BSPIX vs. BDOKX
BSPIX (iShares S&P 500 Index Fund Institutional Class) and BDOKX (iShares MSCI Total International Index Fund Class K) are both mutual funds - BSPIX 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, BSPIX returned 15.46%/yr vs 9.87%/yr for BDOKX. A 0.79 correlation means they provide meaningful diversification when combined. BSPIX charges 0.10%/yr vs 0.09%/yr for BDOKX.
Performance
BSPIX vs. BDOKX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BSPIX achieves a 11.65% return, which is significantly lower than BDOKX's 15.93% return. Over the past 10 years, BSPIX has outperformed BDOKX with an annualized return of 15.46%, while BDOKX has yielded a comparatively lower 9.87% annualized return.
BSPIX
- 1D
- 0.13%
- 1M
- 5.79%
- YTD
- 11.65%
- 6M
- 11.68%
- 1Y
- 28.84%
- 3Y*
- 22.63%
- 5Y*
- 14.17%
- 10Y*
- 15.46%
BDOKX
- 1D
- 0.74%
- 1M
- 6.16%
- YTD
- 15.93%
- 6M
- 18.68%
- 1Y
- 33.80%
- 3Y*
- 19.98%
- 5Y*
- 8.79%
- 10Y*
- 9.87%
BSPIX vs. BDOKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSPIX iShares S&P 500 Index Fund Institutional Class | 11.65% | 17.75% | 24.85% | 26.17% | -18.20% | 28.55% | 18.35% | 31.35% | -4.87% | 21.20% |
BDOKX iShares MSCI Total International Index Fund Class K | 15.93% | 32.56% | 5.37% | 15.26% | -16.40% | 7.68% | 10.77% | 23.11% | -13.91% | 26.40% |
Correlation
The correlation between BSPIX and BDOKX is 0.80, 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 | 0.80 |
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 3, 2014 | 0.79 |
The correlation between BSPIX and BDOKX has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BSPIX vs. BDOKX — Risk / Return Rank
BSPIX
BDOKX
BSPIX vs. BDOKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund Institutional Class (BSPIX) 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.
| BSPIX | BDOKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.42 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 2.93 | +0.40 |
| Martin ratioReturn relative to average drawdown | 15.58 | 11.58 | +4.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BSPIX | BDOKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.51 | 2.28 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.57 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.61 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.39 | +0.42 |
Drawdowns
BSPIX vs. BDOKX - Drawdown Comparison
The maximum BSPIX drawdown since its inception was -33.75%, roughly equal to the maximum BDOKX drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for BSPIX and BDOKX.
Loading charts...
Drawdown Indicators
| BSPIX | BDOKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.75% | -34.22% | +0.47% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -11.38% | +2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -18.74% | -13.54% | -5.20% |
Max Drawdown (5Y)Largest decline over 5 years | -24.55% | -30.23% | +5.68% |
Max Drawdown (10Y)Largest decline over 10 years | -33.75% | -34.22% | +0.47% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.93% | -8.23% | +4.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.88% | -0.98% |
Volatility
BSPIX vs. BDOKX - Volatility Comparison
The current volatility for iShares S&P 500 Index Fund Institutional Class (BSPIX) is 2.83%, while iShares MSCI Total International Index Fund Class K (BDOKX) has a volatility of 4.99%. This indicates that BSPIX 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.
Loading charts...
Volatility by Period
| BSPIX | BDOKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.83% | 4.99% | -2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.97% | 12.32% | -3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.85% | 14.67% | -2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 15.46% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 16.27% | +1.76% |
BSPIX vs. BDOKX - Expense Ratio Comparison
BSPIX has a 0.10% expense ratio, which is higher than BDOKX's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
BSPIX vs. BDOKX - Dividend Comparison
BSPIX's dividend yield for the trailing twelve months is around 1.50%, less than BDOKX's 2.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOKX iShares MSCI Total International Index Fund Class K | 2.48% | 3.01% | 2.84% | 2.94% | 2.84% | 3.01% | 1.98% | 4.48% | 3.28% | 1.81% | 3.51% | 3.87% |
BSPIX iShares S&P 500 Index Fund Institutional Class | 1.50% | 1.66% | 1.35% | 1.44% | 1.94% | 1.76% | 1.60% | 1.92% | 1.94% | 1.57% | 2.30% | 2.42% |
Frequently Asked Questions
BSPIX 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.
BDOKX has higher volatility (4.99%) compared to BSPIX (2.83%). In terms of maximum drawdown, BSPIX dropped -33.75% vs BDOKX's -34.22%.
BSPIX currently has the higher Sharpe Ratio (2.51 vs 2.28), 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.
Find the right allocation for BSPIX and BDOKX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer