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BKIPX vs. BSMAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKIPX vs. BSMAX - 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 Small/Mid-Cap Index Fund Investor A Shares (BSMAX). 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 1.10% return, which is significantly lower than BSMAX's 19.03% return.


BKIPX

1D
-0.10%
1M
-0.42%
6M
0.57%
YTD
1.10%
1Y
2.37%
3Y*
4.59%
5Y*
2.39%
10Y*
ALL TIME*
2.84%

BSMAX

1D
-0.32%
1M
-2.03%
6M
13.38%
YTD
19.03%
1Y
32.20%
3Y*
15.17%
5Y*
7.71%
10Y*
11.18%
ALL TIME*
10.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

BKIPX vs. BSMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKIPX
iShares Short-Term TIPS Bond Index Fund Class K
1.10%6.08%4.77%3.37%-4.18%5.21%4.86%4.90%0.61%0.90%
BSMAX
iShares Russell Small/Mid-Cap Index Fund Investor A Shares
19.03%11.59%11.78%16.81%-18.58%17.69%20.06%27.38%-10.45%16.40%

Correlation

The correlation between BKIPX and BSMAX is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.05

Correlation (3Y)
Balances recent behavior with more history.

0.08

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.11

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

0.07

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Return for Risk

BKIPX vs. BSMAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BKIPX
BKIPX Risk / Return Rank: 5959
Overall Rank
BKIPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BKIPX Sortino Ratio Rank: 6969
Sortino Ratio Rank
BKIPX Omega Ratio Rank: 6969
Omega Ratio Rank
BKIPX Calmar Ratio Rank: 6565
Calmar Ratio Rank
BKIPX Martin Ratio Rank: 5151
Martin Ratio Rank

BSMAX
BSMAX Risk / Return Rank: 7575
Overall Rank
BSMAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BSMAX Sortino Ratio Rank: 6969
Sortino Ratio Rank
BSMAX Omega Ratio Rank: 6161
Omega Ratio Rank
BSMAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
BSMAX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BKIPX vs. BSMAX - 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 Small/Mid-Cap Index Fund Investor A Shares (BSMAX). 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.


BKIPXBSMAXDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.30

1.29

+0.01

Calmar ratioReturn relative to maximum drawdown

2.20

3.18

-0.98

Martin ratioReturn relative to average drawdown

7.05

11.99

-4.94

BKIPX vs. BSMAX - Sharpe Ratio Comparison

The current BKIPX Sharpe Ratio is 1.22, which is comparable to the BSMAX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of BKIPX and BSMAX, 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. BSMAX - Drawdown Comparison

The maximum BKIPX drawdown since its inception was -6.42%, smaller than the maximum BSMAX drawdown of -41.38%. Use the drawdown chart below to compare losses from any high point for BKIPX and BSMAX.


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Drawdown Indicators


BKIPXBSMAXDifference

Max Drawdown

Largest peak-to-trough decline

-6.42%

-41.38%

+34.96%

Max Drawdown (1Y)

Largest decline over 1 year

-1.34%

-9.46%

+8.12%

Max Drawdown (3Y)

Largest decline over 3 years

-1.34%

-25.54%

+24.20%

Max Drawdown (5Y)

Largest decline over 5 years

-6.42%

-28.48%

+22.06%

Max Drawdown (10Y)

Largest decline over 10 years

-41.38%

Current Drawdown

Current decline from peak

-0.88%

-2.86%

+1.98%

Average Drawdown

Average peak-to-trough decline

-1.06%

-7.62%

+6.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

2.51%

-2.09%

Volatility

BKIPX vs. BSMAX - Volatility Comparison

The current volatility for iShares Short-Term TIPS Bond Index Fund Class K (BKIPX) is 0.43%, while iShares Russell Small/Mid-Cap Index Fund Investor A Shares (BSMAX) has a volatility of 3.52%. This indicates that BKIPX experiences smaller price fluctuations and is considered to be less risky than BSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKIPXBSMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

3.52%

-3.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

13.47%

-11.44%

Volatility (1Y)

Calculated over the trailing 1-year period

2.42%

17.79%

-15.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.12%

20.97%

-17.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.65%

21.58%

-18.93%

BKIPX vs. BSMAX - Expense Ratio Comparison

BKIPX has a 0.06% expense ratio, which is lower than BSMAX's 0.37% expense ratio.


Dividends

BKIPX vs. BSMAX - Dividend Comparison

BKIPX's dividend yield for the trailing twelve months is around 4.91%, more than BSMAX's 2.00% yield.


PositionTTM20252024202320222021202020192018201720162015
BKIPX
iShares Short-Term TIPS Bond Index Fund Class K
4.91%4.68%4.33%2.77%4.80%4.41%1.17%2.54%2.56%1.90%0.00%0.00%
BSMAX
iShares Russell Small/Mid-Cap Index Fund Investor A Shares
2.00%2.67%1.79%1.14%4.67%4.55%4.26%2.62%4.07%2.61%1.34%0.59%

Frequently Asked Questions


BKIPX and BSMAX have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSMAX has higher volatility (3.52%) compared to BKIPX (0.43%). In terms of maximum drawdown, BKIPX dropped -6.42% vs BSMAX's -41.38%.

BSMAX currently has the higher Sharpe Ratio (1.69 vs 1.22), 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 BSMAX

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