BSMAX vs. BDOKX
BSMAX (iShares Russell Small/Mid-Cap Index Fund Investor A Shares) and BDOKX (iShares MSCI Total International Index Fund Class K) are both mutual funds - BSMAX is a Small Cap Blend Equities fund tracking the Russell 2500 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, BSMAX returned 11.09%/yr vs 9.24%/yr for BDOKX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. BSMAX charges 0.37%/yr vs 0.09%/yr for BDOKX.
Performance
BSMAX vs. BDOKX - Performance Comparison
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Returns By Period
In the year-to-date period, BSMAX achieves a 19.75% return, which is significantly higher than BDOKX's 12.21% return. Over the past 10 years, BSMAX has outperformed BDOKX with an annualized return of 11.09%, while BDOKX has yielded a comparatively lower 9.24% annualized return.
BSMAX
- 1D
- 0.69%
- 1M
- -1.62%
- 6M
- 12.24%
- YTD
- 19.75%
- 1Y
- 28.41%
- 3Y*
- 15.56%
- 5Y*
- 7.90%
- 10Y*
- 11.09%
- ALL TIME*
- 10.40%
BDOKX
- 1D
- 0.42%
- 1M
- -0.76%
- 6M
- 4.57%
- YTD
- 12.21%
- 1Y
- 24.68%
- 3Y*
- 16.64%
- 5Y*
- 8.60%
- 10Y*
- 9.24%
- ALL TIME*
- 6.25%
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 |
BSMAX vs. BDOKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSMAX iShares Russell Small/Mid-Cap Index Fund Investor A Shares | 19.75% | 11.59% | 11.78% | 16.81% | -18.58% | 17.69% | 20.06% | 27.38% | -10.45% | 16.40% |
BDOKX iShares MSCI Total International Index Fund Class K | 12.21% | 32.56% | 5.37% | 15.26% | -16.40% | 7.68% | 10.77% | 23.11% | -13.91% | 26.40% |
Correlation
The correlation between BSMAX and BDOKX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Aug 13, 2015 | 0.75 |
The correlation between BSMAX and BDOKX has been stable across timeframes, ranging from 0.73 to 0.76 - a consistent structural relationship.
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Return for Risk
BSMAX vs. BDOKX — Risk / Return Rank
BSMAX
BDOKX
BSMAX vs. BDOKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Small/Mid-Cap Index Fund Investor A Shares (BSMAX) 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.
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.
| BSMAX | BDOKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.26 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 2.04 | +0.94 |
| Martin ratioReturn relative to average drawdown | 11.22 | 7.64 | +3.58 |
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Drawdowns
BSMAX vs. BDOKX - Drawdown Comparison
The maximum BSMAX drawdown since its inception was -41.38%, which is greater than BDOKX's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for BSMAX and BDOKX.
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Drawdown Indicators
| BSMAX | BDOKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.38% | -34.22% | -7.16% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -11.38% | +1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -25.54% | -13.54% | -12.00% |
Max Drawdown (5Y)Largest decline over 5 years | -28.48% | -30.00% | +1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -41.38% | -34.22% | -7.16% |
Current DrawdownCurrent decline from peak | -2.28% | -3.79% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -7.63% | -8.17% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 3.05% | -0.53% |
Volatility
BSMAX vs. BDOKX - Volatility Comparison
The current volatility for iShares Russell Small/Mid-Cap Index Fund Investor A Shares (BSMAX) is 3.46%, while iShares MSCI Total International Index Fund Class K (BDOKX) has a volatility of 4.83%. This indicates that BSMAX 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.
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Volatility by Period
| BSMAX | BDOKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 4.83% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 13.41% | 14.45% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.77% | 16.39% | +1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 15.77% | +5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.58% | 16.16% | +5.42% |
BSMAX vs. BDOKX - Expense Ratio Comparison
BSMAX has a 0.37% expense ratio, which is higher than BDOKX's 0.09% expense ratio.
Dividends
BSMAX vs. BDOKX - Dividend Comparison
BSMAX's dividend yield for the trailing twelve months is around 1.99%, less than BDOKX's 2.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOKX iShares MSCI Total International Index Fund Class K | 2.61% | 3.01% | 2.84% | 2.94% | 2.84% | 3.01% | 1.98% | 4.48% | 3.28% | 1.81% | 3.51% | 3.87% |
BSMAX iShares Russell Small/Mid-Cap Index Fund Investor A Shares | 1.99% | 2.67% | 1.79% | 1.14% | 4.67% | 4.55% | 4.26% | 2.62% | 4.07% | 2.61% | 1.34% | 0.59% |
Frequently Asked Questions
BSMAX and BDOKX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDOKX has higher volatility (4.83%) compared to BSMAX (3.46%). In terms of maximum drawdown, BSMAX dropped -41.38% vs BDOKX's -34.22%.
BSMAX currently has the higher Sharpe Ratio (1.59 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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