BASMX vs. MDIIX
BASMX (iShares Total U.S. Stock Market Index Fund Investor A Shares) and MDIIX (iShares MSCI EAFE International Index Fund) are both mutual funds - BASMX is a Large Cap Blend Equities fund tracking the Russell 3000 Index, while MDIIX is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net). Both are passively managed. Over the past 10 years, BASMX returned 14.96%/yr vs 9.93%/yr for MDIIX. A 0.78 correlation means they provide meaningful diversification when combined. BASMX charges 0.33%/yr vs 0.35%/yr for MDIIX.
Performance
BASMX vs. MDIIX - Performance Comparison
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Returns By Period
In the year-to-date period, BASMX achieves a 9.92% return, which is significantly lower than MDIIX's 10.73% return. Over the past 10 years, BASMX has outperformed MDIIX with an annualized return of 14.96%, while MDIIX has yielded a comparatively lower 9.93% annualized return.
BASMX
- 1D
- -0.32%
- 1M
- 0.44%
- YTD
- 9.92%
- 6M
- 8.79%
- 1Y
- 25.13%
- 3Y*
- 20.74%
- 5Y*
- 12.12%
- 10Y*
- 14.96%
MDIIX
- 1D
- 0.19%
- 1M
- 2.16%
- YTD
- 10.73%
- 6M
- 10.21%
- 1Y
- 24.34%
- 3Y*
- 17.38%
- 5Y*
- 9.10%
- 10Y*
- 9.93%
BASMX vs. MDIIX - 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 | 9.92% | 16.81% | 23.46% | 25.63% | -19.32% | 25.26% | 20.37% | 30.71% | -5.57% | 20.65% |
MDIIX iShares MSCI EAFE International Index Fund | 10.73% | 31.36% | 3.36% | 18.04% | -14.33% | 10.98% | 7.68% | 21.55% | -13.62% | 24.84% |
Correlation
The correlation between BASMX and MDIIX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.78 |
The correlation between BASMX and MDIIX has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.
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Return for Risk
BASMX vs. MDIIX — Risk / Return Rank
BASMX
MDIIX
BASMX vs. MDIIX - 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 MSCI EAFE International Index Fund (MDIIX). 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.
| BASMX | MDIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.30 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 2.25 | +0.72 |
| Martin ratioReturn relative to average drawdown | 13.21 | 8.38 | +4.83 |
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Drawdowns
BASMX vs. MDIIX - Drawdown Comparison
The maximum BASMX drawdown since its inception was -34.95%, smaller than the maximum MDIIX drawdown of -61.26%. Use the drawdown chart below to compare losses from any high point for BASMX and MDIIX.
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Drawdown Indicators
| BASMX | MDIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.95% | -61.26% | +26.31% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -11.32% | +2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -19.32% | -13.67% | -5.65% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -29.43% | +4.31% |
Max Drawdown (10Y)Largest decline over 10 years | -34.95% | -34.34% | -0.61% |
Current DrawdownCurrent decline from peak | -1.51% | 0.00% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -15.54% | +10.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 3.03% | -1.03% |
Volatility
BASMX vs. MDIIX - Volatility Comparison
iShares Total U.S. Stock Market Index Fund Investor A Shares (BASMX) and iShares MSCI EAFE International Index Fund (MDIIX) have volatilities of 4.74% and 4.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BASMX | MDIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 4.78% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 12.82% | -2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.77% | 15.49% | -2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 16.25% | +1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.45% | 16.62% | +1.83% |
BASMX vs. MDIIX - Expense Ratio Comparison
BASMX has a 0.33% expense ratio, which is lower than MDIIX's 0.35% expense ratio.
Dividends
BASMX vs. MDIIX - Dividend Comparison
BASMX's dividend yield for the trailing twelve months is around 0.79%, less than MDIIX's 3.16% 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 | 0.79% | 0.86% | 0.99% | 1.19% | 1.33% | 1.33% | 1.20% | 1.90% | 2.18% | 1.93% | 1.37% | 0.00% |
MDIIX iShares MSCI EAFE International Index Fund | 3.16% | 3.49% | 3.15% | 2.94% | 2.52% | 2.78% | 1.72% | 3.05% | 4.24% | 2.21% | 2.60% | 1.94% |
Frequently Asked Questions
BASMX and MDIIX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDIIX has higher volatility (4.78%) compared to BASMX (4.74%). In terms of maximum drawdown, BASMX dropped -34.95% vs MDIIX's -61.26%.
BASMX currently has the higher Sharpe Ratio (2.08 vs 1.65), 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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