BDOIX vs. STEZX
BDOIX (iShares MSCI Total International Index Fund) and STEZX (AB International Strategic Equities Portfolio) are both Foreign Large Cap Equities funds. Over the past 10 years, BDOIX returned 10.28%/yr vs 11.30%/yr for STEZX. With a 0.96 correlation, they move nearly in lockstep. BDOIX charges 0.15%/yr vs 0.71%/yr for STEZX.
Performance
BDOIX vs. STEZX - Performance Comparison
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Returns By Period
In the year-to-date period, BDOIX achieves a 16.59% return, which is significantly lower than STEZX's 22.80% return. Over the past 10 years, BDOIX has underperformed STEZX with an annualized return of 10.28%, while STEZX has yielded a comparatively higher 11.30% 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%
STEZX
- 1D
- 1.85%
- 1M
- 3.50%
- YTD
- 22.80%
- 6M
- 23.95%
- 1Y
- 47.28%
- 3Y*
- 26.65%
- 5Y*
- 13.78%
- 10Y*
- 11.30%
BDOIX vs. STEZX - 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% |
STEZX AB International Strategic Equities Portfolio | 22.80% | 43.11% | 12.75% | 13.56% | -17.62% | 10.32% | 4.38% | 19.93% | -14.94% | 29.96% |
Correlation
The correlation between BDOIX and STEZX 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 | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.96 |
The correlation between BDOIX and STEZX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
BDOIX vs. STEZX — Risk / Return Rank
BDOIX
STEZX
BDOIX vs. STEZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Total International Index Fund (BDOIX) and AB International Strategic Equities Portfolio (STEZX). 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 | STEZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.49 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.87 | -0.79 |
| Martin ratioReturn relative to average drawdown | 11.95 | 16.11 | -4.16 |
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Drawdowns
BDOIX vs. STEZX - Drawdown Comparison
The maximum BDOIX drawdown since its inception was -35.10%, roughly equal to the maximum STEZX drawdown of -36.51%. Use the drawdown chart below to compare losses from any high point for BDOIX and STEZX.
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Drawdown Indicators
| BDOIX | STEZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -36.51% | +1.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -12.02% | +0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -13.49% | -14.01% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -30.01% | -29.85% | -0.16% |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | -36.51% | +1.41% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -7.28% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.88% | +0.05% |
Volatility
BDOIX vs. STEZX - Volatility Comparison
The current volatility for iShares MSCI Total International Index Fund (BDOIX) is 6.38%, while AB International Strategic Equities Portfolio (STEZX) has a volatility of 7.55%. This indicates that BDOIX experiences smaller price fluctuations and is considered to be less risky than STEZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDOIX | STEZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 7.55% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 13.54% | 15.53% | -1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 17.68% | -2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.63% | 16.59% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 16.37% | -0.13% |
BDOIX vs. STEZX - Expense Ratio Comparison
BDOIX has a 0.15% expense ratio, which is lower than STEZX's 0.71% expense ratio.
Dividends
BDOIX vs. STEZX - Dividend Comparison
BDOIX's dividend yield for the trailing twelve months is around 2.52%, less than STEZX's 10.22% 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% |
STEZX AB International Strategic Equities Portfolio | 10.22% | 12.56% | 2.45% | 3.08% | 4.12% | 5.96% | 1.29% | 2.05% | 3.23% | 2.92% | 1.72% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, BDOIX and STEZX 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.
STEZX has higher volatility (7.55%) compared to BDOIX (6.38%). In terms of maximum drawdown, BDOIX dropped -35.10% vs STEZX's -36.51%.
STEZX currently has the higher Sharpe Ratio (2.63 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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