BDOKX vs. BRGKX
BDOKX (iShares MSCI Total International Index Fund Class K) and BRGKX (iShares Russell 1000 Large-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 BRGKX is a Large Cap Blend Equities fund tracking the Russell 1000 Index. Both are passively managed. Over the past 10 years, BDOKX returned 10.00%/yr vs 15.15%/yr for BRGKX. Their correlation of 0.81 suggests significant overlap in exposure. BDOKX charges 0.09%/yr vs 0.06%/yr for BRGKX.
Performance
BDOKX vs. BRGKX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BDOKX achieves a 16.32% return, which is significantly higher than BRGKX's 9.97% return. Over the past 10 years, BDOKX has underperformed BRGKX with an annualized return of 10.00%, while BRGKX has yielded a comparatively higher 15.15% annualized return.
BDOKX
- 1D
- 1.48%
- 1M
- 3.65%
- YTD
- 16.32%
- 6M
- 17.04%
- 1Y
- 34.71%
- 3Y*
- 18.83%
- 5Y*
- 9.25%
- 10Y*
- 10.00%
BRGKX
- 1D
- 1.10%
- 1M
- 0.67%
- YTD
- 9.97%
- 6M
- 9.30%
- 1Y
- 26.40%
- 3Y*
- 20.67%
- 5Y*
- 13.22%
- 10Y*
- 15.15%
BDOKX vs. BRGKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDOKX iShares MSCI Total International Index Fund Class K | 16.32% | 32.56% | 5.37% | 15.26% | -16.40% | 7.68% | 10.77% | 23.11% | -13.91% | 26.40% |
BRGKX iShares Russell 1000 Large-Cap Index Fund Class K | 9.97% | 17.28% | 24.44% | 26.49% | -19.13% | 26.24% | 20.85% | 31.30% | -4.86% | 21.18% |
Correlation
The correlation between BDOKX and BRGKX is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2011 | 0.81 |
The correlation between BDOKX and BRGKX has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BDOKX vs. BRGKX — Risk / Return Rank
BDOKX
BRGKX
BDOKX vs. BRGKX - 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 1000 Large-Cap Index Fund Class K (BRGKX). 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 | BRGKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 2.97 | +0.02 |
| Martin ratioReturn relative to average drawdown | 11.58 | 13.30 | -1.73 |
Loading charts...
Drawdowns
BDOKX vs. BRGKX - Drawdown Comparison
The maximum BDOKX drawdown since its inception was -34.22%, roughly equal to the maximum BRGKX drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for BDOKX and BRGKX.
Loading charts...
Drawdown Indicators
| BDOKX | BRGKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.22% | -34.58% | +0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -8.85% | -2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -19.15% | +5.61% |
Max Drawdown (5Y)Largest decline over 5 years | -30.00% | -25.13% | -4.87% |
Max Drawdown (10Y)Largest decline over 10 years | -34.22% | -34.58% | +0.36% |
Current DrawdownCurrent decline from peak | 0.00% | -1.29% | +1.29% |
Average DrawdownAverage peak-to-trough decline | -8.20% | -4.04% | -4.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.97% | +0.96% |
Volatility
BDOKX vs. BRGKX - Volatility Comparison
iShares MSCI Total International Index Fund Class K (BDOKX) has a higher volatility of 6.53% compared to iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX) at 4.78%. This indicates that BDOKX's price experiences larger fluctuations and is considered to be riskier than BRGKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BDOKX | BRGKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 4.78% | +1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 9.94% | +3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.66% | 12.56% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 17.27% | -1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 18.26% | -1.94% |
BDOKX vs. BRGKX - Expense Ratio Comparison
BDOKX has a 0.09% expense ratio, which is higher than BRGKX's 0.06% 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. BRGKX - Dividend Comparison
BDOKX's dividend yield for the trailing twelve months is around 2.47%, less than BRGKX's 2.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BRGKX iShares Russell 1000 Large-Cap Index Fund Class K | 2.53% | 2.77% | 1.38% | 1.49% | 1.82% | 1.88% | 1.51% | 2.82% | 2.46% | 2.31% | 3.94% | 4.86% |
Frequently Asked Questions
BDOKX and BRGKX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDOKX has higher volatility (6.53%) compared to BRGKX (4.78%). In terms of maximum drawdown, BDOKX dropped -34.22% vs BRGKX's -34.58%.
BDOKX currently has the higher Sharpe Ratio (2.17 vs 2.09), 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.
Find the right allocation for BDOKX and BRGKX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer