BDOIX vs. VTMFX
Compare and contrast key facts about iShares MSCI Total International Index Fund (BDOIX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX).
BDOIX is managed by BlackRock. It was launched on Jun 30, 2011. VTMFX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
BDOIX vs. VTMFX - Performance Comparison
Loading graphics...
BDOIX vs. VTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDOIX iShares MSCI Total International Index Fund | -1.20% | 32.57% | 5.19% | 15.25% | -16.39% | 7.59% | 10.72% | 21.19% | -13.94% | 26.33% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | -3.56% | 11.28% | 12.17% | 15.55% | -12.69% | 13.10% | 13.31% | 18.01% | -1.40% | 12.61% |
Returns By Period
In the year-to-date period, BDOIX achieves a -1.20% return, which is significantly higher than VTMFX's -3.56% return. Both investments have delivered pretty close results over the past 10 years, with BDOIX having a 8.21% annualized return and VTMFX not far behind at 7.82%.
BDOIX
- 1D
- -0.16%
- 1M
- -11.12%
- YTD
- -1.20%
- 6M
- 3.31%
- 1Y
- 23.32%
- 3Y*
- 14.05%
- 5Y*
- 6.64%
- 10Y*
- 8.21%
VTMFX
- 1D
- -0.08%
- 1M
- -5.04%
- YTD
- -3.56%
- 6M
- -1.55%
- 1Y
- 9.77%
- 3Y*
- 9.90%
- 5Y*
- 6.01%
- 10Y*
- 7.82%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BDOIX vs. VTMFX - Expense Ratio Comparison
BDOIX has a 0.15% expense ratio, which is higher than VTMFX'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%.
Return for Risk
BDOIX vs. VTMFX — Risk / Return Rank
BDOIX
VTMFX
BDOIX vs. VTMFX - 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 Balanced Fund Admiral Shares (VTMFX). 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 | VTMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 1.21 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.90 | 1.75 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.26 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.36 | +0.48 |
Martin ratioReturn relative to average drawdown | 7.28 | 6.49 | +0.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BDOIX | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 1.21 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.71 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.86 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.82 | -0.51 |
Correlation
The correlation between BDOIX and VTMFX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BDOIX vs. VTMFX - Dividend Comparison
BDOIX's dividend yield for the trailing twelve months is around 2.40%, more than VTMFX's 2.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOIX iShares MSCI Total International Index Fund | 2.40% | 3.08% | 2.89% | 2.99% | 2.91% | 3.07% | 2.00% | 3.08% | 3.33% | 1.83% | 3.57% | 3.94% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.31% | 2.14% | 2.08% | 1.94% | 1.85% | 1.38% | 1.72% | 2.05% | 2.22% | 2.00% | 2.13% | 2.06% |
Drawdowns
BDOIX vs. VTMFX - Drawdown Comparison
The maximum BDOIX drawdown since its inception was -35.10%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for BDOIX and VTMFX.
Loading graphics...
Drawdown Indicators
| BDOIX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -28.49% | -6.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -6.82% | -4.55% |
Max Drawdown (5Y)Largest decline over 5 years | -30.25% | -17.40% | -12.85% |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | -21.87% | -13.23% |
Current DrawdownCurrent decline from peak | -11.37% | -5.38% | -5.99% |
Average DrawdownAverage peak-to-trough decline | -8.57% | -3.56% | -5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 1.43% | +1.45% |
Volatility
BDOIX vs. VTMFX - Volatility Comparison
iShares MSCI Total International Index Fund (BDOIX) has a higher volatility of 7.04% compared to Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) at 2.30%. This indicates that BDOIX's price experiences larger fluctuations and is considered to be riskier than VTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BDOIX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.04% | 2.30% | +4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 4.60% | +6.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.08% | 8.45% | +7.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 8.49% | +6.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 9.09% | +7.01% |