BDBKX vs. BKTSX
BDBKX (iShares Russell 2000 Small-Cap Index Fund Class K) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both mutual funds - BDBKX is a Small Cap Blend Equities fund tracking the Russell 2000 Index, while BKTSX is a Large Cap Blend Equities fund tracking the Russell 3000 Index. Both are passively managed. Over the past 10 years, BDBKX returned 11.81%/yr vs 15.31%/yr for BKTSX. Their correlation of 0.86 suggests significant overlap in exposure. BDBKX charges 0.07%/yr vs 0.02%/yr for BKTSX.
Performance
BDBKX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, BDBKX achieves a 21.69% return, which is significantly higher than BKTSX's 10.08% return. Over the past 10 years, BDBKX has underperformed BKTSX with an annualized return of 11.81%, while BKTSX has yielded a comparatively higher 15.31% annualized return.
BDBKX
- 1D
- 0.80%
- 1M
- 4.82%
- YTD
- 21.69%
- 6M
- 18.93%
- 1Y
- 42.58%
- 3Y*
- 19.74%
- 5Y*
- 6.89%
- 10Y*
- 11.81%
BKTSX
- 1D
- -0.32%
- 1M
- 0.47%
- YTD
- 10.08%
- 6M
- 8.96%
- 1Y
- 25.53%
- 3Y*
- 21.13%
- 5Y*
- 12.46%
- 10Y*
- 15.31%
BDBKX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDBKX iShares Russell 2000 Small-Cap Index Fund Class K | 21.69% | 12.81% | 11.40% | 17.04% | -20.32% | 14.59% | 20.02% | 25.66% | -11.01% | 14.71% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 10.08% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between BDBKX and BKTSX 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 4, 2016 | 0.86 |
The correlation between BDBKX and BKTSX has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.
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Return for Risk
BDBKX vs. BKTSX — Risk / Return Rank
BDBKX
BKTSX
BDBKX vs. BKTSX - 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 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.
| BDBKX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.38 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.04 | 3.03 | +1.02 |
| Martin ratioReturn relative to average drawdown | 14.32 | 13.51 | +0.80 |
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Drawdowns
BDBKX vs. BKTSX - Drawdown Comparison
The maximum BDBKX drawdown since its inception was -41.66%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for BDBKX and BKTSX.
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Drawdown Indicators
| BDBKX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.66% | -34.97% | -6.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -8.87% | -2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -27.53% | -19.29% | -8.24% |
Max Drawdown (5Y)Largest decline over 5 years | -31.96% | -24.98% | -6.98% |
Max Drawdown (10Y)Largest decline over 10 years | -41.66% | -34.97% | -6.69% |
Current DrawdownCurrent decline from peak | 0.00% | -1.47% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -4.51% | -4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 1.98% | +1.11% |
Volatility
BDBKX vs. BKTSX - Volatility Comparison
iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) has a higher volatility of 6.41% compared to iShares Total U.S. Stock Market Index Fund Class K (BKTSX) at 4.70%. This indicates that BDBKX's price experiences larger fluctuations and is considered to be riskier 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
| BDBKX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 4.70% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 14.30% | 9.97% | +4.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.70% | 12.76% | +6.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.25% | 17.45% | +5.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.76% | 18.46% | +5.30% |
BDBKX vs. BKTSX - Expense Ratio Comparison
BDBKX has a 0.07% expense ratio, which is higher than BKTSX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
BDBKX vs. BKTSX - Dividend Comparison
BDBKX's dividend yield for the trailing twelve months is around 2.61%, more than BKTSX's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDBKX iShares Russell 2000 Small-Cap Index Fund Class K | 2.61% | 3.17% | 4.84% | 2.96% | 1.76% | 7.67% | 1.45% | 3.47% | 4.29% | 3.18% | 4.62% | 3.64% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.06% | 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
BDBKX and BKTSX 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 (6.41%) compared to BKTSX (4.70%). In terms of maximum drawdown, BDBKX dropped -41.66% vs BKTSX's -34.97%.
BDBKX currently has the higher Sharpe Ratio (2.26 vs 2.11), 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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