BDOKX vs. LIAGX

Last updated Jun 24, 2026

BDOKX (iShares MSCI Total International Index Fund Class K) and LIAGX (Lord Abbett International Growth Fund) are both Foreign Large Cap Equities funds. Over the past 3 years, BDOKX returned 20.30%/yr vs 23.58%/yr for LIAGX. Their correlation of 0.93 suggests significant overlap in exposure. BDOKX charges 0.09%/yr vs 0.81%/yr for LIAGX.

Performance

BDOKX vs. LIAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Total International Index Fund Class K (BDOKX) and Lord Abbett International Growth Fund (LIAGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BDOKX achieves a 16.62% return, which is significantly lower than LIAGX's 33.43% 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%

LIAGX

• 1D: 1.37%
• 1M: 10.36%
• YTD: 33.43%
• 6M: 33.43%
• 1Y: 47.63%
• 3Y*: 23.58%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BDOKX vs. LIAGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BDOKX iShares MSCI Total International Index Fund Class K	16.62%	32.56%	5.37%	15.26%	-16.40%	-1.30%
LIAGX Lord Abbett International Growth Fund	33.43%	25.09%	9.43%	15.73%	-26.63%	0.07%

Correlation

The correlation between BDOKX and LIAGX is 0.93, 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jun 24, 2021	0.93

The correlation between BDOKX and LIAGX has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

Return for Risk

BDOKX vs. LIAGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BDOKX

BDOKX Risk / Return Rank: 67
BDOKX Sharpe Ratio Rank: 70
BDOKX Sortino Ratio Rank: 62
BDOKX Omega Ratio Rank: 68
BDOKX Calmar Ratio Rank: 71
BDOKX Martin Ratio Rank: 66

LIAGX

LIAGX Risk / Return Rank: 66
LIAGX Sharpe Ratio Rank: 63
LIAGX Sortino Ratio Rank: 53
LIAGX Omega Ratio Rank: 59
LIAGX Calmar Ratio Rank: 78
LIAGX Martin Ratio Rank: 74

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BDOKX vs. LIAGX - 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 Lord Abbett International Growth Fund (LIAGX). 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	LIAGX	Difference
Sharpe ratio: Return per unit of total volatility	2.25	2.14	+0.11
Sortino ratio: Return per unit of downside risk	3.02	2.83	+0.19
Omega ratio: Gain probability vs. loss probability	1.42	1.39	+0.03
Calmar ratio: Return relative to maximum drawdown	3.10	3.36	-0.26
Martin ratio: Return relative to average drawdown	12.02	13.20	-1.18

BDOKX vs. LIAGX - Sharpe Ratio Comparison

The current BDOKX Sharpe Ratio is 2.25, which is comparable to the LIAGX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of BDOKX and LIAGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BDOKX vs. LIAGX - Drawdown Comparison

The maximum BDOKX drawdown since its inception was -34.22%, smaller than the maximum LIAGX drawdown of -37.87%. Use the drawdown chart below to compare losses from any high point for BDOKX and LIAGX.

Drawdown Indicators

	BDOKX	LIAGX	Difference
Max Drawdown Largest peak-to-trough decline	-34.22%	-37.87%	+3.65%
Max Drawdown (1Y) Largest decline over 1 year	-11.38%	-14.56%	+3.18%
Max Drawdown (3Y) Largest decline over 3 years	-13.54%	-17.11%	+3.57%
Max Drawdown (5Y) Largest decline over 5 years	-30.00%	-37.87%	+7.87%
Max Drawdown (10Y) Largest decline over 10 years	-34.22%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-8.20%	-13.12%	+4.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	3.70%	-0.77%

Volatility

BDOKX vs. LIAGX - Volatility Comparison

The current volatility for iShares MSCI Total International Index Fund Class K (BDOKX) is 6.42%, while Lord Abbett International Growth Fund (LIAGX) has a volatility of 10.79%. This indicates that BDOKX experiences smaller price fluctuations and is considered to be less risky than LIAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BDOKX	LIAGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.42%	10.79%	-4.37%
Volatility (6M) Calculated over the trailing 6-month period	13.56%	20.34%	-6.78%
Volatility (1Y) Calculated over the trailing 1-year period	15.67%	22.86%	-7.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.65%	19.22%	-3.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.30%	19.22%	-2.92%

BDOKX vs. LIAGX - Expense Ratio Comparison

BDOKX has a 0.09% expense ratio, which is lower than LIAGX's 0.81% expense ratio.

Dividends

BDOKX vs. LIAGX - Dividend Comparison

BDOKX's dividend yield for the trailing twelve months is around 2.47%, more than LIAGX's 0.28% 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%
LIAGX Lord Abbett International Growth Fund	0.28%	0.38%	0.48%	0.71%	0.89%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BDOKX and LIAGX in my portfolio?

With a correlation of 0.93, BDOKX and LIAGX 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.

Which is riskier, BDOKX or LIAGX?

LIAGX has higher volatility (10.79%) compared to BDOKX (6.42%). In terms of maximum drawdown, BDOKX dropped -34.22% vs LIAGX's -37.87%.

Which has better risk-adjusted returns?

BDOKX currently has the higher Sharpe Ratio (2.25 vs 2.14), 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.