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BKTSX vs. GQETX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKTSX vs. GQETX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Total U.S. Stock Market Index Fund Class K (BKTSX) and GMO Quality Fund (GQETX). The values are adjusted to include any dividend payments, if applicable.

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BKTSX vs. GQETX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKTSX
iShares Total U.S. Stock Market Index Fund Class K
-3.96%17.15%23.83%26.02%-19.05%25.56%20.82%31.12%-5.37%21.02%
GQETX
GMO Quality Fund
-7.00%19.61%17.76%28.94%-15.33%31.67%18.33%31.77%0.50%29.11%

Returns By Period

In the year-to-date period, BKTSX achieves a -3.96% return, which is significantly higher than GQETX's -7.00% return. Over the past 10 years, BKTSX has underperformed GQETX with an annualized return of 13.64%, while GQETX has yielded a comparatively higher 14.85% annualized return.


BKTSX

1D
2.93%
1M
-5.12%
YTD
-3.96%
6M
-1.99%
1Y
17.59%
3Y*
17.88%
5Y*
10.62%
10Y*
13.64%

GQETX

1D
2.81%
1M
-6.44%
YTD
-7.00%
6M
-2.28%
1Y
12.44%
3Y*
15.83%
5Y*
11.72%
10Y*
14.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKTSX vs. GQETX - Expense Ratio Comparison

BKTSX has a 0.02% expense ratio, which is lower than GQETX's 0.49% expense ratio.


Return for Risk

BKTSX vs. GQETX — Risk / Return Rank

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

BKTSX
BKTSX Risk / Return Rank: 4949
Overall Rank
BKTSX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BKTSX Sortino Ratio Rank: 4545
Sortino Ratio Rank
BKTSX Omega Ratio Rank: 4747
Omega Ratio Rank
BKTSX Calmar Ratio Rank: 4949
Calmar Ratio Rank
BKTSX Martin Ratio Rank: 6262
Martin Ratio Rank

GQETX
GQETX Risk / Return Rank: 3333
Overall Rank
GQETX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GQETX Sortino Ratio Rank: 3333
Sortino Ratio Rank
GQETX Omega Ratio Rank: 2929
Omega Ratio Rank
GQETX Calmar Ratio Rank: 3535
Calmar Ratio Rank
GQETX Martin Ratio Rank: 3636
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.

BKTSX vs. GQETX - 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 GMO Quality Fund (GQETX). 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.


BKTSXGQETXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.75

+0.23

Sortino ratio

Return per unit of downside risk

1.50

1.20

+0.30

Omega ratio

Gain probability vs. loss probability

1.23

1.16

+0.06

Calmar ratio

Return relative to maximum drawdown

1.50

1.01

+0.50

Martin ratio

Return relative to average drawdown

7.22

4.04

+3.18

BKTSX vs. GQETX - Sharpe Ratio Comparison

The current BKTSX Sharpe Ratio is 0.98, which is higher than the GQETX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of BKTSX and GQETX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BKTSXGQETXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.75

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.74

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.87

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.68

+0.07

Correlation

The correlation between BKTSX and GQETX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BKTSX vs. GQETX - Dividend Comparison

BKTSX's dividend yield for the trailing twelve months is around 1.18%, less than GQETX's 12.00% yield.


TTM20252024202320222021202020192018201720162015
BKTSX
iShares Total U.S. Stock Market Index Fund Class K
1.18%1.14%1.27%1.46%1.64%1.58%1.51%2.15%2.49%2.17%1.54%0.00%
GQETX
GMO Quality Fund
12.00%11.16%3.91%3.43%11.85%10.19%13.61%8.08%21.66%8.10%3.56%17.25%

Drawdowns

BKTSX vs. GQETX - Drawdown Comparison

The maximum BKTSX drawdown since its inception was -34.97%, smaller than the maximum GQETX drawdown of -39.99%. Use the drawdown chart below to compare losses from any high point for BKTSX and GQETX.


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Drawdown Indicators


BKTSXGQETXDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-39.99%

+5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-12.76%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-24.98%

-24.22%

-0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

-30.44%

-4.53%

Current Drawdown

Current decline from peak

-6.20%

-10.31%

+4.11%

Average Drawdown

Average peak-to-trough decline

-4.59%

-5.02%

+0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

3.18%

-0.60%

Volatility

BKTSX vs. GQETX - Volatility Comparison

iShares Total U.S. Stock Market Index Fund Class K (BKTSX) and GMO Quality Fund (GQETX) have volatilities of 5.45% and 5.64%, 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


BKTSXGQETXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

5.64%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

9.71%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.56%

16.62%

+1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.38%

15.85%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

17.03%

+1.37%