BASMX vs. BDBKX
BASMX (iShares Total U.S. Stock Market Index Fund Investor A Shares) and BDBKX (iShares Russell 2000 Small-Cap Index Fund Class K) are both mutual funds - BASMX is a Large Cap Blend Equities fund tracking the Russell 3000 Index, while BDBKX is a Small Cap Blend Equities fund tracking the Russell 2000 Index. Both are passively managed. Over the past 10 years, BASMX returned 14.79%/yr vs 11.18%/yr for BDBKX. Their correlation of 0.86 suggests significant overlap in exposure. BASMX charges 0.33%/yr vs 0.07%/yr for BDBKX.
Performance
BASMX vs. BDBKX - Performance Comparison
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Returns By Period
In the year-to-date period, BASMX achieves a 11.60% return, which is significantly lower than BDBKX's 18.66% return. Over the past 10 years, BASMX has outperformed BDBKX with an annualized return of 14.79%, while BDBKX has yielded a comparatively lower 11.18% annualized return.
BASMX
- 1D
- 0.23%
- 1M
- 5.66%
- YTD
- 11.60%
- 6M
- 11.46%
- 1Y
- 28.31%
- 3Y*
- 21.93%
- 5Y*
- 12.79%
- 10Y*
- 14.79%
BDBKX
- 1D
- 0.92%
- 1M
- 4.99%
- YTD
- 18.66%
- 6M
- 17.35%
- 1Y
- 41.13%
- 3Y*
- 18.59%
- 5Y*
- 6.60%
- 10Y*
- 11.18%
BASMX vs. BDBKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BASMX iShares Total U.S. Stock Market Index Fund Investor A Shares | 11.60% | 16.81% | 23.46% | 25.63% | -19.32% | 25.26% | 20.37% | 30.71% | -5.57% | 20.65% |
BDBKX iShares Russell 2000 Small-Cap Index Fund Class K | 18.66% | 12.81% | 11.40% | 17.04% | -20.32% | 14.59% | 20.02% | 25.66% | -11.01% | 14.71% |
Correlation
The correlation between BASMX and BDBKX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.86 |
The correlation between BASMX and BDBKX has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.
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Return for Risk
BASMX vs. BDBKX — Risk / Return Rank
BASMX
BDBKX
BASMX vs. BDBKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund Investor A Shares (BASMX) and iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX). 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.
| BASMX | BDBKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 3.97 | -0.68 |
| Martin ratioReturn relative to average drawdown | 15.07 | 14.10 | +0.97 |
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
| BASMX | BDBKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 2.28 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.29 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.47 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.44 | +0.37 |
Drawdowns
BASMX vs. BDBKX - Drawdown Comparison
The maximum BASMX drawdown since its inception was -34.95%, smaller than the maximum BDBKX drawdown of -41.66%. Use the drawdown chart below to compare losses from any high point for BASMX and BDBKX.
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Drawdown Indicators
| BASMX | BDBKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.95% | -41.66% | +6.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -10.97% | +2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -19.32% | -27.53% | +8.21% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -31.96% | +6.84% |
Max Drawdown (10Y)Largest decline over 10 years | -34.95% | -41.66% | +6.71% |
Current DrawdownCurrent decline from peak | 0.00% | -0.13% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -8.74% | +4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 3.08% | -1.14% |
Volatility
BASMX vs. BDBKX - Volatility Comparison
The current volatility for iShares Total U.S. Stock Market Index Fund Investor A Shares (BASMX) is 2.94%, while iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) has a volatility of 5.56%. This indicates that BASMX experiences smaller price fluctuations and is considered to be less risky than BDBKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BASMX | BDBKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 5.56% | -2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 13.55% | -4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.14% | 19.09% | -6.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.38% | 23.17% | -5.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 23.71% | -5.30% |
BASMX vs. BDBKX - Expense Ratio Comparison
BASMX has a 0.33% expense ratio, which is higher than BDBKX's 0.07% expense ratio.
Dividends
BASMX vs. BDBKX - Dividend Comparison
BASMX's dividend yield for the trailing twelve months is around 0.78%, less than BDBKX's 2.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BASMX iShares Total U.S. Stock Market Index Fund Investor A Shares | 0.78% | 0.86% | 0.99% | 1.19% | 1.33% | 1.33% | 1.20% | 1.90% | 2.18% | 1.93% | 1.37% | 0.00% |
BDBKX iShares Russell 2000 Small-Cap Index Fund Class K | 2.67% | 3.17% | 4.84% | 2.96% | 1.76% | 7.67% | 1.45% | 3.47% | 4.29% | 3.18% | 4.62% | 3.64% |
Frequently Asked Questions
BASMX and BDBKX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDBKX has higher volatility (5.56%) compared to BASMX (2.94%). In terms of maximum drawdown, BASMX dropped -34.95% vs BDBKX's -41.66%.
BASMX currently has the higher Sharpe Ratio (2.41 vs 2.28), 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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