BKTSX vs. MEQFX
BKTSX (iShares Total U.S. Stock Market Index Fund Class K) and MEQFX (AMG River Road Large Cap Value Select Fund) are both Large Cap Blend Equities funds. Over the past 10 years, BKTSX returned 15.31%/yr vs 10.84%/yr for MEQFX. A 0.80 correlation means they provide meaningful diversification when combined. BKTSX charges 0.02%/yr vs 0.64%/yr for MEQFX.
Performance
BKTSX vs. MEQFX - 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 MEQFX's -4.74% return. Over the past 10 years, BKTSX has outperformed MEQFX with an annualized return of 15.31%, while MEQFX has yielded a comparatively lower 10.84% annualized 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%
MEQFX
- 1D
- -1.11%
- 1M
- -0.43%
- YTD
- -4.74%
- 6M
- -5.74%
- 1Y
- -9.31%
- 3Y*
- 9.89%
- 5Y*
- 9.07%
- 10Y*
- 10.84%
BKTSX vs. MEQFX - 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 | 10.08% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
MEQFX AMG River Road Large Cap Value Select Fund | -4.74% | -2.58% | 24.99% | 19.53% | -9.50% | 43.58% | -4.00% | 16.01% | 8.16% | 15.35% |
Correlation
The correlation between BKTSX and MEQFX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.80 |
The correlation between BKTSX and MEQFX shifts across timeframes, from 0.62 (1 year) to 0.81 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BKTSX vs. MEQFX — Risk / Return Rank
BKTSX
MEQFX
BKTSX vs. MEQFX - 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 AMG River Road Large Cap Value Select Fund (MEQFX). 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 | MEQFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.62 | ||
| Sortino ratioReturn per unit of downside risk | +3.41 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.91 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | -0.50 | +3.53 |
| Martin ratioReturn relative to average drawdown | 13.51 | -0.93 | +14.44 |
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Drawdowns
BKTSX vs. MEQFX - Drawdown Comparison
The maximum BKTSX drawdown since its inception was -34.97%, smaller than the maximum MEQFX drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for BKTSX and MEQFX.
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Drawdown Indicators
| BKTSX | MEQFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -55.38% | +20.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -17.43% | +8.56% |
Max Drawdown (3Y)Largest decline over 3 years | -19.29% | -17.43% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | -19.48% | -5.50% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -28.69% | -6.28% |
Current DrawdownCurrent decline from peak | -1.47% | -15.95% | +14.48% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -12.19% | +7.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 9.44% | -7.46% |
Volatility
BKTSX vs. MEQFX - Volatility Comparison
iShares Total U.S. Stock Market Index Fund Class K (BKTSX) has a higher volatility of 4.70% compared to AMG River Road Large Cap Value Select Fund (MEQFX) at 3.77%. This indicates that BKTSX's price experiences larger fluctuations and is considered to be riskier than MEQFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKTSX | MEQFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 3.77% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 14.99% | -5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 17.05% | -4.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 17.52% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 19.62% | -1.16% |
BKTSX vs. MEQFX - Expense Ratio Comparison
BKTSX has a 0.02% expense ratio, which is lower than MEQFX's 0.64% expense ratio.
Dividends
BKTSX vs. MEQFX - Dividend Comparison
BKTSX's dividend yield for the trailing twelve months is around 1.06%, while MEQFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
MEQFX AMG River Road Large Cap Value Select Fund | 0.00% | 0.00% | 4.48% | 0.98% | 2.13% | 27.90% | 0.00% | 9.17% | 3.40% | 30.28% | 5.96% | 11.63% |
Frequently Asked Questions
BKTSX and MEQFX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BKTSX has higher volatility (4.70%) compared to MEQFX (3.77%). In terms of maximum drawdown, BKTSX dropped -34.97% vs MEQFX's -55.38%.
BKTSX currently has the higher Sharpe Ratio (2.11 vs -0.52), 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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