BSPAX vs. BDOKX
BSPAX (iShares S&P 500 Index Fund Investor A Shares) and BDOKX (iShares MSCI Total International Index Fund Class K) are both mutual funds - BSPAX is a S&P 500 fund tracking the S&P 500 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, BSPAX returned 14.55%/yr vs 9.42%/yr for BDOKX. A 0.79 correlation means they provide meaningful diversification when combined. BSPAX charges 0.35%/yr vs 0.09%/yr for BDOKX.
Performance
BSPAX vs. BDOKX - Performance Comparison
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Returns By Period
In the year-to-date period, BSPAX achieves a 9.42% return, which is significantly lower than BDOKX's 12.68% return. Over the past 10 years, BSPAX has outperformed BDOKX with an annualized return of 14.55%, while BDOKX has yielded a comparatively lower 9.42% annualized return.
BSPAX
- 1D
- -1.01%
- 1M
- -0.53%
- 6M
- 7.88%
- YTD
- 9.42%
- 1Y
- 19.39%
- 3Y*
- 19.01%
- 5Y*
- 12.71%
- 10Y*
- 14.55%
BDOKX
- 1D
- -1.03%
- 1M
- -3.13%
- 6M
- 8.19%
- YTD
- 12.68%
- 1Y
- 26.16%
- 3Y*
- 17.32%
- 5Y*
- 8.69%
- 10Y*
- 9.42%
BSPAX vs. BDOKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSPAX iShares S&P 500 Index Fund Investor A Shares | 9.42% | 17.46% | 24.54% | 25.85% | -18.40% | 28.22% | 18.05% | 31.02% | -5.05% | 20.97% |
BDOKX iShares MSCI Total International Index Fund Class K | 12.68% | 32.56% | 5.37% | 15.26% | -16.40% | 7.68% | 10.77% | 23.11% | -13.91% | 26.40% |
Correlation
The correlation between BSPAX and BDOKX is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.79 |
The correlation between BSPAX and BDOKX has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.
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Return for Risk
BSPAX vs. BDOKX — Risk / Return Rank
BSPAX
BDOKX
BSPAX vs. BDOKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund Investor A Shares (BSPAX) 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.
| BSPAX | BDOKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.30 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.34 | -0.16 |
| Martin ratioReturn relative to average drawdown | 9.50 | 8.83 | +0.67 |
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Drawdowns
BSPAX vs. BDOKX - Drawdown Comparison
The maximum BSPAX drawdown since its inception was -33.76%, roughly equal to the maximum BDOKX drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for BSPAX and BDOKX.
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Drawdown Indicators
| BSPAX | BDOKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -34.22% | +0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -11.38% | +2.43% |
Max Drawdown (3Y)Largest decline over 3 years | -18.77% | -13.54% | -5.23% |
Max Drawdown (5Y)Largest decline over 5 years | -24.70% | -30.00% | +5.30% |
Max Drawdown (10Y)Largest decline over 10 years | -33.76% | -34.22% | +0.46% |
Current DrawdownCurrent decline from peak | -1.90% | -3.39% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -3.97% | -8.18% | +4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 3.01% | -0.96% |
Volatility
BSPAX vs. BDOKX - Volatility Comparison
The current volatility for iShares S&P 500 Index Fund Investor A Shares (BSPAX) is 3.37%, while iShares MSCI Total International Index Fund Class K (BDOKX) has a volatility of 5.58%. This indicates that BSPAX 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
| BSPAX | BDOKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 5.58% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 14.35% | -4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.59% | 16.30% | -3.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 15.77% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 16.14% | +1.87% |
BSPAX vs. BDOKX - Expense Ratio Comparison
BSPAX has a 0.35% expense ratio, which is higher than BDOKX's 0.09% expense ratio.
Dividends
BSPAX vs. BDOKX - Dividend Comparison
BSPAX's dividend yield for the trailing twelve months is around 1.37%, less than BDOKX's 2.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOKX iShares MSCI Total International Index Fund Class K | 2.60% | 3.01% | 2.84% | 2.94% | 2.84% | 3.01% | 1.98% | 4.48% | 3.28% | 1.81% | 3.51% | 3.87% |
BSPAX iShares S&P 500 Index Fund Investor A Shares | 1.37% | 1.43% | 1.12% | 1.22% | 1.67% | 1.52% | 1.37% | 1.70% | 1.74% | 1.40% | 1.62% | 2.17% |
Frequently Asked Questions
BSPAX and BDOKX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDOKX has higher volatility (5.58%) compared to BSPAX (3.37%). In terms of maximum drawdown, BSPAX dropped -33.76% vs BDOKX's -34.22%.
BDOKX currently has the higher Sharpe Ratio (1.63 vs 1.55), 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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