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BDOAX vs. BDOKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDOAX vs. BDOKX - 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 MSCI Total International Index Fund Class K (BDOKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with BDOAX having a 14.82% return and BDOKX slightly higher at 15.00%. Over the past 10 years, BDOAX has underperformed BDOKX with an annualized return of 9.27%, while BDOKX has yielded a comparatively higher 9.78% annualized return.


BDOAX

1D
-0.83%
1M
4.06%
YTD
14.82%
6M
17.17%
1Y
31.53%
3Y*
19.30%
5Y*
8.09%
10Y*
9.27%

BDOKX

1D
-0.80%
1M
4.13%
YTD
15.00%
6M
17.46%
1Y
31.93%
3Y*
19.66%
5Y*
8.42%
10Y*
9.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDOAX vs. BDOKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDOAX
iShares MSCI Total International Index Fund Class A
14.82%32.20%5.02%14.81%-16.63%7.36%10.47%20.81%-14.19%26.16%
BDOKX
iShares MSCI Total International Index Fund Class K
15.00%32.56%5.37%15.26%-16.40%7.68%10.77%23.11%-13.91%26.40%

Correlation

The correlation between BDOAX and BDOKX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

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

1.00

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

1.00

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

1.00

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

1.00

The correlation between BDOAX and BDOKX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

BDOAX vs. BDOKX — Risk / Return Rank

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

BDOAX
BDOAX Risk / Return Rank: 5757
Overall Rank
BDOAX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BDOAX Sortino Ratio Rank: 5454
Sortino Ratio Rank
BDOAX Omega Ratio Rank: 5858
Omega Ratio Rank
BDOAX Calmar Ratio Rank: 5959
Calmar Ratio Rank
BDOAX Martin Ratio Rank: 5858
Martin Ratio Rank

BDOKX
BDOKX Risk / Return Rank: 5858
Overall Rank
BDOKX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BDOKX Sortino Ratio Rank: 5454
Sortino Ratio Rank
BDOKX Omega Ratio Rank: 5858
Omega Ratio Rank
BDOKX Calmar Ratio Rank: 5959
Calmar Ratio Rank
BDOKX Martin Ratio Rank: 5959
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. BDOKX - 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 MSCI Total International Index Fund Class K (BDOKX). 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.


BDOAXBDOKXDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.41

1.41

0.00

Calmar ratioReturn relative to maximum drawdown

2.86

2.89

-0.03

Martin ratioReturn relative to average drawdown

11.22

11.40

-0.18

BDOAX vs. BDOKX - Sharpe Ratio Comparison

The current BDOAX Sharpe Ratio is 2.22, which is comparable to the BDOKX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of BDOAX and BDOKX, 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


BDOAXBDOKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

2.24

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.55

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.60

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.39

-0.03

Drawdowns

BDOAX vs. BDOKX - Drawdown Comparison

The maximum BDOAX drawdown since its inception was -35.53%, roughly equal to the maximum BDOKX drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for BDOAX and BDOKX.


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Drawdown Indicators


BDOAXBDOKXDifference

Max Drawdown

Largest peak-to-trough decline

-35.53%

-34.22%

-1.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-11.38%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-13.54%

-13.54%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-30.54%

-30.23%

-0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-35.53%

-34.22%

-1.31%

Current Drawdown

Current decline from peak

-0.83%

-0.80%

-0.03%

Average Drawdown

Average peak-to-trough decline

-8.72%

-8.22%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.88%

+0.01%

Volatility

BDOAX vs. BDOKX - Volatility Comparison

iShares MSCI Total International Index Fund Class A (BDOAX) and iShares MSCI Total International Index Fund Class K (BDOKX) have volatilities of 5.10% and 5.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDOAXBDOKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

5.07%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.29%

12.35%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

14.63%

14.68%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

15.46%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.26%

16.26%

0.00%

BDOAX vs. BDOKX - Expense Ratio Comparison

BDOAX has a 0.41% expense ratio, which is higher than BDOKX's 0.09% expense ratio.


Dividends

BDOAX vs. BDOKX - Dividend Comparison

BDOAX's dividend yield for the trailing twelve months is around 2.34%, less than BDOKX's 2.50% yield.


PositionTTM20252024202320222021202020192018201720162015
BDOAX
iShares MSCI Total International Index Fund Class A
2.34%2.84%2.62%2.74%2.61%2.46%1.79%2.85%3.05%1.65%3.33%3.78%
BDOKX
iShares MSCI Total International Index Fund Class K
2.50%3.01%2.84%2.94%2.84%3.01%1.98%4.48%3.28%1.81%3.51%3.87%

Frequently Asked Questions


With a correlation of 1.00, BDOAX and BDOKX 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.

BDOAX has higher volatility (5.10%) compared to BDOKX (5.07%). In terms of maximum drawdown, BDOAX dropped -35.53% vs BDOKX's -34.22%.

BDOKX currently has the higher Sharpe Ratio (2.24 vs 2.22), 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

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