BRGKX vs. BDOKX

Last updated Jun 3, 2026

BRGKX (iShares Russell 1000 Large-Cap Index Fund Class K) and BDOKX (iShares MSCI Total International Index Fund Class K) are both mutual funds - BRGKX is a Large Cap Blend Equities fund tracking the Russell 1000 Index, while BDOKX is a Foreign Large Cap Equities fund tracking the MSCI ACWI ex USA Index. Both are passively managed. Over the past 10 years, BRGKX returned 15.20%/yr vs 9.79%/yr for BDOKX. Their correlation of 0.81 suggests significant overlap in exposure. BRGKX charges 0.06%/yr vs 0.09%/yr for BDOKX.

Performance

BRGKX vs. BDOKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX) and iShares MSCI Total International Index Fund Class K (BDOKX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRGKX achieves a 11.19% return, which is significantly lower than BDOKX's 15.08% return. Over the past 10 years, BRGKX has outperformed BDOKX with an annualized return of 15.20%, while BDOKX has yielded a comparatively lower 9.79% annualized return.

BRGKX

• 1D: 0.28%
• 1M: 5.11%
• YTD: 11.19%
• 6M: 11.51%
• 1Y: 28.65%
• 3Y*: 22.34%
• 5Y*: 13.30%
• 10Y*: 15.20%

BDOKX

• 1D: 0.61%
• 1M: 5.01%
• YTD: 15.08%
• 6M: 18.18%
• 1Y: 32.24%
• 3Y*: 19.68%
• 5Y*: 8.49%
• 10Y*: 9.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRGKX vs. BDOKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRGKX iShares Russell 1000 Large-Cap Index Fund Class K	11.19%	17.28%	24.44%	26.49%	-19.13%	26.24%	20.85%	31.30%	-4.86%	21.18%
BDOKX iShares MSCI Total International Index Fund Class K	15.08%	32.56%	5.37%	15.26%	-16.40%	7.68%	10.77%	23.11%	-13.91%	26.40%

Correlation

The correlation between BRGKX and BDOKX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Jul 1, 2011	0.81

The correlation between BRGKX and BDOKX has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.

Return for Risk

BRGKX vs. BDOKX — Risk / Return Rank

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

BRGKX

BRGKX Risk / Return Rank: 70
BRGKX Sharpe Ratio Rank: 71
BRGKX Sortino Ratio Rank: 63
BRGKX Omega Ratio Rank: 63
BRGKX Calmar Ratio Rank: 72
BRGKX Martin Ratio Rank: 81

BDOKX

BDOKX Risk / Return Rank: 58
BDOKX Sharpe Ratio Rank: 61
BDOKX Sortino Ratio Rank: 55
BDOKX Omega Ratio Rank: 58
BDOKX Calmar Ratio Rank: 58
BDOKX Martin Ratio Rank: 58

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.

BRGKX vs. BDOKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX) and iShares MSCI Total International Index Fund Class K (BDOKX). 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.

	BRGKX	BDOKX	Difference
Sharpe ratio Return per unit of total volatility	2.45	2.30	+0.15
Sortino ratio Return per unit of downside risk	3.33	3.12	+0.21
Omega ratio Gain probability vs. loss probability	1.44	1.42	+0.02
Calmar ratio Return relative to maximum drawdown	3.29	2.93	+0.36
Martin ratio Return relative to average drawdown	15.26	11.61	+3.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRGKX vs. BDOKX - Sharpe Ratio Comparison

The current BRGKX Sharpe Ratio is 2.45, which is comparable to the BDOKX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of BRGKX and BDOKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BRGKX	BDOKX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	2.30	+0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.55	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.84	0.60	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.39	+0.40

Drawdowns

BRGKX vs. BDOKX - Drawdown Comparison

The maximum BRGKX drawdown since its inception was -34.58%, roughly equal to the maximum BDOKX drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for BRGKX and BDOKX.

Drawdown Indicators

	BRGKX	BDOKX	Difference
Max Drawdown Largest peak-to-trough decline	-34.58%	-34.22%	-0.36%
Max Drawdown (1Y) Largest decline over 1 year	-8.85%	-11.38%	+2.53%
Max Drawdown (3Y) Largest decline over 3 years	-19.15%	-13.54%	-5.61%
Max Drawdown (5Y) Largest decline over 5 years	-25.13%	-30.23%	+5.10%
Max Drawdown (10Y) Largest decline over 10 years	-34.58%	-34.22%	-0.36%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.05%	-8.23%	+4.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	2.88%	-0.97%

Volatility

BRGKX vs. BDOKX - Volatility Comparison

The current volatility for iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX) is 2.84%, while iShares MSCI Total International Index Fund Class K (BDOKX) has a volatility of 4.99%. This indicates that BRGKX experiences smaller price fluctuations and is considered to be less risky than BDOKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRGKX	BDOKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.84%	4.99%	-2.15%
Volatility (6M) Calculated over the trailing 6-month period	9.04%	12.31%	-3.27%
Volatility (1Y) Calculated over the trailing 1-year period	11.99%	14.69%	-2.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.18%	15.45%	+1.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.22%	16.27%	+1.95%

BRGKX vs. BDOKX - Expense Ratio Comparison

BRGKX has a 0.06% expense ratio, which is lower than BDOKX's 0.09% 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

BRGKX vs. BDOKX - Dividend Comparison

BRGKX's dividend yield for the trailing twelve months is around 2.50%, which matches BDOKX's 2.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BDOKX iShares MSCI Total International Index Fund Class K	2.50%	3.01%	2.84%	2.94%	2.84%	3.01%	1.98%	4.48%	3.28%	1.81%	3.51%	3.87%
BRGKX iShares Russell 1000 Large-Cap Index Fund Class K	2.50%	2.77%	1.38%	1.49%	1.82%	1.88%	1.51%	2.82%	2.46%	2.31%	3.94%	4.86%

Frequently Asked Questions

Can I hold both BRGKX and BDOKX in my portfolio?

BRGKX and BDOKX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BRGKX or BDOKX?

BDOKX has higher volatility (4.99%) compared to BRGKX (2.84%). In terms of maximum drawdown, BRGKX dropped -34.58% vs BDOKX's -34.22%.

Which has better risk-adjusted returns?

BRGKX currently has the higher Sharpe Ratio (2.45 vs 2.30), 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.