BDBKX vs. AZBIX
BDBKX (iShares Russell 2000 Small-Cap Index Fund Class K) and AZBIX (Virtus Small-Cap Fund) are both Small Cap Blend Equities funds. Over the past 10 years, BDBKX returned 11.03%/yr vs 11.77%/yr for AZBIX. With a 0.95 correlation, they move nearly in lockstep. BDBKX charges 0.07%/yr vs 0.89%/yr for AZBIX.
Performance
BDBKX vs. AZBIX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with BDBKX having a 17.10% return and AZBIX slightly higher at 17.18%. Over the past 10 years, BDBKX has underperformed AZBIX with an annualized return of 11.03%, while AZBIX has yielded a comparatively higher 11.77% annualized return.
BDBKX
- 1D
- -1.32%
- 1M
- 1.82%
- YTD
- 17.10%
- 6M
- 14.94%
- 1Y
- 39.56%
- 3Y*
- 18.07%
- 5Y*
- 6.25%
- 10Y*
- 11.03%
AZBIX
- 1D
- -0.86%
- 1M
- 0.84%
- YTD
- 17.18%
- 6M
- 16.12%
- 1Y
- 32.63%
- 3Y*
- 17.89%
- 5Y*
- 8.04%
- 10Y*
- 11.77%
BDBKX vs. AZBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDBKX iShares Russell 2000 Small-Cap Index Fund Class K | 17.10% | 12.81% | 11.40% | 17.04% | -20.32% | 14.59% | 20.02% | 25.66% | -11.01% | 14.71% |
AZBIX Virtus Small-Cap Fund | 17.18% | 8.49% | 19.06% | 14.09% | -18.04% | 18.92% | 16.98% | 24.13% | -9.25% | 21.27% |
Correlation
The correlation between BDBKX and AZBIX is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2013 | 0.95 |
The correlation between BDBKX and AZBIX has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.
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Return for Risk
BDBKX vs. AZBIX — Risk / Return Rank
BDBKX
AZBIX
BDBKX vs. AZBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) and Virtus Small-Cap Fund (AZBIX). 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.
| BDBKX | AZBIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 3.47 | +0.13 |
| Martin ratioReturn relative to average drawdown | 12.76 | 12.14 | +0.62 |
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
| BDBKX | AZBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 1.94 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.39 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.55 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.54 | -0.11 |
Drawdowns
BDBKX vs. AZBIX - Drawdown Comparison
The maximum BDBKX drawdown since its inception was -41.66%, roughly equal to the maximum AZBIX drawdown of -40.80%. Use the drawdown chart below to compare losses from any high point for BDBKX and AZBIX.
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Drawdown Indicators
| BDBKX | AZBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.66% | -40.80% | -0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -9.33% | -1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -27.53% | -29.01% | +1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -31.96% | -29.85% | -2.11% |
Max Drawdown (10Y)Largest decline over 10 years | -41.66% | -40.80% | -0.86% |
Current DrawdownCurrent decline from peak | -1.45% | -0.86% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -7.71% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 2.66% | +0.42% |
Volatility
BDBKX vs. AZBIX - Volatility Comparison
iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) has a higher volatility of 5.72% compared to Virtus Small-Cap Fund (AZBIX) at 5.05%. This indicates that BDBKX's price experiences larger fluctuations and is considered to be riskier than AZBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDBKX | AZBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 5.05% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 13.56% | 12.17% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.14% | 16.72% | +2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.17% | 20.50% | +2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.71% | 21.36% | +2.35% |
BDBKX vs. AZBIX - Expense Ratio Comparison
BDBKX has a 0.07% expense ratio, which is lower than AZBIX's 0.89% expense ratio.
Dividends
BDBKX vs. AZBIX - Dividend Comparison
BDBKX's dividend yield for the trailing twelve months is around 2.71%, less than AZBIX's 4.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZBIX Virtus Small-Cap Fund | 4.18% | 4.90% | 10.82% | 2.31% | 4.78% | 13.82% | 0.45% | 0.38% | 9.62% | 13.80% | 0.03% | 3.59% |
BDBKX iShares Russell 2000 Small-Cap Index Fund Class K | 2.71% | 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
With a correlation of 0.95, BDBKX and AZBIX 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.
BDBKX has higher volatility (5.72%) compared to AZBIX (5.05%). In terms of maximum drawdown, BDBKX dropped -41.66% vs AZBIX's -40.80%.
BDBKX currently has the higher Sharpe Ratio (2.07 vs 1.94), 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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