BDOKX vs. BSPPX
BDOKX (iShares MSCI Total International Index Fund Class K) and BSPPX (iShares S&P 500 Index Fund Investor P Shares) are both mutual funds - BDOKX is a Foreign Large Cap Equities fund tracking the MSCI ACWI ex USA Index, while BSPPX is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, BDOKX returned 9.25%/yr vs 13.70%/yr for BSPPX. A 0.80 correlation means they provide meaningful diversification when combined. BDOKX charges 0.09%/yr vs 0.35%/yr for BSPPX.
Performance
BDOKX vs. BSPPX - Performance Comparison
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Returns By Period
In the year-to-date period, BDOKX achieves a 16.32% return, which is significantly higher than BSPPX's 10.00% 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%
BSPPX
- 1D
- 1.08%
- 1M
- 0.44%
- YTD
- 10.00%
- 6M
- 9.49%
- 1Y
- 26.72%
- 3Y*
- 20.55%
- 5Y*
- 13.70%
- 10Y*
- —
BDOKX vs. BSPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -11.92% |
BSPPX iShares S&P 500 Index Fund Investor P Shares | 10.00% | 17.46% | 24.54% | 25.85% | -18.40% | 28.23% | 18.05% | 31.02% | -13.57% |
Correlation
The correlation between BDOKX and BSPPX 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 | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2018 | 0.80 |
The correlation between BDOKX and BSPPX has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.
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Return for Risk
BDOKX vs. BSPPX — Risk / Return Rank
BDOKX
BSPPX
BDOKX vs. BSPPX - 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 Investor P Shares (BSPPX). 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 | BSPPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.39 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 2.97 | +0.01 |
| Martin ratioReturn relative to average drawdown | 11.58 | 13.39 | -1.81 |
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Drawdowns
BDOKX vs. BSPPX - Drawdown Comparison
The maximum BDOKX drawdown since its inception was -34.22%, roughly equal to the maximum BSPPX drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for BDOKX and BSPPX.
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Drawdown Indicators
| BDOKX | BSPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.22% | -33.76% | -0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -8.95% | -2.43% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -18.77% | +5.23% |
Max Drawdown (5Y)Largest decline over 5 years | -30.00% | -24.70% | -5.30% |
Max Drawdown (10Y)Largest decline over 10 years | -34.22% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.37% | +1.37% |
Average DrawdownAverage peak-to-trough decline | -8.20% | -5.20% | -3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.98% | +0.95% |
Volatility
BDOKX vs. BSPPX - Volatility Comparison
iShares MSCI Total International Index Fund Class K (BDOKX) has a higher volatility of 6.53% compared to iShares S&P 500 Index Fund Investor P Shares (BSPPX) at 4.76%. This indicates that BDOKX's price experiences larger fluctuations and is considered to be riskier than BSPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDOKX | BSPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 4.76% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 9.90% | +3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.66% | 12.46% | +3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 16.98% | -1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 19.73% | -3.41% |
BDOKX vs. BSPPX - Expense Ratio Comparison
BDOKX has a 0.09% expense ratio, which is lower than BSPPX's 0.35% expense ratio.
Dividends
BDOKX vs. BSPPX - Dividend Comparison
BDOKX's dividend yield for the trailing twelve months is around 2.47%, more than BSPPX's 1.31% 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% |
BSPPX iShares S&P 500 Index Fund Investor P Shares | 1.31% | 1.43% | 1.12% | 1.22% | 1.67% | 1.53% | 1.38% | 1.70% | 1.35% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BDOKX and BSPPX 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 BSPPX (4.76%). In terms of maximum drawdown, BDOKX dropped -34.22% vs BSPPX's -33.76%.
BDOKX currently has the higher Sharpe Ratio (2.17 vs 2.13), 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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