BDOKX vs. BDBKX
BDOKX (iShares MSCI Total International Index Fund Class K) and BDBKX (iShares Russell 2000 Small-Cap Index Fund Class K) are both mutual funds - BDOKX is a Foreign Large Cap Equities fund tracking the MSCI ACWI ex USA Index, while BDBKX is a Small Cap Blend Equities fund tracking the Russell 2000 Index. Both are passively managed. Over the past 10 years, BDOKX returned 10.51%/yr vs 11.81%/yr for BDBKX. A 0.73 correlation means they provide meaningful diversification when combined. BDOKX charges 0.09%/yr vs 0.07%/yr for BDBKX.
Performance
BDOKX vs. BDBKX - Performance Comparison
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Returns By Period
In the year-to-date period, BDOKX achieves a 16.62% return, which is significantly lower than BDBKX's 21.69% return. Over the past 10 years, BDOKX has underperformed BDBKX with an annualized return of 10.51%, while BDBKX has yielded a comparatively higher 11.81% annualized return.
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%
BDBKX
- 1D
- 0.80%
- 1M
- 4.82%
- YTD
- 21.69%
- 6M
- 18.93%
- 1Y
- 42.58%
- 3Y*
- 19.74%
- 5Y*
- 6.89%
- 10Y*
- 11.81%
BDOKX vs. BDBKX - 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% |
BDBKX iShares Russell 2000 Small-Cap Index Fund Class K | 21.69% | 12.81% | 11.40% | 17.04% | -20.32% | 14.59% | 20.02% | 25.66% | -11.01% | 14.71% |
Correlation
The correlation between BDOKX and BDBKX is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2011 | 0.73 |
The correlation between BDOKX and BDBKX has been stable across timeframes, ranging from 0.72 to 0.75 - a consistent structural relationship.
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Return for Risk
BDOKX vs. BDBKX — Risk / Return Rank
BDOKX
BDBKX
BDOKX vs. BDBKX - 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 iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX). 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 | BDBKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 4.04 | -0.95 |
| Martin ratioReturn relative to average drawdown | 12.02 | 14.32 | -2.30 |
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Drawdowns
BDOKX vs. BDBKX - Drawdown Comparison
The maximum BDOKX drawdown since its inception was -34.22%, smaller than the maximum BDBKX drawdown of -41.66%. Use the drawdown chart below to compare losses from any high point for BDOKX and BDBKX.
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Drawdown Indicators
| BDOKX | BDBKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.22% | -41.66% | +7.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -10.97% | -0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -27.53% | +13.99% |
Max Drawdown (5Y)Largest decline over 5 years | -30.00% | -31.96% | +1.96% |
Max Drawdown (10Y)Largest decline over 10 years | -34.22% | -41.66% | +7.44% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.20% | -8.72% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.09% | -0.16% |
Volatility
BDOKX vs. BDBKX - Volatility Comparison
iShares MSCI Total International Index Fund Class K (BDOKX) and iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) have volatilities of 6.42% and 6.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDOKX | BDBKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 6.41% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.56% | 14.30% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 19.70% | -4.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 23.25% | -7.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.30% | 23.76% | -7.46% |
BDOKX vs. BDBKX - Expense Ratio Comparison
BDOKX has a 0.09% expense ratio, which is higher than BDBKX's 0.07% 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
BDOKX vs. BDBKX - Dividend Comparison
BDOKX's dividend yield for the trailing twelve months is around 2.47%, less than BDBKX's 2.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDBKX iShares Russell 2000 Small-Cap Index Fund Class K | 2.61% | 3.17% | 4.84% | 2.96% | 1.76% | 7.67% | 1.45% | 3.47% | 4.29% | 3.18% | 4.62% | 3.64% |
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 BDBKX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDOKX has higher volatility (6.42%) compared to BDBKX (6.41%). In terms of maximum drawdown, BDOKX dropped -34.22% vs BDBKX's -41.66%.
BDBKX currently has the higher Sharpe Ratio (2.26 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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