BKF vs. FSPSX
Compare and contrast key facts about iShares MSCI BRIC ETF (BKF) and Fidelity International Index Fund (FSPSX).
BKF is a passively managed fund by iShares that tracks the performance of the MSCI BRIC Index. It was launched on Nov 12, 2007. FSPSX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI ex USA IMI Index. It was launched on Nov 5, 1997. Both BKF and FSPSX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BKF vs. FSPSX - Performance Comparison
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BKF vs. FSPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BKF iShares MSCI BRIC ETF | -7.17% | 22.30% | 9.24% | 1.27% | -21.78% | -11.87% | 16.52% | 22.93% | -13.80% | 41.80% |
FSPSX Fidelity International Index Fund | -1.94% | 31.98% | 3.70% | 18.31% | -14.23% | 11.45% | 8.16% | 22.03% | -13.55% | 25.37% |
Returns By Period
In the year-to-date period, BKF achieves a -7.17% return, which is significantly lower than FSPSX's -1.94% return. Over the past 10 years, BKF has underperformed FSPSX with an annualized return of 5.19%, while FSPSX has yielded a comparatively higher 8.65% annualized return.
BKF
- 1D
- 2.70%
- 1M
- -6.83%
- YTD
- -7.17%
- 6M
- -9.08%
- 1Y
- 3.52%
- 3Y*
- 7.49%
- 5Y*
- -3.24%
- 10Y*
- 5.19%
FSPSX
- 1D
- 0.42%
- 1M
- -10.86%
- YTD
- -1.94%
- 6M
- 2.58%
- 1Y
- 19.89%
- 3Y*
- 13.50%
- 5Y*
- 7.96%
- 10Y*
- 8.65%
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BKF vs. FSPSX - Expense Ratio Comparison
BKF has a 0.69% expense ratio, which is higher than FSPSX's 0.04% expense ratio.
Return for Risk
BKF vs. FSPSX — Risk / Return Rank
BKF
FSPSX
BKF vs. FSPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI BRIC ETF (BKF) and Fidelity International Index Fund (FSPSX). 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.
| BKF | FSPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.20 | 1.11 | -0.92 |
Sortino ratioReturn per unit of downside risk | 0.40 | 1.56 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.23 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 1.54 | -1.30 |
Martin ratioReturn relative to average drawdown | 0.85 | 5.93 | -5.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BKF | FSPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 1.11 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.51 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.53 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.46 | -0.45 |
Correlation
The correlation between BKF and FSPSX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BKF vs. FSPSX - Dividend Comparison
BKF's dividend yield for the trailing twelve months is around 1.93%, less than FSPSX's 3.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKF iShares MSCI BRIC ETF | 1.93% | 1.79% | 2.37% | 1.68% | 2.04% | 2.93% | 1.02% | 1.66% | 2.33% | 1.51% | 1.82% | 3.15% |
FSPSX Fidelity International Index Fund | 3.22% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
Drawdowns
BKF vs. FSPSX - Drawdown Comparison
The maximum BKF drawdown since its inception was -70.29%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for BKF and FSPSX.
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Drawdown Indicators
| BKF | FSPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.29% | -33.69% | -36.60% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -11.39% | -2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -44.98% | -29.41% | -15.57% |
Max Drawdown (10Y)Largest decline over 10 years | -49.20% | -33.69% | -15.51% |
Current DrawdownCurrent decline from peak | -24.82% | -10.86% | -13.96% |
Average DrawdownAverage peak-to-trough decline | -28.16% | -6.59% | -21.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | 2.96% | +0.95% |
Volatility
BKF vs. FSPSX - Volatility Comparison
iShares MSCI BRIC ETF (BKF) and Fidelity International Index Fund (FSPSX) have volatilities of 7.23% and 7.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKF | FSPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 7.04% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 10.63% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 16.79% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 15.77% | +5.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.79% | 16.47% | +5.32% |