BDOKX vs. FHLFX
BDOKX (iShares MSCI Total International Index Fund Class K) and FHLFX (Fidelity Series International Index Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, BDOKX returned 9.15%/yr vs 9.33%/yr for FHLFX. With a 0.95 correlation, they move nearly in lockstep. BDOKX charges 0.09%/yr vs 0.01%/yr for FHLFX.
Performance
BDOKX vs. FHLFX - Performance Comparison
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Returns By Period
In the year-to-date period, BDOKX achieves a 16.62% return, which is significantly higher than FHLFX's 10.72% 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%
FHLFX
- 1D
- 0.12%
- 1M
- 2.07%
- YTD
- 10.72%
- 6M
- 10.36%
- 1Y
- 24.65%
- 3Y*
- 17.70%
- 5Y*
- 9.33%
- 10Y*
- —
BDOKX vs. FHLFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -10.98% |
FHLFX Fidelity Series International Index Fund | 10.72% | 31.96% | 3.67% | 18.16% | -14.17% | 11.23% | 8.09% | 21.66% | -10.70% |
Correlation
The correlation between BDOKX and FHLFX is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2018 | 0.95 |
The correlation between BDOKX and FHLFX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
BDOKX vs. FHLFX — Risk / Return Rank
BDOKX
FHLFX
BDOKX vs. FHLFX - 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 Fidelity Series International Index Fund (FHLFX). 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 | FHLFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.31 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 2.26 | +0.84 |
| Martin ratioReturn relative to average drawdown | 12.02 | 8.44 | +3.58 |
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Drawdowns
BDOKX vs. FHLFX - Drawdown Comparison
The maximum BDOKX drawdown since its inception was -34.22%, roughly equal to the maximum FHLFX drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for BDOKX and FHLFX.
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Drawdown Indicators
| BDOKX | FHLFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.22% | -33.58% | -0.64% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -11.37% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -13.62% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -30.00% | -29.36% | -0.64% |
Max Drawdown (10Y)Largest decline over 10 years | -34.22% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.20% | -6.07% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.03% | -0.10% |
Volatility
BDOKX vs. FHLFX - Volatility Comparison
iShares MSCI Total International Index Fund Class K (BDOKX) has a higher volatility of 6.42% compared to Fidelity Series International Index Fund (FHLFX) at 4.75%. This indicates that BDOKX's price experiences larger fluctuations and is considered to be riskier than FHLFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDOKX | FHLFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 4.75% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 13.56% | 12.71% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 15.27% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 16.06% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.30% | 17.65% | -1.35% |
BDOKX vs. FHLFX - Expense Ratio Comparison
BDOKX has a 0.09% expense ratio, which is higher than FHLFX'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. FHLFX - Dividend Comparison
BDOKX's dividend yield for the trailing twelve months is around 2.47%, less than FHLFX's 3.13% 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% |
FHLFX Fidelity Series International Index Fund | 3.13% | 3.46% | 2.98% | 2.86% | 2.60% | 2.47% | 1.92% | 1.95% | 0.62% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, BDOKX and FHLFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BDOKX has higher volatility (6.42%) compared to FHLFX (4.75%). In terms of maximum drawdown, BDOKX dropped -34.22% vs FHLFX's -33.58%.
BDOKX currently has the higher Sharpe Ratio (2.25 vs 1.68), 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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