BKTSX vs. VMVAX
BKTSX (iShares Total U.S. Stock Market Index Fund Class K) and VMVAX (Vanguard Mid-Cap Value Index Fund Admiral Shares) are both mutual funds - BKTSX is a Large Cap Blend Equities fund tracking the Russell 3000 Index, while VMVAX is a Mid Cap Value Equities fund managed by Vanguard. Over the past 10 years, BKTSX returned 15.31%/yr vs 10.94%/yr for VMVAX. Their correlation of 0.83 suggests significant overlap in exposure. BKTSX charges 0.02%/yr vs 0.07%/yr for VMVAX.
Performance
BKTSX vs. VMVAX - Performance Comparison
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Returns By Period
In the year-to-date period, BKTSX achieves a 10.08% return, which is significantly lower than VMVAX's 11.66% return. Over the past 10 years, BKTSX has outperformed VMVAX with an annualized return of 15.31%, while VMVAX has yielded a comparatively lower 10.94% 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%
VMVAX
- 1D
- 0.54%
- 1M
- 1.29%
- YTD
- 11.66%
- 6M
- 10.81%
- 1Y
- 22.92%
- 3Y*
- 16.19%
- 5Y*
- 9.41%
- 10Y*
- 10.94%
BKTSX vs. VMVAX - 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% |
VMVAX Vanguard Mid-Cap Value Index Fund Admiral Shares | 11.66% | 12.06% | 13.63% | 10.12% | -7.89% | 28.77% | 2.45% | 28.03% | -12.44% | 17.04% |
Correlation
The correlation between BKTSX and VMVAX is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.83 |
The correlation between BKTSX and VMVAX shifts across timeframes, from 0.64 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BKTSX vs. VMVAX — Risk / Return Rank
BKTSX
VMVAX
BKTSX vs. VMVAX - 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 Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX). 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 | VMVAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.36 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 3.47 | -0.44 |
| Martin ratioReturn relative to average drawdown | 13.51 | 13.19 | +0.32 |
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Drawdowns
BKTSX vs. VMVAX - Drawdown Comparison
The maximum BKTSX drawdown since its inception was -34.97%, smaller than the maximum VMVAX drawdown of -43.07%. Use the drawdown chart below to compare losses from any high point for BKTSX and VMVAX.
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Drawdown Indicators
| BKTSX | VMVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -43.07% | +8.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -6.95% | -1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -19.29% | -18.40% | -0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | -19.75% | -5.23% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -43.07% | +8.10% |
Current DrawdownCurrent decline from peak | -1.47% | -1.14% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -4.36% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 1.82% | +0.16% |
Volatility
BKTSX vs. VMVAX - Volatility Comparison
iShares Total U.S. Stock Market Index Fund Class K (BKTSX) has a higher volatility of 4.70% compared to Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) at 3.40%. This indicates that BKTSX's price experiences larger fluctuations and is considered to be riskier than VMVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKTSX | VMVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 3.40% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 8.39% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 11.64% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 15.99% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 18.80% | -0.34% |
BKTSX vs. VMVAX - Expense Ratio Comparison
BKTSX has a 0.02% expense ratio, which is lower than VMVAX's 0.07% 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. VMVAX - Dividend Comparison
BKTSX's dividend yield for the trailing twelve months is around 1.06%, less than VMVAX's 1.86% yield.
| 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% |
VMVAX Vanguard Mid-Cap Value Index Fund Admiral Shares | 1.86% | 2.10% | 2.11% | 2.26% | 2.27% | 1.78% | 2.36% | 2.08% | 2.75% | 1.86% | 1.91% | 2.04% |
Frequently Asked Questions
BKTSX and VMVAX have a correlation of 0.64, 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 VMVAX (3.40%). In terms of maximum drawdown, BKTSX dropped -34.97% vs VMVAX's -43.07%.
BKTSX currently has the higher Sharpe Ratio (2.11 vs 2.07), 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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