BDOAX vs. BDBKX
BDOAX (iShares MSCI Total International Index Fund Class A) and BDBKX (iShares Russell 2000 Small-Cap Index Fund Class K) are both mutual funds - BDOAX is a International Equity fund tracking the MSCI All Country World ex US Index (Net TR) (USD), while BDBKX is a Small Cap Blend Equities fund tracking the Russell 2000 Index. Both are passively managed. Over the past 10 years, BDOAX returned 9.36%/yr vs 11.18%/yr for BDBKX. A 0.73 correlation means they provide meaningful diversification when combined. BDOAX charges 0.41%/yr vs 0.07%/yr for BDBKX.
Performance
BDOAX vs. BDBKX - Performance Comparison
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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%
BDOAX vs. BDBKX - 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% |
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
BDOAX
BDBKX
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.
| BDOAX | BDBKX | Difference | |
|---|---|---|---|
| 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 |
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 | BDBKX | Difference | |
|---|---|---|---|
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
| BDOAX | BDBKX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.13% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -8.74% | +0.02% |
Ulcer IndexDepth 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
| BDOAX | BDBKX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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