PortfoliosLab logoPortfoliosLab logo
BDBKX vs. BSMAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDBKX vs. BSMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) and iShares Russell Small/Mid-Cap Index Fund Investor A Shares (BSMAX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with BDBKX having a 23.05% return and BSMAX slightly lower at 22.91%. Both investments have delivered pretty close results over the past 10 years, with BDBKX having a 10.93% annualized return and BSMAX not far ahead at 11.34%.


BDBKX

1D
1.86%
1M
0.97%
6M
16.28%
YTD
23.05%
1Y
38.01%
3Y*
17.31%
5Y*
7.76%
10Y*
10.93%
ALL TIME*
10.09%

BSMAX

1D
-0.53%
1M
0.80%
6M
15.93%
YTD
22.91%
1Y
34.04%
3Y*
17.14%
5Y*
8.25%
10Y*
11.34%
ALL TIME*
10.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

BDBKX vs. BSMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDBKX
iShares Russell 2000 Small-Cap Index Fund Class K
23.05%12.81%11.40%17.04%-20.32%14.59%20.02%25.66%-11.01%14.71%
BSMAX
iShares Russell Small/Mid-Cap Index Fund Investor A Shares
22.91%11.59%11.78%16.81%-18.58%17.69%20.06%27.38%-10.45%16.40%

Correlation

The correlation between BDBKX and BSMAX is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.98

Correlation (3Y)
Balances recent behavior with more history.

0.98

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.98

Correlation (10Y)
Provides a long-term view across more market conditions.

0.98

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2015

0.98

The correlation between BDBKX and BSMAX has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BDBKX vs. BSMAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BDBKX
BDBKX Risk / Return Rank: 7979
Overall Rank
BDBKX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BDBKX Sortino Ratio Rank: 7777
Sortino Ratio Rank
BDBKX Omega Ratio Rank: 6565
Omega Ratio Rank
BDBKX Calmar Ratio Rank: 8888
Calmar Ratio Rank
BDBKX Martin Ratio Rank: 8787
Martin Ratio Rank

BSMAX
BSMAX Risk / Return Rank: 7777
Overall Rank
BSMAX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BSMAX Sortino Ratio Rank: 7373
Sortino Ratio Rank
BSMAX Omega Ratio Rank: 6161
Omega Ratio Rank
BSMAX Calmar Ratio Rank: 8888
Calmar Ratio Rank
BSMAX Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BDBKX vs. BSMAX - 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 Russell Small/Mid-Cap Index Fund Investor A Shares (BSMAX). 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.


BDBKXBSMAXDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.34

1.33

+0.01

Calmar ratioReturn relative to maximum drawdown

3.56

3.61

-0.06

Martin ratioReturn relative to average drawdown

12.62

13.66

-1.04

BDBKX vs. BSMAX - Sharpe Ratio Comparison

The current BDBKX Sharpe Ratio is 2.03, which is comparable to the BSMAX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of BDBKX and BSMAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BDBKX vs. BSMAX - Drawdown Comparison

The maximum BDBKX drawdown since its inception was -41.66%, roughly equal to the maximum BSMAX drawdown of -41.38%. Use the drawdown chart below to compare losses from any high point for BDBKX and BSMAX.


Loading charts...

Drawdown Indicators


BDBKXBSMAXDifference

Max Drawdown

Largest peak-to-trough decline

-41.66%

-41.38%

-0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-9.46%

-1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-27.53%

-25.54%

-1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-31.96%

-28.48%

-3.48%

Max Drawdown (10Y)

Largest decline over 10 years

-41.66%

-41.38%

-0.28%

Current Drawdown

Current decline from peak

0.00%

-0.53%

+0.53%

Average Drawdown

Average peak-to-trough decline

-8.66%

-7.61%

-1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.50%

+0.59%

Volatility

BDBKX vs. BSMAX - Volatility Comparison

iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) has a higher volatility of 4.57% compared to iShares Russell Small/Mid-Cap Index Fund Investor A Shares (BSMAX) at 4.17%. This indicates that BDBKX's price experiences larger fluctuations and is considered to be riskier than BSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BDBKXBSMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

4.17%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.19%

13.58%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

19.36%

17.75%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.15%

21.00%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.69%

21.59%

+2.10%

BDBKX vs. BSMAX - Expense Ratio Comparison

BDBKX has a 0.07% expense ratio, which is lower than BSMAX's 0.37% expense ratio.


Dividends

BDBKX vs. BSMAX - Dividend Comparison

BDBKX's dividend yield for the trailing twelve months is around 2.65%, more than BSMAX's 2.19% yield.


PositionTTM20252024202320222021202020192018201720162015
BDBKX
iShares Russell 2000 Small-Cap Index Fund Class K
2.65%3.17%4.84%2.96%1.76%7.67%1.45%3.47%4.29%3.18%4.62%3.64%
BSMAX
iShares Russell Small/Mid-Cap Index Fund Investor A Shares
2.19%2.67%1.79%1.14%4.67%4.55%4.26%2.62%4.07%2.61%1.34%0.59%

Frequently Asked Questions


With a correlation of 0.98, BDBKX and BSMAX 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 (4.57%) compared to BSMAX (4.17%). In terms of maximum drawdown, BDBKX dropped -41.66% vs BSMAX's -41.38%.

BDBKX currently has the higher Sharpe Ratio (2.03 vs 1.93), 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.

Portfolio Optimizer

Find the right allocation for BDBKX and BSMAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer