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BDOAX vs. BDBKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDOAX vs. BDBKX - Performance Comparison

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

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Returns By Period

In the year-to-date period, BDOAX achieves a 15.78% return, which is significantly lower than BDBKX's 18.66% return. Over the past 10 years, BDOAX has underperformed BDBKX with an annualized return of 9.36%, while BDBKX has yielded a comparatively higher 11.18% 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%

BDBKX

1D
0.92%
1M
4.99%
YTD
18.66%
6M
17.35%
1Y
41.13%
3Y*
18.59%
5Y*
6.60%
10Y*
11.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDOAX vs. BDBKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BDBKX
iShares Russell 2000 Small-Cap Index Fund Class K
18.66%12.81%11.40%17.04%-20.32%14.59%20.02%25.66%-11.01%14.71%

Correlation

The correlation between BDOAX and BDBKX 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

0.71

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

0.73

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

0.72

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2011

0.73

The correlation between BDOAX and BDBKX has been stable across timeframes, ranging from 0.71 to 0.73 - a consistent structural relationship.

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Return for Risk

BDOAX vs. BDBKX — Risk / Return Rank

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

BDOAX
BDOAX Risk / Return Rank: 5656
Overall Rank
BDOAX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BDOAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
BDOAX Omega Ratio Rank: 5656
Omega Ratio Rank
BDOAX Calmar Ratio Rank: 5757
Calmar Ratio Rank
BDOAX Martin Ratio Rank: 5757
Martin Ratio Rank

BDBKX
BDBKX Risk / Return Rank: 6464
Overall Rank
BDBKX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BDBKX Sortino Ratio Rank: 5555
Sortino Ratio Rank
BDBKX Omega Ratio Rank: 4747
Omega Ratio Rank
BDBKX Calmar Ratio Rank: 8484
Calmar Ratio Rank
BDBKX Martin Ratio Rank: 7474
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.

BDOAX vs. BDBKX - 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 Russell 2000 Small-Cap Index Fund Class K (BDBKX). 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.


BDOAXBDBKXDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

2.90

3.97

-1.07

Martin ratioReturn relative to average drawdown

11.40

14.10

-2.70

BDOAX vs. BDBKX - Sharpe Ratio Comparison

The current BDOAX Sharpe Ratio is 2.26, which is comparable to the BDBKX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of BDOAX and BDBKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BDOAXBDBKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

2.28

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.29

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.47

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.44

-0.08

Drawdowns

BDOAX vs. BDBKX - Drawdown Comparison

The maximum BDOAX drawdown since its inception was -35.53%, smaller than the maximum BDBKX drawdown of -41.66%. Use the drawdown chart below to compare losses from any high point for BDOAX and BDBKX.


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Drawdown Indicators


BDOAXBDBKXDifference

Max Drawdown

Largest peak-to-trough decline

-35.53%

-41.66%

+6.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-10.97%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-13.54%

-27.53%

+13.99%

Max Drawdown (5Y)

Largest decline over 5 years

-30.54%

-31.96%

+1.42%

Max Drawdown (10Y)

Largest decline over 10 years

-35.53%

-41.66%

+6.13%

Current Drawdown

Current decline from peak

0.00%

-0.13%

+0.13%

Average Drawdown

Average peak-to-trough decline

-8.72%

-8.74%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

3.08%

-0.19%

Volatility

BDOAX vs. BDBKX - Volatility Comparison

The current volatility for iShares MSCI Total International Index Fund Class A (BDOAX) is 5.03%, while iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) has a volatility of 5.56%. This indicates that BDOAX experiences smaller price fluctuations and is considered to be less risky than BDBKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDOAXBDBKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

5.56%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

13.55%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

14.62%

19.09%

-4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

23.17%

-7.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.26%

23.71%

-7.45%

BDOAX vs. BDBKX - Expense Ratio Comparison

BDOAX has a 0.41% expense ratio, which is higher than BDBKX's 0.07% expense ratio.


Dividends

BDOAX vs. BDBKX - Dividend Comparison

BDOAX's dividend yield for the trailing twelve months is around 2.32%, less than BDBKX's 2.67% yield.


PositionTTM20252024202320222021202020192018201720162015
BDBKX
iShares Russell 2000 Small-Cap Index Fund Class K
2.67%3.17%4.84%2.96%1.76%7.67%1.45%3.47%4.29%3.18%4.62%3.64%
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 BDBKX 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 (5.56%) compared to BDOAX (5.03%). In terms of maximum drawdown, BDOAX dropped -35.53% vs BDBKX's -41.66%.

BDBKX currently has the higher Sharpe Ratio (2.28 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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