.70 | -0.07 |
| Martin ratioReturn relative to average drawdown | 11.50 | 12.02 | -0.52 |
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Drawdowns
AUUIX vs. BKTSX - Drawdown Comparison
The maximum AUUIX drawdown since its inception was -32.57%, smaller than the maximum BKTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for AUUIX and BKTSX.
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Drawdown Indicators
| AUUIX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.57% | -34.97% | +2.40% |
Max Drawdown (1Y)Largest decline over 1 year | -8.59% | -8.87% | +0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -17.37% | -19.29% | +1.92% |
Max Drawdown (5Y)Largest decline over 5 years | -21.16% | -24.98% | +3.82% |
Max Drawdown (10Y)Largest decline over 10 years | -32.57% | -34.97% | +2.40% |
Current DrawdownCurrent decline from peak | -2.00% | -2.77% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -4.51% | +0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 1.99% | -0.03% |
Volatility
AUUIX vs. BKTSX - Volatility Comparison
The current volatility for AB Select US Equity Portfolio (AUUIX) is 3.96%, while iShares Total U.S. Stock Market Index Fund Class K (BKTSX) has a volatility of 4.89%. This indicates that AUUIX experiences smaller price fluctuations and is considered to be less risky than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUUIX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 4.89% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 10.04% | -1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.95% | 12.82% | -1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 17.46% | -1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 18.42% | -0.47% |
AUUIX vs. BKTSX - Expense Ratio Comparison
AUUIX has a 1.21% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
AUUIX vs. BKTSX - Dividend Comparison
AUUIX's dividend yield for the trailing twelve months is around 5.62%, more than BKTSX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUUIX AB Select US Equity Portfolio | 5.62% | 6.05% | 8.89% | 2.38% | 6.60% | 24.03% | 3.32% | 15.74% | 12.45% | 11.26% | 4.16% | 8.18% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.07% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, AUUIX and BKTSX 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.
BKTSX has higher volatility (4.89%) compared to AUUIX (3.96%). In terms of maximum drawdown, AUUIX dropped -32.57% vs BKTSX's -34.97%.
AUUIX currently has the higher Sharpe Ratio (2.07 vs 1.88), 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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