BTMKX vs. VGTSX

Last updated Apr 1, 2026

Compare and contrast key facts about iShares MSCI EAFE International Index Fund (BTMKX) and Vanguard Total International Stock Index Fund Investor Shares (VGTSX).

BTMKX is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Apr 1, 2011. VGTSX is managed by Vanguard. It was launched on Apr 29, 1996.

Performance

BTMKX vs. VGTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE International Index Fund (BTMKX) and Vanguard Total International Stock Index Fund Investor Shares (VGTSX). The values are adjusted to include any dividend payments, if applicable.

BTMKX vs. VGTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BTMKX iShares MSCI EAFE International Index Fund	-1.91%	31.70%	3.70%	18.37%	-14.04%	11.30%	8.07%	21.96%	-13.38%	25.17%
VGTSX Vanguard Total International Stock Index Fund Investor Shares	-1.04%	32.05%	5.30%	15.18%	-16.07%	8.58%	11.15%	21.44%	-14.47%	27.39%

Returns By Period

In the year-to-date period, BTMKX achieves a -1.91% return, which is significantly lower than VGTSX's -1.04% return. Both investments have delivered pretty close results over the past 10 years, with BTMKX having a 8.60% annualized return and VGTSX not far behind at 8.44%.

BTMKX

• 1D: 0.32%
• 1M: -10.83%
• YTD: -1.91%
• 6M: 2.37%
• 1Y: 19.63%
• 3Y*: 13.45%
• 5Y*: 7.95%
• 10Y*: 8.60%

VGTSX

• 1D: -0.21%
• 1M: -11.13%
• YTD: -1.04%
• 6M: 3.40%
• 1Y: 23.91%
• 3Y*: 14.12%
• 5Y*: 6.80%
• 10Y*: 8.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BTMKX vs. VGTSX - Expense Ratio Comparison

BTMKX has a 0.05% expense ratio, which is lower than VGTSX's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

VGTSX

Vanguard Total International Stock Index Fund Investor Shares

BTMKX

iShares MSCI EAFE International Index Fund

Return for Risk

BTMKX vs. VGTSX — Risk / Return Rank

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

BTMKX

BTMKX Risk / Return Rank: 62
BTMKX Sharpe Ratio Rank: 62
BTMKX Sortino Ratio Rank: 60
BTMKX Omega Ratio Rank: 57
BTMKX Calmar Ratio Rank: 68
BTMKX Martin Ratio Rank: 62

VGTSX

VGTSX Risk / Return Rank: 80
VGTSX Sharpe Ratio Rank: 82
VGTSX Sortino Ratio Rank: 80
VGTSX Omega Ratio Rank: 78
VGTSX Calmar Ratio Rank: 80
VGTSX Martin Ratio Rank: 78

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.

BTMKX vs. VGTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE International Index Fund (BTMKX) and Vanguard Total International Stock Index Fund Investor Shares (VGTSX). 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.

	BTMKX	VGTSX	Difference
Sharpe ratio Return per unit of total volatility	1.09	1.49	-0.40
Sortino ratio Return per unit of downside risk	1.53	1.99	-0.45
Omega ratio Gain probability vs. loss probability	1.22	1.30	-0.08
Calmar ratio Return relative to maximum drawdown	1.54	1.91	-0.37
Martin ratio Return relative to average drawdown	5.89	7.61	-1.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BTMKX vs. VGTSX - Sharpe Ratio Comparison

The current BTMKX Sharpe Ratio is 1.09, which is comparable to the VGTSX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of BTMKX and VGTSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BTMKX	VGTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	1.49	-0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.46	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.54	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.29	+0.06

Correlation

The correlation between BTMKX and VGTSX is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

BTMKX vs. VGTSX - Dividend Comparison

BTMKX's dividend yield for the trailing twelve months is around 3.82%, more than VGTSX's 2.95% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BTMKX iShares MSCI EAFE International Index Fund	3.82%	3.74%	3.43%	3.19%	2.80%	3.06%	1.99%	3.34%	4.58%	2.45%	2.85%	2.42%
VGTSX Vanguard Total International Stock Index Fund Investor Shares	2.95%	3.08%	3.26%	3.16%	2.98%	2.99%	2.05%	2.98%	3.09%	2.68%	2.86%	2.77%

Drawdowns

BTMKX vs. VGTSX - Drawdown Comparison

The maximum BTMKX drawdown since its inception was -33.92%, smaller than the maximum VGTSX drawdown of -61.48%. Use the drawdown chart below to compare losses from any high point for BTMKX and VGTSX.

Drawdown Indicators

	BTMKX	VGTSX	Difference
Max Drawdown Largest peak-to-trough decline	-33.92%	-61.48%	+27.56%
Max Drawdown (1Y) Largest decline over 1 year	-11.30%	-11.29%	-0.01%
Max Drawdown (5Y) Largest decline over 5 years	-29.23%	-29.61%	+0.38%
Max Drawdown (10Y) Largest decline over 10 years	-33.92%	-35.93%	+2.01%
Current Drawdown Current decline from peak	-10.88%	-11.29%	+0.41%
Average Drawdown Average peak-to-trough decline	-7.82%	-14.04%	+6.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	2.84%	+0.12%

Volatility

BTMKX vs. VGTSX - Volatility Comparison

iShares MSCI EAFE International Index Fund (BTMKX) and Vanguard Total International Stock Index Fund Investor Shares (VGTSX) have volatilities of 7.07% and 6.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BTMKX	VGTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.07%	6.78%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	10.81%	10.48%	+0.33%
Volatility (1Y) Calculated over the trailing 1-year period	16.98%	15.49%	+1.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.95%	14.78%	+1.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.58%	15.83%	+0.75%