BDOIX vs. VTCLX
BDOIX (iShares MSCI Total International Index Fund) and VTCLX (Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares) are both mutual funds - BDOIX is a Foreign Large Cap Equities fund managed by BlackRock, while VTCLX is a Large Cap Blend Equities fund managed by BlackRock. Over the past 10 years, BDOIX returned 9.56%/yr vs 15.38%/yr for VTCLX. Their correlation of 0.81 suggests significant overlap in exposure. BDOIX charges 0.15%/yr vs 0.09%/yr for VTCLX.
Performance
BDOIX vs. VTCLX - Performance Comparison
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Returns By Period
In the year-to-date period, BDOIX achieves a 14.99% return, which is significantly higher than VTCLX's 10.53% return. Over the past 10 years, BDOIX has underperformed VTCLX with an annualized return of 9.56%, while VTCLX has yielded a comparatively higher 15.38% annualized return.
BDOIX
- 1D
- -0.83%
- 1M
- 4.14%
- YTD
- 14.99%
- 6M
- 17.33%
- 1Y
- 31.87%
- 3Y*
- 19.62%
- 5Y*
- 8.38%
- 10Y*
- 9.56%
VTCLX
- 1D
- -0.70%
- 1M
- 4.04%
- YTD
- 10.53%
- 6M
- 10.36%
- 1Y
- 27.36%
- 3Y*
- 21.92%
- 5Y*
- 13.10%
- 10Y*
- 15.38%
BDOIX vs. VTCLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDOIX iShares MSCI Total International Index Fund | 14.99% | 32.57% | 5.19% | 15.25% | -16.39% | 7.59% | 10.72% | 21.19% | -13.94% | 26.33% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 10.53% | 17.44% | 23.76% | 26.62% | -19.07% | 26.87% | 21.08% | 31.47% | -4.98% | 22.40% |
Correlation
The correlation between BDOIX and VTCLX 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 Jul 1, 2011 | 0.81 |
The correlation between BDOIX and VTCLX 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. VTCLX — Risk / Return Rank
BDOIX
VTCLX
BDOIX vs. VTCLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Total International Index Fund (BDOIX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). 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.
| BDOIX | VTCLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.41 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 3.13 | -0.24 |
| Martin ratioReturn relative to average drawdown | 11.38 | 14.54 | -3.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BDOIX | VTCLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 2.29 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.76 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.84 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.53 | -0.16 |
Drawdowns
BDOIX vs. VTCLX - Drawdown Comparison
The maximum BDOIX drawdown since its inception was -35.10%, smaller than the maximum VTCLX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for BDOIX and VTCLX.
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Drawdown Indicators
| BDOIX | VTCLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -55.18% | +20.08% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -8.79% | -2.58% |
Max Drawdown (3Y)Largest decline over 3 years | -13.49% | -19.01% | +5.52% |
Max Drawdown (5Y)Largest decline over 5 years | -30.25% | -24.98% | -5.27% |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | -34.56% | -0.54% |
Current DrawdownCurrent decline from peak | -0.83% | -0.70% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -8.49% | -7.56% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 1.89% | +0.99% |
Volatility
BDOIX vs. VTCLX - Volatility Comparison
iShares MSCI Total International Index Fund (BDOIX) has a higher volatility of 5.16% compared to Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) at 2.95%. This indicates that BDOIX's price experiences larger fluctuations and is considered to be riskier than VTCLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDOIX | VTCLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 2.95% | +2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.34% | 9.10% | +3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.65% | 12.03% | +2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.44% | 17.22% | -1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.20% | 18.27% | -2.07% |
BDOIX vs. VTCLX - Expense Ratio Comparison
BDOIX has a 0.15% expense ratio, which is higher than VTCLX's 0.09% 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. VTCLX - Dividend Comparison
BDOIX's dividend yield for the trailing twelve months is around 2.55%, more than VTCLX's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOIX iShares MSCI Total International Index Fund | 2.55% | 3.08% | 2.89% | 2.99% | 2.91% | 3.07% | 2.00% | 3.08% | 3.33% | 1.83% | 3.57% | 3.94% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 0.85% | 0.93% | 1.04% | 1.24% | 1.47% | 1.04% | 1.32% | 1.52% | 1.83% | 1.57% | 1.76% | 1.69% |
Frequently Asked Questions
BDOIX and VTCLX 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 (5.16%) compared to VTCLX (2.95%). In terms of maximum drawdown, BDOIX dropped -35.10% vs VTCLX's -55.18%.
VTCLX currently has the higher Sharpe Ratio (2.29 vs 2.24), 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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