BDOKX vs. BSPGX
BDOKX (iShares MSCI Total International Index Fund Class K) and BSPGX (iShares S&P 500 Index Fund Class G) are both mutual funds - BDOKX is a Foreign Large Cap Equities fund tracking the MSCI ACWI ex USA Index, while BSPGX is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, BDOKX returned 8.92%/yr vs 12.67%/yr for BSPGX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. BDOKX charges 0.09%/yr vs 0.01%/yr for BSPGX.
Performance
BDOKX vs. BSPGX - Performance Comparison
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Returns By Period
In the year-to-date period, BDOKX achieves a 13.69% return, which is significantly higher than BSPGX's 9.35% return.
BDOKX
- 1D
- 2.96%
- 1M
- 0.41%
- 6M
- 7.65%
- YTD
- 13.69%
- 1Y
- 29.15%
- 3Y*
- 17.11%
- 5Y*
- 8.92%
- 10Y*
- 9.42%
- ALL TIME*
- 6.34%
BSPGX
- 1D
- 1.66%
- 1M
- -0.56%
- 6M
- 7.79%
- YTD
- 9.35%
- 1Y
- 20.59%
- 3Y*
- 19.01%
- 5Y*
- 12.67%
- 10Y*
- —
- ALL TIME*
- 15.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BDOKX vs. BSPGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BDOKX iShares MSCI Total International Index Fund Class K | 13.69% | 32.56% | 5.37% | 15.26% | -16.40% | 7.68% | 10.77% | 6.30% |
BSPGX iShares S&P 500 Index Fund Class G | 9.35% | 17.85% | 24.96% | 26.27% | -18.12% | 28.66% | 19.16% | 11.06% |
Correlation
The correlation between BDOKX and BSPGX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2019 | 0.79 |
The correlation between BDOKX and BSPGX has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.
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Return for Risk
BDOKX vs. BSPGX — Risk / Return Rank
BDOKX
BSPGX
BDOKX vs. BSPGX - 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 S&P 500 Index Fund Class G (BSPGX). 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 | BSPGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.26 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 2.06 | +0.36 |
| Martin ratioReturn relative to average drawdown | 8.97 | 8.84 | +0.13 |
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Drawdowns
BDOKX vs. BSPGX - Drawdown Comparison
The maximum BDOKX drawdown since its inception was -34.22%, roughly equal to the maximum BSPGX drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for BDOKX and BSPGX.
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Drawdown Indicators
| BDOKX | BSPGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.22% | -33.74% | -0.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -8.90% | -2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -18.73% | +5.19% |
Max Drawdown (5Y)Largest decline over 5 years | -30.00% | -24.50% | -5.50% |
Max Drawdown (10Y)Largest decline over 10 years | -34.22% | — | — |
Current DrawdownCurrent decline from peak | -2.52% | -2.10% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -5.01% | -3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.07% | +0.99% |
Volatility
BDOKX vs. BSPGX - Volatility Comparison
iShares MSCI Total International Index Fund Class K (BDOKX) has a higher volatility of 5.66% compared to iShares S&P 500 Index Fund Class G (BSPGX) at 3.44%. This indicates that BDOKX's price experiences larger fluctuations and is considered to be riskier than BSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDOKX | BSPGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 3.44% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 14.69% | 10.09% | +4.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.61% | 12.85% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 17.00% | -1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 19.90% | -3.72% |
BDOKX vs. BSPGX - Expense Ratio Comparison
BDOKX has a 0.09% expense ratio, which is higher than BSPGX's 0.01% 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. BSPGX - Dividend Comparison
BDOKX's dividend yield for the trailing twelve months is around 2.58%, more than BSPGX's 1.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOKX iShares MSCI Total International Index Fund Class K | 2.58% | 3.01% | 2.84% | 2.94% | 2.84% | 3.01% | 1.98% | 4.48% | 3.28% | 1.81% | 3.51% | 3.87% |
BSPGX iShares S&P 500 Index Fund Class G | 1.69% | 1.74% | 1.43% | 1.52% | 2.04% | 1.83% | 2.09% | 2.25% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BDOKX and BSPGX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDOKX has higher volatility (5.66%) compared to BSPGX (3.44%). In terms of maximum drawdown, BDOKX dropped -34.22% vs BSPGX's -33.74%.
BDOKX currently has the higher Sharpe Ratio (1.66 vs 1.43), 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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