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

Performance

BDBKX vs. BTMKX - 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 MSCI EAFE International Index Fund (BTMKX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BDBKX achieves a 21.69% return, which is significantly higher than BTMKX's 10.89% return. Over the past 10 years, BDBKX has outperformed BTMKX with an annualized return of 11.81%, while BTMKX has yielded a comparatively lower 10.27% 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%

BTMKX

1D
0.19%
1M
2.19%
YTD
10.89%
6M
10.37%
1Y
24.72%
3Y*
17.72%
5Y*
9.42%
10Y*
10.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDBKX vs. BTMKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BTMKX
iShares MSCI EAFE International Index Fund
10.89%31.70%3.70%18.37%-14.04%11.30%8.07%21.96%-13.38%25.17%

Correlation

The correlation between BDBKX and BTMKX is 0.72, 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

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2011

0.72

The correlation between BDBKX and BTMKX has been stable across timeframes, ranging from 0.70 to 0.72 - 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. BTMKX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BDBKX
BDBKX Risk / Return Rank: 7272
Overall Rank
BDBKX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BDBKX Sortino Ratio Rank: 6565
Sortino Ratio Rank
BDBKX Omega Ratio Rank: 5353
Omega Ratio Rank
BDBKX Calmar Ratio Rank: 8787
Calmar Ratio Rank
BDBKX Martin Ratio Rank: 8383
Martin Ratio Rank

BTMKX
BTMKX Risk / Return Rank: 3939
Overall Rank
BTMKX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BTMKX Sortino Ratio Rank: 3737
Sortino Ratio Rank
BTMKX Omega Ratio Rank: 3737
Omega Ratio Rank
BTMKX Calmar Ratio Rank: 4040
Calmar Ratio Rank
BTMKX Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BDBKX vs. BTMKX - 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 MSCI EAFE International Index Fund (BTMKX). 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.


BDBKXBTMKXDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.37

1.30

+0.07

Calmar ratioReturn relative to maximum drawdown

4.04

2.29

+1.76

Martin ratioReturn relative to average drawdown

14.32

8.54

+5.77

BDBKX vs. BTMKX - Sharpe Ratio Comparison

The current BDBKX Sharpe Ratio is 2.26, which is higher than the BTMKX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of BDBKX and BTMKX, 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. BTMKX - Drawdown Comparison

The maximum BDBKX drawdown since its inception was -41.66%, which is greater than BTMKX's maximum drawdown of -33.92%. Use the drawdown chart below to compare losses from any high point for BDBKX and BTMKX.


Loading charts...

Drawdown Indicators


BDBKXBTMKXDifference

Max Drawdown

Largest peak-to-trough decline

-41.66%

-33.92%

-7.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-11.30%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-27.53%

-13.66%

-13.87%

Max Drawdown (5Y)

Largest decline over 5 years

-31.96%

-29.23%

-2.73%

Max Drawdown (10Y)

Largest decline over 10 years

-41.66%

-33.92%

-7.74%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.72%

-7.74%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

3.02%

+0.07%

Volatility

BDBKX vs. BTMKX - Volatility Comparison

iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) has a higher volatility of 6.41% compared to iShares MSCI EAFE International Index Fund (BTMKX) at 4.81%. This indicates that BDBKX's price experiences larger fluctuations and is considered to be riskier than BTMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BDBKXBTMKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

4.81%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

12.90%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

19.70%

15.58%

+4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.25%

16.25%

+7.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.76%

16.64%

+7.12%

BDBKX vs. BTMKX - Expense Ratio Comparison

BDBKX has a 0.07% expense ratio, which is higher than BTMKX's 0.05% 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. BTMKX - Dividend Comparison

BDBKX's dividend yield for the trailing twelve months is around 2.61%, less than BTMKX's 3.38% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
BTMKX
iShares MSCI EAFE International Index Fund
3.38%3.74%3.43%3.19%2.80%3.06%1.99%3.34%4.58%2.45%2.85%2.42%

Frequently Asked Questions


BDBKX and BTMKX have a correlation of 0.72, 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 BTMKX (4.81%). In terms of maximum drawdown, BDBKX dropped -41.66% vs BTMKX's -33.92%.

BDBKX currently has the higher Sharpe Ratio (2.26 vs 1.66), 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 BTMKX

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