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BDOIX vs. FAMRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDOIX vs. FAMRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Total International Index Fund (BDOIX) and Fidelity Asset Manager 85% Fund (FAMRX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDOIX vs. FAMRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

BDOIX
BDOIX Risk / Return Rank: 6767
Overall Rank
BDOIX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BDOIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
BDOIX Omega Ratio Rank: 6969
Omega Ratio Rank
BDOIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
BDOIX Martin Ratio Rank: 6565
Martin Ratio Rank

FAMRX
FAMRX Risk / Return Rank: 7777
Overall Rank
FAMRX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FAMRX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FAMRX Omega Ratio Rank: 7474
Omega Ratio Rank
FAMRX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FAMRX Martin Ratio Rank: 8383
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.

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.


BDOIXFAMRXDifference
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

BDOIX vs. FAMRX - Sharpe Ratio Comparison

The current BDOIX Sharpe Ratio is 2.25, which is comparable to the FAMRX Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of BDOIX and FAMRX, 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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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


BDOIXFAMRXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.06%

+0.06%

Average Drawdown

Average peak-to-trough decline

-8.47%

-12.30%

+3.83%

Ulcer Index

Depth 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


BDOIXFAMRXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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