BDOIX vs. IVFIX
BDOIX (iShares MSCI Total International Index Fund) and IVFIX (Federated Hermes International Strategic Value Dividend Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, BDOIX returned 10.28%/yr vs 7.34%/yr for IVFIX. Their correlation of 0.80 suggests significant overlap in exposure. BDOIX charges 0.15%/yr vs 0.86%/yr for IVFIX.
Performance
BDOIX vs. IVFIX - 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 IVFIX's 5.96% return. Over the past 10 years, BDOIX has outperformed IVFIX with an annualized return of 10.28%, while IVFIX has yielded a comparatively lower 7.34% 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%
IVFIX
- 1D
- 0.16%
- 1M
- -2.50%
- YTD
- 5.96%
- 6M
- 6.20%
- 1Y
- 15.78%
- 3Y*
- 13.84%
- 5Y*
- 9.20%
- 10Y*
- 7.34%
BDOIX vs. IVFIX - 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% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 5.96% | 31.79% | 1.91% | 11.05% | -2.54% | 11.58% | -1.74% | 20.15% | -11.96% | 14.63% |
Correlation
The correlation between BDOIX and IVFIX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2011 | 0.80 |
Over the past year, the correlation between BDOIX and IVFIX has dropped to 0.49 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
BDOIX vs. IVFIX — Risk / Return Rank
BDOIX
IVFIX
BDOIX vs. IVFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Total International Index Fund (BDOIX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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 | IVFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.31 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 2.90 | +0.18 |
| Martin ratioReturn relative to average drawdown | 11.95 | 7.05 | +4.90 |
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Drawdowns
BDOIX vs. IVFIX - Drawdown Comparison
The maximum BDOIX drawdown since its inception was -35.10%, smaller than the maximum IVFIX drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for BDOIX and IVFIX.
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Drawdown Indicators
| BDOIX | IVFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -51.49% | +16.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -6.97% | -4.40% |
Max Drawdown (3Y)Largest decline over 3 years | -13.49% | -10.75% | -2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -30.01% | -21.29% | -8.72% |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | -33.46% | -1.64% |
Current DrawdownCurrent decline from peak | 0.00% | -5.92% | +5.92% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -11.60% | +3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.65% | +0.28% |
Volatility
BDOIX vs. IVFIX - Volatility Comparison
iShares MSCI Total International Index Fund (BDOIX) has a higher volatility of 6.38% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 3.00%. This indicates that BDOIX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDOIX | IVFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 3.00% | +3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 13.54% | 9.38% | +4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 12.02% | +3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.63% | 13.13% | +2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 14.73% | +1.51% |
BDOIX vs. IVFIX - Expense Ratio Comparison
BDOIX has a 0.15% expense ratio, which is lower than IVFIX's 0.86% expense ratio.
Dividends
BDOIX vs. IVFIX - Dividend Comparison
BDOIX's dividend yield for the trailing twelve months is around 2.52%, less than IVFIX's 3.75% 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% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 3.75% | 3.37% | 4.44% | 4.01% | 3.99% | 3.67% | 3.62% | 3.98% | 4.97% | 4.17% | 3.38% | 3.95% |
Frequently Asked Questions
BDOIX and IVFIX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDOIX has higher volatility (6.38%) compared to IVFIX (3.00%). In terms of maximum drawdown, BDOIX dropped -35.10% vs IVFIX's -51.49%.
BDOIX currently has the higher Sharpe Ratio (2.25 vs 1.69), 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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