BDOAX vs. PTSIX
BDOAX (iShares MSCI Total International Index Fund Class A) and PTSIX (PIMCO RAE PLUS International Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, BDOAX returned 8.91%/yr vs 10.40%/yr for PTSIX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. BDOAX charges 0.41%/yr vs 0.82%/yr for PTSIX.
Performance
BDOAX vs. PTSIX - Performance Comparison
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Returns By Period
In the year-to-date period, BDOAX achieves a 13.45% return, which is significantly lower than PTSIX's 19.48% return. Over the past 10 years, BDOAX has underperformed PTSIX with an annualized return of 8.91%, while PTSIX has yielded a comparatively higher 10.40% annualized return.
BDOAX
- 1D
- 2.93%
- 1M
- 0.43%
- 6M
- 7.46%
- YTD
- 13.45%
- 1Y
- 28.74%
- 3Y*
- 16.75%
- 5Y*
- 8.58%
- 10Y*
- 8.91%
- ALL TIME*
- 5.77%
PTSIX
- 1D
- 1.11%
- 1M
- 5.39%
- 6M
- 11.31%
- YTD
- 19.48%
- 1Y
- 36.12%
- 3Y*
- 19.10%
- 5Y*
- 11.21%
- 10Y*
- 10.40%
- ALL TIME*
- 9.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BDOAX vs. PTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDOAX iShares MSCI Total International Index Fund Class A | 13.45% | 32.20% | 5.02% | 14.81% | -16.63% | 7.36% | 10.47% | 20.81% | -14.19% | 26.16% |
PTSIX PIMCO RAE PLUS International Fund | 19.48% | 35.74% | 2.54% | 18.35% | -11.35% | 10.70% | 0.48% | 18.29% | -16.33% | 28.37% |
Correlation
The correlation between BDOAX and PTSIX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2011 | 0.70 |
The correlation between BDOAX and PTSIX shifts across timeframes, from 0.57 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BDOAX vs. PTSIX — Risk / Return Rank
BDOAX
PTSIX
BDOAX vs. PTSIX - 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 PIMCO RAE PLUS International Fund (PTSIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BDOAX | PTSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.54 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 3.98 | -1.59 |
| Martin ratioReturn relative to average drawdown | 8.81 | 13.29 | -4.48 |
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Drawdowns
BDOAX vs. PTSIX - Drawdown Comparison
The maximum BDOAX drawdown since its inception was -35.53%, smaller than the maximum PTSIX drawdown of -46.94%. Use the drawdown chart below to compare losses from any high point for BDOAX and PTSIX.
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Drawdown Indicators
| BDOAX | PTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -46.94% | +11.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -9.12% | -2.25% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -15.62% | +2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -30.25% | -29.41% | -0.84% |
Max Drawdown (10Y)Largest decline over 10 years | -35.53% | -46.94% | +11.41% |
Current DrawdownCurrent decline from peak | -2.55% | 0.00% | -2.55% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -9.40% | +0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 2.72% | +0.36% |
Volatility
BDOAX vs. PTSIX - Volatility Comparison
iShares MSCI Total International Index Fund Class A (BDOAX) has a higher volatility of 5.64% compared to PIMCO RAE PLUS International Fund (PTSIX) at 3.48%. This indicates that BDOAX's price experiences larger fluctuations and is considered to be riskier than PTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDOAX | PTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 3.48% | +2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 14.64% | 9.46% | +5.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 11.99% | +4.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 15.00% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.17% | 15.80% | +0.37% |
BDOAX vs. PTSIX - Expense Ratio Comparison
BDOAX has a 0.41% expense ratio, which is lower than PTSIX's 0.82% expense ratio.
Dividends
BDOAX vs. PTSIX - Dividend Comparison
BDOAX's dividend yield for the trailing twelve months is around 2.40%, less than PTSIX's 8.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOAX iShares MSCI Total International Index Fund Class A | 2.40% | 2.84% | 2.62% | 2.74% | 2.61% | 2.46% | 1.79% | 2.85% | 3.05% | 1.65% | 3.33% | 3.78% |
PTSIX PIMCO RAE PLUS International Fund | 8.90% | 3.62% | 7.01% | 3.18% | 67.07% | 223.75% | 7.45% | 3.49% | 29.39% | 7.86% | 0.84% | 3.54% |
Frequently Asked Questions
BDOAX and PTSIX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDOAX has higher volatility (5.64%) compared to PTSIX (3.48%). In terms of maximum drawdown, BDOAX dropped -35.53% vs PTSIX's -46.94%.
PTSIX currently has the higher Sharpe Ratio (3.03 vs 1.64), 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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