BSPPX vs. BTMKX
BSPPX (iShares S&P 500 Index Fund Investor P Shares) and BTMKX (iShares MSCI EAFE International Index Fund) are both mutual funds - BSPPX is a S&P 500 fund tracking the S&P 500 Index, while BTMKX is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index. Both are passively managed. Over the past 5 years, BSPPX returned 12.45%/yr vs 9.42%/yr for BTMKX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. BSPPX charges 0.35%/yr vs 0.05%/yr for BTMKX.
Performance
BSPPX vs. BTMKX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BSPPX achieves a 9.90% return, which is significantly lower than BTMKX's 12.54% return.
BSPPX
- 1D
- 0.71%
- 1M
- 0.12%
- 6M
- 7.78%
- YTD
- 9.90%
- 1Y
- 21.04%
- 3Y*
- 18.99%
- 5Y*
- 12.45%
- 10Y*
- —
- ALL TIME*
- 14.19%
BTMKX
- 1D
- 0.55%
- 1M
- 1.82%
- 6M
- 6.44%
- YTD
- 12.54%
- 1Y
- 24.42%
- 3Y*
- 17.63%
- 5Y*
- 9.42%
- 10Y*
- 9.64%
- ALL TIME*
- 6.82%
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 |
BSPPX vs. BTMKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BSPPX iShares S&P 500 Index Fund Investor P Shares | 9.90% | 17.46% | 24.54% | 25.85% | -18.40% | 28.23% | 18.05% | 31.02% | -13.57% |
BTMKX iShares MSCI EAFE International Index Fund | 12.54% | 31.70% | 3.70% | 18.37% | -14.04% | 11.30% | 8.07% | 21.96% | -13.12% |
Correlation
The correlation between BSPPX and BTMKX is 0.78, 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. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2018 | 0.78 |
The correlation between BSPPX and BTMKX has been stable across timeframes, ranging from 0.72 to 0.78 - 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
BSPPX vs. BTMKX — Risk / Return Rank
BSPPX
BTMKX
BSPPX vs. BTMKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund Investor P Shares (BSPPX) and iShares MSCI EAFE International Index Fund (BTMKX). 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.
| BSPPX | BTMKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.30 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.32 | -0.18 |
| Martin ratioReturn relative to average drawdown | 9.18 | 8.77 | +0.41 |
Loading charts...
Drawdowns
BSPPX vs. BTMKX - Drawdown Comparison
The maximum BSPPX drawdown since its inception was -33.76%, roughly equal to the maximum BTMKX drawdown of -33.92%. Use the drawdown chart below to compare losses from any high point for BSPPX and BTMKX.
Loading charts...
Drawdown Indicators
| BSPPX | BTMKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -33.92% | +0.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -11.30% | +2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -18.77% | -13.66% | -5.11% |
Max Drawdown (5Y)Largest decline over 5 years | -24.70% | -29.23% | +4.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.47% | -0.18% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -7.69% | +2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 2.98% | -0.89% |
Volatility
BSPPX vs. BTMKX - Volatility Comparison
The current volatility for iShares S&P 500 Index Fund Investor P Shares (BSPPX) is 3.51%, while iShares MSCI EAFE International Index Fund (BTMKX) has a volatility of 4.43%. This indicates that BSPPX experiences smaller price fluctuations and is considered to be less risky than BTMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BSPPX | BTMKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 4.43% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 13.45% | -3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.86% | 15.81% | -2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 16.31% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 16.41% | +3.23% |
BSPPX vs. BTMKX - Expense Ratio Comparison
BSPPX has a 0.35% expense ratio, which is higher than BTMKX's 0.05% expense ratio.
Dividends
BSPPX vs. BTMKX - Dividend Comparison
BSPPX's dividend yield for the trailing twelve months is around 1.37%, less than BTMKX's 3.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSPPX iShares S&P 500 Index Fund Investor P Shares | 1.37% | 1.43% | 1.12% | 1.22% | 1.67% | 1.53% | 1.38% | 1.70% | 1.35% | 0.00% | 0.00% | 0.00% |
BTMKX iShares MSCI EAFE International Index Fund | 3.33% | 3.74% | 3.43% | 3.19% | 2.80% | 3.06% | 1.99% | 3.34% | 4.58% | 2.45% | 2.85% | 2.42% |
Frequently Asked Questions
BSPPX and BTMKX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTMKX has higher volatility (4.43%) compared to BSPPX (3.51%). In terms of maximum drawdown, BSPPX dropped -33.76% vs BTMKX's -33.92%.
BTMKX currently has the higher Sharpe Ratio (1.66 vs 1.49), 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 BSPPX and BTMKX
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