BKTSX vs. BDOKX
BKTSX (iShares Total U.S. Stock Market Index Fund Class K) and BDOKX (iShares MSCI Total International Index Fund Class K) are both mutual funds - BKTSX is a Large Cap Blend Equities fund tracking the Russell 3000 Index, while BDOKX is a Foreign Large Cap Equities fund tracking the MSCI ACWI ex USA Index. Both are passively managed. Over the past 10 years, BKTSX returned 14.50%/yr vs 9.42%/yr for BDOKX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. BKTSX charges 0.02%/yr vs 0.09%/yr for BDOKX.
Performance
BKTSX vs. BDOKX - Performance Comparison
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Returns By Period
In the year-to-date period, BKTSX achieves a 9.74% return, which is significantly lower than BDOKX's 13.69% return. Over the past 10 years, BKTSX has outperformed BDOKX with an annualized return of 14.50%, while BDOKX has yielded a comparatively lower 9.42% annualized return.
BKTSX
- 1D
- 1.62%
- 1M
- -0.77%
- 6M
- 8.04%
- YTD
- 9.74%
- 1Y
- 20.92%
- 3Y*
- 18.58%
- 5Y*
- 11.73%
- 10Y*
- 14.50%
- ALL TIME*
- 14.67%
BDOKX
- 1D
- 2.96%
- 1M
- 0.41%
- 6M
- 7.65%
- YTD
- 13.69%
- 1Y
- 29.15%
- 3Y*
- 17.11%
- 5Y*
- 8.92%
- 10Y*
- 9.42%
- ALL TIME*
- 6.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BKTSX vs. BDOKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 9.74% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
BDOKX iShares MSCI Total International Index Fund Class K | 13.69% | 32.56% | 5.37% | 15.26% | -16.40% | 7.68% | 10.77% | 23.11% | -13.91% | 26.40% |
Correlation
The correlation between BKTSX and BDOKX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.80 |
The correlation between BKTSX and BDOKX has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
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Return for Risk
BKTSX vs. BDOKX — Risk / Return Rank
BKTSX
BDOKX
BKTSX vs. BDOKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund Class K (BKTSX) and iShares MSCI Total International Index Fund Class K (BDOKX). 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.
| BKTSX | BDOKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.31 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.42 | -0.32 |
| Martin ratioReturn relative to average drawdown | 9.05 | 8.97 | +0.08 |
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Drawdowns
BKTSX vs. BDOKX - Drawdown Comparison
The maximum BKTSX drawdown since its inception was -34.97%, roughly equal to the maximum BDOKX drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for BKTSX and BDOKX.
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Drawdown Indicators
| BKTSX | BDOKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -34.22% | -0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -11.38% | +2.51% |
Max Drawdown (3Y)Largest decline over 3 years | -19.29% | -13.54% | -5.75% |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | -30.00% | +5.02% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -34.22% | -0.75% |
Current DrawdownCurrent decline from peak | -1.78% | -2.52% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -8.17% | +3.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 3.06% | -1.01% |
Volatility
BKTSX vs. BDOKX - Volatility Comparison
The current volatility for iShares Total U.S. Stock Market Index Fund Class K (BKTSX) is 3.40%, while iShares MSCI Total International Index Fund Class K (BDOKX) has a volatility of 5.66%. This indicates that BKTSX experiences smaller price fluctuations and is considered to be less risky than BDOKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKTSX | BDOKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 5.66% | -2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 14.69% | -4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 16.61% | -3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 15.81% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 16.18% | +2.23% |
BKTSX vs. BDOKX - Expense Ratio Comparison
BKTSX has a 0.02% expense ratio, which is lower than BDOKX's 0.09% 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
BKTSX vs. BDOKX - Dividend Comparison
BKTSX's dividend yield for the trailing twelve months is around 1.08%, less than BDOKX's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOKX iShares MSCI Total International Index Fund Class K | 2.58% | 3.01% | 2.84% | 2.94% | 2.84% | 3.01% | 1.98% | 4.48% | 3.28% | 1.81% | 3.51% | 3.87% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.08% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
Frequently Asked Questions
BKTSX and BDOKX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDOKX has higher volatility (5.66%) compared to BKTSX (3.40%). In terms of maximum drawdown, BKTSX dropped -34.97% vs BDOKX's -34.22%.
BDOKX currently has the higher Sharpe Ratio (1.66 vs 1.42), 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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