BDOAX vs. BASMX
BDOAX (iShares MSCI Total International Index Fund Class A) and BASMX (iShares Total U.S. Stock Market Index Fund Investor A Shares) are both mutual funds - BDOAX is a International Equity fund tracking the MSCI All Country World ex US Index (Net TR) (USD), while BASMX is a Large Cap Blend Equities fund tracking the Russell 3000 Index. Both are passively managed. Over the past 10 years, BDOAX returned 9.36%/yr vs 14.79%/yr for BASMX. A 0.80 correlation means they provide meaningful diversification when combined. BDOAX charges 0.41%/yr vs 0.33%/yr for BASMX.
Performance
BDOAX vs. BASMX - Performance Comparison
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Returns By Period
In the year-to-date period, BDOAX achieves a 15.78% return, which is significantly higher than BASMX's 11.60% return. Over the past 10 years, BDOAX has underperformed BASMX with an annualized return of 9.36%, while BASMX has yielded a comparatively higher 14.79% annualized return.
BDOAX
- 1D
- 0.77%
- 1M
- 6.17%
- YTD
- 15.78%
- 6M
- 18.44%
- 1Y
- 33.46%
- 3Y*
- 19.64%
- 5Y*
- 8.45%
- 10Y*
- 9.36%
BASMX
- 1D
- 0.23%
- 1M
- 5.66%
- YTD
- 11.60%
- 6M
- 11.46%
- 1Y
- 28.31%
- 3Y*
- 21.93%
- 5Y*
- 12.79%
- 10Y*
- 14.79%
BDOAX vs. BASMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDOAX iShares MSCI Total International Index Fund Class A | 15.78% | 32.20% | 5.02% | 14.81% | -16.63% | 7.36% | 10.47% | 20.81% | -14.19% | 26.16% |
BASMX iShares Total U.S. Stock Market Index Fund Investor A Shares | 11.60% | 16.81% | 23.46% | 25.63% | -19.32% | 25.26% | 20.37% | 30.71% | -5.57% | 20.65% |
Correlation
The correlation between BDOAX and BASMX is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.80 |
The correlation between BDOAX and BASMX has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.
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Return for Risk
BDOAX vs. BASMX — Risk / Return Rank
BDOAX
BASMX
BDOAX vs. BASMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Total International Index Fund Class A (BDOAX) and iShares Total U.S. Stock Market Index Fund Investor A Shares (BASMX). 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.
| BDOAX | BASMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.43 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 3.29 | -0.38 |
| Martin ratioReturn relative to average drawdown | 11.40 | 15.07 | -3.66 |
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
| BDOAX | BASMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 2.41 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.74 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.81 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.81 | -0.45 |
Drawdowns
BDOAX vs. BASMX - Drawdown Comparison
The maximum BDOAX drawdown since its inception was -35.53%, roughly equal to the maximum BASMX drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for BDOAX and BASMX.
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Drawdown Indicators
| BDOAX | BASMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -34.95% | -0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -8.92% | -2.45% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -19.32% | +5.78% |
Max Drawdown (5Y)Largest decline over 5 years | -30.54% | -25.12% | -5.42% |
Max Drawdown (10Y)Largest decline over 10 years | -35.53% | -34.95% | -0.58% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -4.59% | -4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 1.94% | +0.95% |
Volatility
BDOAX vs. BASMX - Volatility Comparison
iShares MSCI Total International Index Fund Class A (BDOAX) has a higher volatility of 5.03% compared to iShares Total U.S. Stock Market Index Fund Investor A Shares (BASMX) at 2.94%. This indicates that BDOAX's price experiences larger fluctuations and is considered to be riskier than BASMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDOAX | BASMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 2.94% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.26% | 9.15% | +3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.62% | 12.14% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 17.38% | -1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 18.41% | -2.15% |
BDOAX vs. BASMX - Expense Ratio Comparison
BDOAX has a 0.41% expense ratio, which is higher than BASMX's 0.33% expense ratio.
Dividends
BDOAX vs. BASMX - Dividend Comparison
BDOAX's dividend yield for the trailing twelve months is around 2.32%, more than BASMX's 0.78% 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 | 0.78% | 0.86% | 0.99% | 1.19% | 1.33% | 1.33% | 1.20% | 1.90% | 2.18% | 1.93% | 1.37% | 0.00% |
BDOAX iShares MSCI Total International Index Fund Class A | 2.32% | 2.84% | 2.62% | 2.74% | 2.61% | 2.46% | 1.79% | 2.85% | 3.05% | 1.65% | 3.33% | 3.78% |
Frequently Asked Questions
BDOAX and BASMX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDOAX has higher volatility (5.03%) compared to BASMX (2.94%). In terms of maximum drawdown, BDOAX dropped -35.53% vs BASMX's -34.95%.
BASMX currently has the higher Sharpe Ratio (2.41 vs 2.26), 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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