BIRIX vs. BKTSX
BIRIX (BlackRock Sustainable Advantage Large Cap Core Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 10 years, BIRIX returned 15.34%/yr vs 14.87%/yr for BKTSX. With a 0.99 correlation, they move nearly in lockstep. BIRIX charges 0.48%/yr vs 0.02%/yr for BKTSX.
Performance
BIRIX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, BIRIX achieves a 12.75% return, which is significantly higher than BKTSX's 11.34% return. Both investments have delivered pretty close results over the past 10 years, with BIRIX having a 15.34% annualized return and BKTSX not far behind at 14.87%.
BIRIX
- 1D
- 0.99%
- 1M
- 1.45%
- 6M
- 10.78%
- YTD
- 12.75%
- 1Y
- 25.83%
- 3Y*
- 21.44%
- 5Y*
- 12.34%
- 10Y*
- 15.34%
BKTSX
- 1D
- 0.88%
- 1M
- 1.71%
- 6M
- 9.06%
- YTD
- 11.34%
- 1Y
- 22.12%
- 3Y*
- 20.82%
- 5Y*
- 12.14%
- 10Y*
- 14.87%
BIRIX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIRIX BlackRock Sustainable Advantage Large Cap Core Fund | 12.75% | 18.97% | 21.83% | 25.55% | -19.73% | 28.16% | 22.41% | 31.19% | -5.94% | 20.95% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 11.34% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between BIRIX and BKTSX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.99 |
The correlation between BIRIX and BKTSX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
BIRIX vs. BKTSX — Risk / Return Rank
BIRIX
BKTSX
BIRIX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
| BIRIX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.31 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 2.49 | +0.55 |
| Martin ratioReturn relative to average drawdown | 13.63 | 10.90 | +2.73 |
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Drawdowns
BIRIX vs. BKTSX - Drawdown Comparison
The maximum BIRIX drawdown since its inception was -34.67%, roughly equal to the maximum BKTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for BIRIX and BKTSX.
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Drawdown Indicators
| BIRIX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.67% | -34.97% | +0.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.46% | -8.87% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -20.97% | -19.29% | -1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -25.88% | -24.98% | -0.90% |
Max Drawdown (10Y)Largest decline over 10 years | -34.67% | -34.97% | +0.30% |
Current DrawdownCurrent decline from peak | -0.49% | -0.35% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -4.50% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 2.02% | -0.14% |
Volatility
BIRIX vs. BKTSX - Volatility Comparison
BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) has a higher volatility of 4.62% compared to iShares Total U.S. Stock Market Index Fund Class K (BKTSX) at 4.21%. This indicates that BIRIX's price experiences larger fluctuations and is considered to be riskier than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIRIX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 4.21% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 10.06% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.97% | 12.77% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.69% | 17.46% | +1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 18.38% | +0.66% |
BIRIX vs. BKTSX - Expense Ratio Comparison
BIRIX has a 0.48% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
BIRIX vs. BKTSX - Dividend Comparison
BIRIX's dividend yield for the trailing twelve months is around 5.78%, more than BKTSX's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BIRIX BlackRock Sustainable Advantage Large Cap Core Fund | 5.78% | 6.51% | 15.58% | 1.01% | 1.22% | 5.79% | 3.69% | 2.95% | 8.26% | 4.89% | 2.78% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.05% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% |
Frequently Asked Questions
With a correlation of 0.99, BIRIX and BKTSX 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.
BIRIX has higher volatility (4.62%) compared to BKTSX (4.21%). In terms of maximum drawdown, BIRIX dropped -34.67% vs BKTSX's -34.97%.
BIRIX currently has the higher Sharpe Ratio (1.98 vs 1.73), 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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