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BDOAX vs. MDIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDOAX vs. MDIIX - 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 EAFE International Index Fund (MDIIX). 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 higher than MDIIX's 9.48% return. Both investments have delivered pretty close results over the past 10 years, with BDOAX having a 9.36% annualized return and MDIIX not far behind at 9.08%.


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%

MDIIX

1D
0.33%
1M
4.11%
YTD
9.48%
6M
11.87%
1Y
22.11%
3Y*
16.86%
5Y*
8.60%
10Y*
9.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDOAX vs. MDIIX - 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%
MDIIX
iShares MSCI EAFE International Index Fund
9.48%31.36%3.36%18.04%-14.33%10.98%7.68%21.55%-13.62%24.84%

Correlation

The correlation between BDOAX and MDIIX is 0.95 - 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

0.95

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

0.96

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

0.97

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

0.96

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

0.97

The correlation between BDOAX and MDIIX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

BDOAX vs. MDIIX — 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

MDIIX
MDIIX Risk / Return Rank: 2626
Overall Rank
MDIIX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MDIIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
MDIIX Omega Ratio Rank: 2424
Omega Ratio Rank
MDIIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
MDIIX Martin Ratio Rank: 3030
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. MDIIX - 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 EAFE International Index Fund (MDIIX). 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.


BDOAXMDIIXDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.42

1.26

+0.16

Calmar ratioReturn relative to maximum drawdown

2.90

1.88

+1.03

Martin ratioReturn relative to average drawdown

11.40

7.01

+4.39

BDOAX vs. MDIIX - Sharpe Ratio Comparison

The current BDOAX Sharpe Ratio is 2.26, which is higher than the MDIIX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of BDOAX and MDIIX, 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


BDOAXMDIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

1.41

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.53

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.55

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.30

+0.06

Drawdowns

BDOAX vs. MDIIX - Drawdown Comparison

The maximum BDOAX drawdown since its inception was -35.53%, smaller than the maximum MDIIX drawdown of -61.26%. Use the drawdown chart below to compare losses from any high point for BDOAX and MDIIX.


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Drawdown Indicators


BDOAXMDIIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.53%

-61.26%

+25.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.37%

-11.32%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-13.54%

-13.67%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-30.54%

-29.43%

-1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-35.53%

-34.34%

-1.19%

Current Drawdown

Current decline from peak

0.00%

-0.47%

+0.47%

Average Drawdown

Average peak-to-trough decline

-8.72%

-15.57%

+6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

3.03%

-0.14%

Volatility

BDOAX vs. MDIIX - Volatility Comparison

iShares MSCI Total International Index Fund Class A (BDOAX) has a higher volatility of 5.03% compared to iShares MSCI EAFE International Index Fund (MDIIX) at 4.67%. This indicates that BDOAX's price experiences larger fluctuations and is considered to be riskier than MDIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDOAXMDIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

4.67%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

12.20%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

14.62%

15.06%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

16.17%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.26%

16.65%

-0.39%

BDOAX vs. MDIIX - Expense Ratio Comparison

BDOAX has a 0.41% expense ratio, which is higher than MDIIX's 0.35% expense ratio.


Dividends

BDOAX vs. MDIIX - Dividend Comparison

BDOAX's dividend yield for the trailing twelve months is around 2.32%, less than MDIIX's 3.19% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
MDIIX
iShares MSCI EAFE International Index Fund
3.19%3.49%3.15%2.94%2.52%2.78%1.72%3.05%4.24%2.21%2.60%1.94%

Frequently Asked Questions


With a correlation of 0.95, BDOAX and MDIIX 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 (5.03%) compared to MDIIX (4.67%). In terms of maximum drawdown, BDOAX dropped -35.53% vs MDIIX's -61.26%.

BDOAX currently has the higher Sharpe Ratio (2.26 vs 1.41), 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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