BDOKX vs. ANDIX
BDOKX (iShares MSCI Total International Index Fund Class K) and ANDIX (AQR International Defensive Style Fund) are both Foreign Large Cap Equities funds. Their correlation of 0.90 suggests significant overlap in exposure. BDOKX charges 0.09%/yr vs 0.55%/yr for ANDIX.
Performance
BDOKX vs. ANDIX - Performance Comparison
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Returns By Period
BDOKX
- 1D
- 0.27%
- 1M
- 3.93%
- YTD
- 16.62%
- 6M
- 16.53%
- 1Y
- 34.25%
- 3Y*
- 20.30%
- 5Y*
- 9.15%
- 10Y*
- 10.51%
ANDIX
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BDOKX vs. ANDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDOKX iShares MSCI Total International Index Fund Class K | 16.62% | 32.56% | 5.37% | 15.26% | -16.40% | 7.68% | 10.77% | 23.11% | -13.91% | 26.40% |
ANDIX AQR International Defensive Style Fund | 5.63% | 21.41% | 2.83% | 12.06% | -14.26% | 7.59% | 8.43% | 18.39% | -10.35% | 22.86% |
Correlation
The correlation between BDOKX and ANDIX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2012 | 0.90 |
The correlation between BDOKX and ANDIX shifts across timeframes, from 0.76 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BDOKX vs. ANDIX — Risk / Return Rank
BDOKX
ANDIX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BDOKX vs. ANDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Total International Index Fund Class K (BDOKX) and AQR International Defensive Style Fund (ANDIX). 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.
| BDOKX | ANDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.42 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | — | — |
| Martin ratioReturn relative to average drawdown | 12.02 | — | — |
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Drawdowns
BDOKX vs. ANDIX - Drawdown Comparison
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Drawdown Indicators
| BDOKX | ANDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.22% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -30.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.22% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | — | — |
Average DrawdownAverage peak-to-trough decline | -8.20% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | — | — |
Volatility
BDOKX vs. ANDIX - Volatility Comparison
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Volatility by Period
| BDOKX | ANDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 13.56% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.30% | — | — |
BDOKX vs. ANDIX - Expense Ratio Comparison
BDOKX has a 0.09% expense ratio, which is lower than ANDIX's 0.55% expense ratio.
Dividends
BDOKX vs. ANDIX - Dividend Comparison
BDOKX's dividend yield for the trailing twelve months is around 2.47%, less than ANDIX's 70.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANDIX AQR International Defensive Style Fund | 70.16% | 4.74% | 2.29% | 3.02% | 2.00% | 2.53% | 1.73% | 2.51% | 2.40% | 3.30% | 1.47% | 2.09% |
BDOKX iShares MSCI Total International Index Fund Class K | 2.47% | 3.01% | 2.84% | 2.94% | 2.84% | 3.01% | 1.98% | 4.48% | 3.28% | 1.81% | 3.51% | 3.87% |
Frequently Asked Questions
BDOKX and ANDIX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for BDOKX and ANDIX
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