BKTSX vs. HESGX
BKTSX (iShares Total U.S. Stock Market Index Fund Class K) and HESGX (Horizon ESG Defensive Core Fund) are both Large Cap Blend Equities funds. Over the past 5 years, BKTSX returned 12.46%/yr vs 9.80%/yr for HESGX. With a 0.97 correlation, they move nearly in lockstep. BKTSX charges 0.02%/yr vs 1.02%/yr for HESGX.
Performance
BKTSX vs. HESGX - Performance Comparison
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Returns By Period
In the year-to-date period, BKTSX achieves a 10.08% return, which is significantly higher than HESGX's 6.11% return.
BKTSX
- 1D
- -0.32%
- 1M
- 0.47%
- YTD
- 10.08%
- 6M
- 8.96%
- 1Y
- 25.53%
- 3Y*
- 21.13%
- 5Y*
- 12.46%
- 10Y*
- 15.31%
HESGX
- 1D
- -0.65%
- 1M
- -1.38%
- YTD
- 6.11%
- 6M
- 5.15%
- 1Y
- 22.25%
- 3Y*
- 16.43%
- 5Y*
- 9.80%
- 10Y*
- —
BKTSX vs. HESGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 10.08% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | -0.26% |
HESGX Horizon ESG Defensive Core Fund | 6.11% | 9.56% | 22.41% | 23.52% | -18.83% | 27.45% | 21.75% | -0.24% |
Correlation
The correlation between BKTSX and HESGX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2019 | 0.97 |
The correlation between BKTSX and HESGX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
BKTSX vs. HESGX — Risk / Return Rank
BKTSX
HESGX
BKTSX vs. HESGX - 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 Horizon ESG Defensive Core Fund (HESGX). 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 | HESGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.34 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 2.50 | +0.52 |
| Martin ratioReturn relative to average drawdown | 13.51 | 10.84 | +2.67 |
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Drawdowns
BKTSX vs. HESGX - Drawdown Comparison
The maximum BKTSX drawdown since its inception was -34.97%, which is greater than HESGX's maximum drawdown of -24.43%. Use the drawdown chart below to compare losses from any high point for BKTSX and HESGX.
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Drawdown Indicators
| BKTSX | HESGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -24.43% | -10.54% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -9.42% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -19.29% | -18.79% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | -22.08% | -2.90% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | — | — |
Current DrawdownCurrent decline from peak | -1.47% | -2.96% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -6.06% | +1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 2.17% | -0.19% |
Volatility
BKTSX vs. HESGX - Volatility Comparison
iShares Total U.S. Stock Market Index Fund Class K (BKTSX) and Horizon ESG Defensive Core Fund (HESGX) have volatilities of 4.70% and 4.50%, 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
| BKTSX | HESGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 4.50% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 9.69% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 12.46% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 14.65% | +2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 16.24% | +2.22% |
BKTSX vs. HESGX - Expense Ratio Comparison
BKTSX has a 0.02% expense ratio, which is lower than HESGX's 1.02% expense ratio.
Dividends
BKTSX vs. HESGX - Dividend Comparison
BKTSX's dividend yield for the trailing twelve months is around 1.06%, less than HESGX's 15.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.06% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% |
HESGX Horizon ESG Defensive Core Fund | 15.72% | 16.68% | 0.29% | 0.61% | 0.52% | 2.51% | 2.75% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.98, BKTSX and HESGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BKTSX has higher volatility (4.70%) compared to HESGX (4.50%). In terms of maximum drawdown, BKTSX dropped -34.97% vs HESGX's -24.43%.
BKTSX currently has the higher Sharpe Ratio (2.11 vs 1.90), 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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