BTMKX vs. VTSNX
BTMKX (iShares MSCI EAFE International Index Fund) and VTSNX (Vanguard Total International Stock Index Fund Institutional Shares) are both Foreign Large Cap Equities funds - BTMKX tracks the MSCI EAFE Index while VTSNX tracks the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, BTMKX returned 9.67%/yr vs 9.42%/yr for VTSNX. Their 0.97 correlation means they have historically moved very closely together. BTMKX charges 0.05%/yr vs 0.08%/yr for VTSNX.
Performance
BTMKX vs. VTSNX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with BTMKX having a 12.75% return and VTSNX slightly higher at 12.79%. Both investments have delivered pretty close results over the past 10 years, with BTMKX having a 9.67% annualized return and VTSNX not far behind at 9.42%.
BTMKX
- 1D
- 2.73%
- 1M
- 2.01%
- 6M
- 7.32%
- YTD
- 12.75%
- 1Y
- 26.32%
- 3Y*
- 16.53%
- 5Y*
- 9.68%
- 10Y*
- 9.67%
- ALL TIME*
- 6.84%
VTSNX
- 1D
- 2.75%
- 1M
- 0.11%
- 6M
- 6.67%
- YTD
- 12.79%
- 1Y
- 27.72%
- 3Y*
- 16.82%
- 5Y*
- 8.84%
- 10Y*
- 9.42%
- ALL TIME*
- 6.63%
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 |
BTMKX vs. VTSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTMKX iShares MSCI EAFE International Index Fund | 12.75% | 31.70% | 3.70% | 18.37% | -14.04% | 11.30% | 8.07% | 21.96% | -13.38% | 25.17% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 12.79% | 32.24% | 5.38% | 15.29% | -15.99% | 8.64% | 11.27% | 21.69% | -14.41% | 27.54% |
Correlation
The correlation between BTMKX and VTSNX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2011 | 0.97 |
The correlation between BTMKX and VTSNX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
BTMKX vs. VTSNX — Risk / Return Rank
BTMKX
VTSNX
BTMKX vs. VTSNX - 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 Institutional Shares (VTSNX). 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.
| BTMKX | VTSNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.33 | -0.11 |
| Martin ratioReturn relative to average drawdown | 8.38 | 8.66 | -0.28 |
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Drawdowns
BTMKX vs. VTSNX - Drawdown Comparison
The maximum BTMKX drawdown since its inception was -33.92%, smaller than the maximum VTSNX drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for BTMKX and VTSNX.
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Drawdown Indicators
| BTMKX | VTSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.92% | -35.72% | +1.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -11.29% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -13.66% | -13.14% | -0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -29.50% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -33.92% | -35.72% | +1.80% |
Current DrawdownCurrent decline from peak | 0.00% | -2.62% | +2.62% |
Average DrawdownAverage peak-to-trough decline | -7.70% | -8.04% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 3.03% | -0.05% |
Volatility
BTMKX vs. VTSNX - Volatility Comparison
The current volatility for iShares MSCI EAFE International Index Fund (BTMKX) is 4.73%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 5.43%. This indicates that BTMKX experiences smaller price fluctuations and is considered to be less risky than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTMKX | VTSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 5.43% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 13.46% | 14.12% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 15.98% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 15.36% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 15.83% | +0.58% |
BTMKX vs. VTSNX - Expense Ratio Comparison
BTMKX has a 0.05% expense ratio, which is lower than VTSNX's 0.08% 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%.
Dividends
BTMKX vs. VTSNX - Dividend Comparison
BTMKX's dividend yield for the trailing twelve months is around 3.32%, more than VTSNX's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTMKX iShares MSCI EAFE International Index Fund | 3.32% | 3.74% | 3.43% | 3.19% | 2.80% | 3.06% | 1.99% | 3.34% | 4.58% | 2.45% | 2.85% | 2.42% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.58% | 3.17% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.16% | 3.19% | 2.75% | 2.95% | 2.86% |
Frequently Asked Questions
With a correlation of 0.94, BTMKX and VTSNX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VTSNX has higher volatility (5.43%) compared to BTMKX (4.73%). In terms of maximum drawdown, BTMKX dropped -33.92% vs VTSNX's -35.72%.
VTSNX currently has the higher Sharpe Ratio (1.65 vs 1.58), 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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