BDOIX vs. FAMRX
BDOIX (iShares MSCI Total International Index Fund) and FAMRX (Fidelity Asset Manager 85% Fund) are both mutual funds - BDOIX is a Foreign Large Cap Equities fund managed by BlackRock, while FAMRX is a Diversified Portfolio fund managed by BlackRock. Over the past 10 years, BDOIX returned 10.28%/yr vs 12.13%/yr for FAMRX. Their correlation of 0.90 suggests significant overlap in exposure. BDOIX charges 0.15%/yr vs 0.70%/yr for FAMRX.
Performance
BDOIX vs. FAMRX - Performance Comparison
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Returns By Period
In the year-to-date period, BDOIX achieves a 16.59% return, which is significantly higher than FAMRX's 14.17% return. Over the past 10 years, BDOIX has underperformed FAMRX with an annualized return of 10.28%, while FAMRX has yielded a comparatively higher 12.13% annualized return.
BDOIX
- 1D
- 0.21%
- 1M
- 3.86%
- YTD
- 16.59%
- 6M
- 16.50%
- 1Y
- 34.19%
- 3Y*
- 20.22%
- 5Y*
- 9.11%
- 10Y*
- 10.28%
FAMRX
- 1D
- -0.06%
- 1M
- 2.43%
- YTD
- 14.17%
- 6M
- 13.73%
- 1Y
- 29.75%
- 3Y*
- 18.98%
- 5Y*
- 9.75%
- 10Y*
- 12.13%
BDOIX vs. FAMRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDOIX iShares MSCI Total International Index Fund | 16.59% | 32.57% | 5.19% | 15.25% | -16.39% | 7.59% | 10.72% | 21.19% | -13.94% | 26.33% |
FAMRX Fidelity Asset Manager 85% Fund | 14.17% | 20.87% | 12.60% | 18.98% | -18.55% | 17.10% | 19.37% | 26.26% | -9.21% | 21.08% |
Correlation
The correlation between BDOIX and FAMRX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2011 | 0.90 |
The correlation between BDOIX and FAMRX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
BDOIX vs. FAMRX — Risk / Return Rank
BDOIX
FAMRX
BDOIX vs. FAMRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Total International Index Fund (BDOIX) and Fidelity Asset Manager 85% Fund (FAMRX). 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.
| BDOIX | FAMRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.44 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.31 | -0.23 |
| Martin ratioReturn relative to average drawdown | 11.95 | 14.35 | -2.41 |
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Drawdowns
BDOIX vs. FAMRX - Drawdown Comparison
The maximum BDOIX drawdown since its inception was -35.10%, smaller than the maximum FAMRX drawdown of -58.65%. Use the drawdown chart below to compare losses from any high point for BDOIX and FAMRX.
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Drawdown Indicators
| BDOIX | FAMRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -58.65% | +23.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -9.33% | -2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -13.49% | -15.35% | +1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -30.01% | -26.00% | -4.01% |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | -30.96% | -4.14% |
Current DrawdownCurrent decline from peak | 0.00% | -0.06% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -12.30% | +3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.15% | +0.78% |
Volatility
BDOIX vs. FAMRX - Volatility Comparison
iShares MSCI Total International Index Fund (BDOIX) has a higher volatility of 6.38% compared to Fidelity Asset Manager 85% Fund (FAMRX) at 5.36%. This indicates that BDOIX's price experiences larger fluctuations and is considered to be riskier than FAMRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDOIX | FAMRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 5.36% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 13.54% | 10.97% | +2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 13.13% | +2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.63% | 14.78% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 15.33% | +0.91% |
BDOIX vs. FAMRX - Expense Ratio Comparison
BDOIX has a 0.15% expense ratio, which is lower than FAMRX's 0.70% expense ratio.
Dividends
BDOIX vs. FAMRX - Dividend Comparison
BDOIX's dividend yield for the trailing twelve months is around 2.52%, less than FAMRX's 4.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOIX iShares MSCI Total International Index Fund | 2.52% | 3.08% | 2.89% | 2.99% | 2.91% | 3.07% | 2.00% | 3.08% | 3.33% | 1.83% | 3.57% | 3.94% |
FAMRX Fidelity Asset Manager 85% Fund | 4.87% | 5.56% | 3.44% | 1.33% | 5.07% | 3.15% | 1.99% | 5.52% | 5.62% | 2.31% | 0.28% | 4.83% |
Frequently Asked Questions
With a correlation of 0.94, BDOIX and FAMRX 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.
BDOIX has higher volatility (6.38%) compared to FAMRX (5.36%). In terms of maximum drawdown, BDOIX dropped -35.10% vs FAMRX's -58.65%.
FAMRX currently has the higher Sharpe Ratio (2.36 vs 2.25), 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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