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BKIPX vs. BDBKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKIPX vs. BDBKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short-Term TIPS Bond Index Fund Class K (BKIPX) and iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BKIPX achieves a 0.85% return, which is significantly lower than BDBKX's 20.72% return.


BKIPX

1D
0.00%
1M
0.22%
YTD
0.85%
6M
1.22%
1Y
3.44%
3Y*
4.72%
5Y*
2.79%
10Y*

BDBKX

1D
2.15%
1M
3.99%
YTD
20.72%
6M
17.17%
1Y
43.01%
3Y*
18.28%
5Y*
7.35%
10Y*
11.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKIPX vs. BDBKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKIPX
iShares Short-Term TIPS Bond Index Fund Class K
0.85%6.08%4.77%3.37%-4.18%5.21%4.86%4.90%0.61%0.90%
BDBKX
iShares Russell 2000 Small-Cap Index Fund Class K
20.72%12.81%11.40%17.04%-20.32%14.59%20.02%25.66%-11.01%14.71%

Correlation

The correlation between BKIPX and BDBKX is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.06

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Return for Risk

BKIPX vs. BDBKX — Risk / Return Rank

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

BKIPX
BKIPX Risk / Return Rank: 5252
Overall Rank
BKIPX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
BKIPX Sortino Ratio Rank: 5757
Sortino Ratio Rank
BKIPX Omega Ratio Rank: 5454
Omega Ratio Rank
BKIPX Calmar Ratio Rank: 5454
Calmar Ratio Rank
BKIPX Martin Ratio Rank: 6161
Martin Ratio Rank

BDBKX
BDBKX Risk / Return Rank: 6969
Overall Rank
BDBKX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BDBKX Sortino Ratio Rank: 6161
Sortino Ratio Rank
BDBKX Omega Ratio Rank: 5050
Omega Ratio Rank
BDBKX Calmar Ratio Rank: 8686
Calmar Ratio Rank
BDBKX Martin Ratio Rank: 8080
Martin Ratio Rank
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.

BKIPX vs. BDBKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short-Term TIPS Bond Index Fund Class K (BKIPX) and iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX). 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.


BKIPXBDBKXDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.37

1.36

+0.02

Calmar ratioReturn relative to maximum drawdown

2.69

3.92

-1.23

Martin ratioReturn relative to average drawdown

11.29

13.86

-2.57

BKIPX vs. BDBKX - Sharpe Ratio Comparison

The current BKIPX Sharpe Ratio is 1.53, which is lower than the BDBKX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of BKIPX and BDBKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BKIPX vs. BDBKX - Drawdown Comparison

The maximum BKIPX drawdown since its inception was -6.42%, smaller than the maximum BDBKX drawdown of -41.66%. Use the drawdown chart below to compare losses from any high point for BKIPX and BDBKX.


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Drawdown Indicators


BKIPXBDBKXDifference

Max Drawdown

Largest peak-to-trough decline

-6.42%

-41.66%

+35.24%

Max Drawdown (1Y)

Largest decline over 1 year

-1.32%

-10.97%

+9.65%

Max Drawdown (3Y)

Largest decline over 3 years

-1.32%

-27.53%

+26.21%

Max Drawdown (5Y)

Largest decline over 5 years

-6.42%

-31.96%

+25.54%

Max Drawdown (10Y)

Largest decline over 10 years

-41.66%

Current Drawdown

Current decline from peak

-1.13%

0.00%

-1.13%

Average Drawdown

Average peak-to-trough decline

-1.06%

-8.72%

+7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

3.09%

-2.78%

Volatility

BKIPX vs. BDBKX - Volatility Comparison

The current volatility for iShares Short-Term TIPS Bond Index Fund Class K (BKIPX) is 1.30%, while iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) has a volatility of 6.77%. This indicates that BKIPX experiences smaller price fluctuations and is considered to be less risky than BDBKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKIPXBDBKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

6.77%

-5.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.81%

14.33%

-12.52%

Volatility (1Y)

Calculated over the trailing 1-year period

2.33%

19.66%

-17.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.12%

23.26%

-20.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.64%

23.76%

-21.12%

BKIPX vs. BDBKX - Expense Ratio Comparison

BKIPX has a 0.06% expense ratio, which is lower than BDBKX's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BKIPX vs. BDBKX - Dividend Comparison

BKIPX's dividend yield for the trailing twelve months is around 4.68%, more than BDBKX's 2.63% yield.


PositionTTM20252024202320222021202020192018201720162015
BDBKX
iShares Russell 2000 Small-Cap Index Fund Class K
2.63%3.17%4.84%2.96%1.76%7.67%1.45%3.47%4.29%3.18%4.62%3.64%
BKIPX
iShares Short-Term TIPS Bond Index Fund Class K
4.68%4.68%4.33%2.77%4.80%4.41%1.17%2.54%2.56%1.90%0.00%0.00%

Frequently Asked Questions


BKIPX and BDBKX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDBKX has higher volatility (6.77%) compared to BKIPX (1.30%). In terms of maximum drawdown, BKIPX dropped -6.42% vs BDBKX's -41.66%.

BDBKX currently has the higher Sharpe Ratio (2.19 vs 1.53), 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.

Portfolio Optimizer

Find the right allocation for BKIPX and BDBKX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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