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BSPAX vs. MDIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSPAX vs. MDIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Index Fund Investor A Shares (BSPAX) and iShares MSCI EAFE International Index Fund (MDIIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSPAX achieves a 9.42% return, which is significantly lower than MDIIX's 9.95% return. Over the past 10 years, BSPAX has outperformed MDIIX with an annualized return of 14.55%, while MDIIX has yielded a comparatively lower 9.21% 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%

MDIIX

1D
-0.71%
1M
-0.52%
6M
6.08%
YTD
9.95%
1Y
21.61%
3Y*
15.63%
5Y*
9.15%
10Y*
9.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSPAX vs. MDIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MDIIX
iShares MSCI EAFE International Index Fund
9.95%31.36%3.36%18.04%-14.33%10.98%7.68%21.55%-13.62%24.84%

Correlation

The correlation between BSPAX and MDIIX is 0.77, 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

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2014

0.78

The correlation between BSPAX and MDIIX has been stable across timeframes, ranging from 0.72 to 0.78 - a consistent structural relationship.

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Return for Risk

BSPAX vs. MDIIX — Risk / Return Rank

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

BSPAX
BSPAX Risk / Return Rank: 4848
Overall Rank
BSPAX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BSPAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
BSPAX Omega Ratio Rank: 4545
Omega Ratio Rank
BSPAX Calmar Ratio Rank: 4848
Calmar Ratio Rank
BSPAX Martin Ratio Rank: 6161
Martin Ratio Rank

MDIIX
MDIIX Risk / Return Rank: 3737
Overall Rank
MDIIX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MDIIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
MDIIX Omega Ratio Rank: 3535
Omega Ratio Rank
MDIIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MDIIX Martin Ratio Rank: 4040
Martin Ratio Rank
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.

BSPAX vs. MDIIX - 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 EAFE International Index Fund (MDIIX). 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.


BSPAXMDIIXDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratioReturn relative to maximum drawdown

2.18

1.93

+0.25

Martin ratioReturn relative to average drawdown

9.50

7.16

+2.34

BSPAX vs. MDIIX - Sharpe Ratio Comparison

The current BSPAX Sharpe Ratio is 1.55, which is comparable to the MDIIX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of BSPAX and MDIIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BSPAX vs. MDIIX - Drawdown Comparison

The maximum BSPAX drawdown since its inception was -33.76%, smaller than the maximum MDIIX drawdown of -61.26%. Use the drawdown chart below to compare losses from any high point for BSPAX and MDIIX.


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Drawdown Indicators


BSPAXMDIIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.76%

-61.26%

+27.50%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-11.32%

+2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-18.77%

-13.67%

-5.10%

Max Drawdown (5Y)

Largest decline over 5 years

-24.70%

-29.43%

+4.73%

Max Drawdown (10Y)

Largest decline over 10 years

-33.76%

-34.34%

+0.58%

Current Drawdown

Current decline from peak

-1.90%

-1.49%

-0.41%

Average Drawdown

Average peak-to-trough decline

-3.97%

-15.51%

+11.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

3.04%

-0.99%

Volatility

BSPAX vs. MDIIX - Volatility Comparison

The current volatility for iShares S&P 500 Index Fund Investor A Shares (BSPAX) is 3.37%, while iShares MSCI EAFE International Index Fund (MDIIX) has a volatility of 4.23%. This indicates that BSPAX experiences smaller price fluctuations and is considered to be less risky than MDIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSPAXMDIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

4.23%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

13.24%

-3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

15.70%

-3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

16.28%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

16.37%

+1.64%

BSPAX vs. MDIIX - Expense Ratio Comparison

Both BSPAX and MDIIX have an expense ratio of 0.35%.


Dividends

BSPAX vs. MDIIX - Dividend Comparison

BSPAX's dividend yield for the trailing twelve months is around 1.37%, less than MDIIX's 3.18% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
MDIIX
iShares MSCI EAFE International Index Fund
3.18%3.49%3.15%2.94%2.52%2.78%1.72%3.05%4.24%2.21%2.60%1.94%

Frequently Asked Questions


BSPAX and MDIIX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MDIIX has higher volatility (4.23%) compared to BSPAX (3.37%). In terms of maximum drawdown, BSPAX dropped -33.76% vs MDIIX's -61.26%.

BSPAX currently has the higher Sharpe Ratio (1.55 vs 1.39), 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.

Portfolio Optimizer

Find the right allocation for BSPAX and MDIIX

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