BDOKX vs. DFVIX
BDOKX (iShares MSCI Total International Index Fund Class K) and DFVIX (DFA International Value III Portfolio) are both Foreign Large Cap Equities funds. Over the past 10 years, BDOKX returned 9.56%/yr vs 12.51%/yr for DFVIX. Their correlation of 0.92 suggests significant overlap in exposure. BDOKX charges 0.09%/yr vs 0.24%/yr for DFVIX.
Performance
BDOKX vs. DFVIX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with BDOKX having a 13.84% return and DFVIX slightly higher at 14.24%. Over the past 10 years, BDOKX has underperformed DFVIX with an annualized return of 9.56%, while DFVIX has yielded a comparatively higher 12.51% annualized return.
BDOKX
- 1D
- 0.48%
- 1M
- -1.21%
- 6M
- 9.31%
- YTD
- 13.84%
- 1Y
- 27.79%
- 3Y*
- 17.68%
- 5Y*
- 8.91%
- 10Y*
- 9.56%
DFVIX
- 1D
- 0.62%
- 1M
- 1.19%
- 6M
- 10.55%
- YTD
- 14.24%
- 1Y
- 35.12%
- 3Y*
- 22.67%
- 5Y*
- 16.97%
- 10Y*
- 12.51%
BDOKX vs. DFVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDOKX iShares MSCI Total International Index Fund Class K | 13.84% | 32.56% | 5.37% | 15.26% | -16.40% | 7.68% | 10.77% | 23.11% | -13.91% | 26.40% |
DFVIX DFA International Value III Portfolio | 14.24% | 44.85% | 6.86% | 17.89% | -3.41% | 23.59% | -1.96% | 15.85% | -17.29% | 26.23% |
Correlation
The correlation between BDOKX and DFVIX is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
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 Jun 30, 2011 | 0.92 |
The correlation between BDOKX and DFVIX has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
BDOKX vs. DFVIX — Risk / Return Rank
BDOKX
DFVIX
BDOKX vs. DFVIX - 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 DFA International Value III Portfolio (DFVIX). 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 | DFVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.45 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 3.77 | -1.28 |
| Martin ratioReturn relative to average drawdown | 9.43 | 14.46 | -5.02 |
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Drawdowns
BDOKX vs. DFVIX - Drawdown Comparison
The maximum BDOKX drawdown since its inception was -34.22%, smaller than the maximum DFVIX drawdown of -66.53%. Use the drawdown chart below to compare losses from any high point for BDOKX and DFVIX.
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Drawdown Indicators
| BDOKX | DFVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.22% | -66.53% | +32.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -9.53% | -1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -14.68% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -30.00% | -25.26% | -4.74% |
Max Drawdown (10Y)Largest decline over 10 years | -34.22% | -47.89% | +13.67% |
Current DrawdownCurrent decline from peak | -2.38% | 0.00% | -2.38% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -12.23% | +4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.48% | +0.52% |
Volatility
BDOKX vs. DFVIX - Volatility Comparison
iShares MSCI Total International Index Fund Class K (BDOKX) has a higher volatility of 5.69% compared to DFA International Value III Portfolio (DFVIX) at 3.59%. This indicates that BDOKX's price experiences larger fluctuations and is considered to be riskier than DFVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDOKX | DFVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 3.59% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 14.32% | 11.61% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.28% | 14.20% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.77% | 16.46% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.14% | 17.75% | -1.61% |
BDOKX vs. DFVIX - Expense Ratio Comparison
BDOKX has a 0.09% expense ratio, which is lower than DFVIX's 0.24% expense ratio. Despite the difference, 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. DFVIX - Dividend Comparison
BDOKX's dividend yield for the trailing twelve months is around 2.58%, less than DFVIX's 3.79% 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% |
DFVIX DFA International Value III Portfolio | 3.79% | 4.09% | 4.16% | 4.44% | 3.82% | 7.97% | 2.25% | 3.53% | 6.16% | 3.02% | 3.43% | 5.84% |
Frequently Asked Questions
BDOKX and DFVIX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDOKX has higher volatility (5.69%) compared to DFVIX (3.59%). In terms of maximum drawdown, BDOKX dropped -34.22% vs DFVIX's -66.53%.
DFVIX currently has the higher Sharpe Ratio (2.54 vs 1.74), 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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