BDOIX vs. VOO
BDOIX (iShares MSCI Total International Index Fund) and VOO (Vanguard S&P 500 ETF) are both funds - BDOIX is a Foreign Large Cap Equities fund managed by BlackRock, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, BDOIX returned 10.28%/yr vs 15.61%/yr for VOO. Their correlation of 0.80 suggests significant overlap in exposure. BDOIX charges 0.15%/yr vs 0.03%/yr for VOO.
Performance
BDOIX vs. VOO - 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 VOO's 8.19% return. Over the past 10 years, BDOIX has underperformed VOO with an annualized return of 10.28%, while VOO has yielded a comparatively higher 15.61% 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%
VOO
- 1D
- -1.42%
- 1M
- -1.34%
- YTD
- 8.19%
- 6M
- 7.24%
- 1Y
- 23.69%
- 3Y*
- 20.78%
- 5Y*
- 13.13%
- 10Y*
- 15.61%
BDOIX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | 8.19% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between BDOIX and VOO is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2011 | 0.80 |
The correlation between BDOIX and VOO has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.
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Return for Risk
BDOIX vs. VOO — Risk / Return Rank
BDOIX
VOO
BDOIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Total International Index Fund (BDOIX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.35 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 2.67 | +0.41 |
| Martin ratioReturn relative to average drawdown | 11.95 | 11.96 | -0.01 |
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Drawdowns
BDOIX vs. VOO - Drawdown Comparison
The maximum BDOIX drawdown since its inception was -35.10%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BDOIX and VOO.
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Drawdown Indicators
| BDOIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -33.99% | -1.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -8.90% | -2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -13.49% | -18.69% | +5.20% |
Max Drawdown (5Y)Largest decline over 5 years | -30.01% | -24.52% | -5.49% |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | -33.99% | -1.11% |
Current DrawdownCurrent decline from peak | 0.00% | -3.14% | +3.14% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -3.68% | -4.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.99% | +0.94% |
Volatility
BDOIX vs. VOO - Volatility Comparison
iShares MSCI Total International Index Fund (BDOIX) has a higher volatility of 6.38% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. This indicates that BDOIX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDOIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 4.83% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 13.54% | 9.82% | +3.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 12.46% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.63% | 16.91% | -1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 18.02% | -1.78% |
BDOIX vs. VOO - Expense Ratio Comparison
BDOIX has a 0.15% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
BDOIX vs. VOO - Dividend Comparison
BDOIX's dividend yield for the trailing twelve months is around 2.52%, more than VOO's 1.05% 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% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
BDOIX and VOO have a correlation of 0.81, 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 VOO (4.83%). In terms of maximum drawdown, BDOIX dropped -35.10% vs VOO's -33.99%.
BDOIX currently has the higher Sharpe Ratio (2.25 vs 1.91), 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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