BKTSX vs. VTSNX
BKTSX (iShares Total U.S. Stock Market Index Fund Class K) and VTSNX (Vanguard Total International Stock Index Fund Institutional Shares) are both mutual funds - BKTSX is a Large Cap Blend Equities fund tracking the Russell 3000 Index, while VTSNX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, BKTSX returned 14.50%/yr vs 9.42%/yr for VTSNX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. BKTSX charges 0.02%/yr vs 0.08%/yr for VTSNX.
Performance
BKTSX vs. VTSNX - 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 VTSNX's 12.79% return. Over the past 10 years, BKTSX has outperformed VTSNX with an annualized return of 14.50%, while VTSNX 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%
VTSNX
- 1D
- 2.75%
- 1M
- 0.11%
- 6M
- 6.67%
- YTD
- 12.79%
- 1Y
- 27.72%
- 3Y*
- 16.82%
- 5Y*
- 8.84%
- 10Y*
- 9.42%
- ALL TIME*
- 6.63%
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. VTSNX - 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% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 12.79% | 32.24% | 5.38% | 15.29% | -15.99% | 8.64% | 11.27% | 21.69% | -14.41% | 27.54% |
Correlation
The correlation between BKTSX and VTSNX 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. | 0.78 |
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 | 0.79 |
The correlation between BKTSX and VTSNX 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. VTSNX — Risk / Return Rank
BKTSX
VTSNX
BKTSX vs. VTSNX - 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 Total International Stock Index Fund Institutional Shares (VTSNX). 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 | VTSNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.31 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.33 | -0.24 |
| Martin ratioReturn relative to average drawdown | 9.05 | 8.66 | +0.40 |
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Drawdowns
BKTSX vs. VTSNX - Drawdown Comparison
The maximum BKTSX drawdown since its inception was -34.97%, roughly equal to the maximum VTSNX drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for BKTSX and VTSNX.
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Drawdown Indicators
| BKTSX | VTSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -35.72% | +0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -11.29% | +2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -19.29% | -13.14% | -6.15% |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | -29.50% | +4.52% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -35.72% | +0.75% |
Current DrawdownCurrent decline from peak | -1.78% | -2.62% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -8.04% | +3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 3.03% | -0.98% |
Volatility
BKTSX vs. VTSNX - Volatility Comparison
The current volatility for iShares Total U.S. Stock Market Index Fund Class K (BKTSX) is 3.40%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 5.43%. This indicates that BKTSX experiences smaller price fluctuations and is considered to be less risky than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKTSX | VTSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 5.43% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 14.12% | -3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 15.98% | -2.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 15.36% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 15.83% | +2.58% |
BKTSX vs. VTSNX - Expense Ratio Comparison
BKTSX has a 0.02% expense ratio, which is lower than VTSNX's 0.08% 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. VTSNX - Dividend Comparison
BKTSX's dividend yield for the trailing twelve months is around 1.08%, less than VTSNX's 2.58% 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 | 1.08% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.58% | 3.17% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.16% | 3.19% | 2.75% | 2.95% | 2.86% |
Frequently Asked Questions
BKTSX and VTSNX 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.
VTSNX has higher volatility (5.43%) compared to BKTSX (3.40%). In terms of maximum drawdown, BKTSX dropped -34.97% vs VTSNX's -35.72%.
VTSNX currently has the higher Sharpe Ratio (1.65 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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