BDOKX vs. SAHMX
BDOKX (iShares MSCI Total International Index Fund Class K) and SAHMX (SA International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, BDOKX returned 10.16%/yr vs 11.29%/yr for SAHMX. A 0.78 correlation means they provide meaningful diversification when combined. BDOKX charges 0.09%/yr vs 1.11%/yr for SAHMX.
Performance
BDOKX vs. SAHMX - Performance Comparison
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Returns By Period
In the year-to-date period, BDOKX achieves a 12.99% return, which is significantly higher than SAHMX's 9.03% return. Over the past 10 years, BDOKX has underperformed SAHMX with an annualized return of 10.16%, while SAHMX has yielded a comparatively higher 11.29% annualized return.
BDOKX
- 1D
- 0.00%
- 1M
- -1.02%
- YTD
- 12.99%
- 6M
- 12.91%
- 1Y
- 28.41%
- 3Y*
- 19.04%
- 5Y*
- 8.17%
- 10Y*
- 10.16%
SAHMX
- 1D
- -0.83%
- 1M
- -2.65%
- YTD
- 9.03%
- 6M
- 9.03%
- 1Y
- 30.49%
- 3Y*
- 21.73%
- 5Y*
- 13.09%
- 10Y*
- 11.29%
BDOKX vs. SAHMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDOKX iShares MSCI Total International Index Fund Class K | 12.99% | 32.56% | 5.37% | 15.26% | -16.40% | 7.68% | 10.77% | 23.11% | -13.91% | 26.40% |
SAHMX SA International Value Fund | 9.03% | 44.08% | 5.44% | 16.49% | -3.70% | 17.59% | -2.48% | 14.61% | -17.95% | 25.06% |
Correlation
The correlation between BDOKX and SAHMX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2011 | 0.78 |
The correlation between BDOKX and SAHMX shifts across timeframes, from 0.65 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BDOKX vs. SAHMX — Risk / Return Rank
BDOKX
SAHMX
BDOKX vs. SAHMX - 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 SA International Value Fund (SAHMX). 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 | SAHMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.49 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 3.81 | -1.33 |
| Martin ratioReturn relative to average drawdown | 9.58 | 12.68 | -3.10 |
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Drawdowns
BDOKX vs. SAHMX - Drawdown Comparison
The maximum BDOKX drawdown since its inception was -34.22%, smaller than the maximum SAHMX drawdown of -66.58%. Use the drawdown chart below to compare losses from any high point for BDOKX and SAHMX.
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Drawdown Indicators
| BDOKX | SAHMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.22% | -66.58% | +32.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -8.72% | -2.66% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -14.85% | +1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -30.00% | -25.10% | -4.90% |
Max Drawdown (10Y)Largest decline over 10 years | -34.22% | -48.63% | +14.41% |
Current DrawdownCurrent decline from peak | -3.11% | -3.30% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -8.20% | -16.14% | +7.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.51% | +0.43% |
Volatility
BDOKX vs. SAHMX - Volatility Comparison
iShares MSCI Total International Index Fund Class K (BDOKX) has a higher volatility of 7.21% compared to SA International Value Fund (SAHMX) at 3.03%. This indicates that BDOKX's price experiences larger fluctuations and is considered to be riskier than SAHMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDOKX | SAHMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.21% | 3.03% | +4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 13.93% | 9.52% | +4.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.96% | 12.37% | +3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.71% | 15.48% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.17% | 16.16% | +0.01% |
BDOKX vs. SAHMX - Expense Ratio Comparison
BDOKX has a 0.09% expense ratio, which is lower than SAHMX's 1.11% expense ratio.
Dividends
BDOKX vs. SAHMX - Dividend Comparison
BDOKX's dividend yield for the trailing twelve months is around 2.55%, less than SAHMX's 4.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOKX iShares MSCI Total International Index Fund Class K | 2.55% | 3.01% | 2.84% | 2.94% | 2.84% | 3.01% | 1.98% | 4.48% | 3.28% | 1.81% | 3.51% | 3.87% |
SAHMX SA International Value Fund | 4.91% | 5.35% | 3.57% | 3.46% | 4.06% | 3.05% | 2.09% | 3.66% | 1.93% | 2.46% | 2.89% | 1.91% |
Frequently Asked Questions
BDOKX and SAHMX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDOKX has higher volatility (7.21%) compared to SAHMX (3.03%). In terms of maximum drawdown, BDOKX dropped -34.22% vs SAHMX's -66.58%.
SAHMX currently has the higher Sharpe Ratio (2.70 vs 1.77), 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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