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BTMKX vs. VTSNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTMKX vs. VTSNX - 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 Institutional Shares (VTSNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTMKX achieves a 10.68% return, which is significantly lower than VTSNX's 15.62% return. Both investments have delivered pretty close results over the past 10 years, with BTMKX having a 9.67% annualized return and VTSNX not far ahead at 10.01%.


BTMKX

1D
0.80%
1M
2.00%
YTD
10.68%
6M
11.08%
1Y
25.47%
3Y*
16.39%
5Y*
9.52%
10Y*
9.67%

VTSNX

1D
1.34%
1M
3.10%
YTD
15.62%
6M
16.33%
1Y
34.04%
3Y*
18.62%
5Y*
9.28%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTMKX vs. VTSNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTMKX
iShares MSCI EAFE International Index Fund
10.68%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
15.62%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 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

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

0.96

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

0.96

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

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 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

BTMKX vs. VTSNX — Risk / Return Rank

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

BTMKX
BTMKX Risk / Return Rank: 3636
Overall Rank
BTMKX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BTMKX Sortino Ratio Rank: 3434
Sortino Ratio Rank
BTMKX Omega Ratio Rank: 3434
Omega Ratio Rank
BTMKX Calmar Ratio Rank: 3636
Calmar Ratio Rank
BTMKX Martin Ratio Rank: 4040
Martin Ratio Rank

VTSNX
VTSNX Risk / Return Rank: 6464
Overall Rank
VTSNX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VTSNX Sortino Ratio Rank: 6060
Sortino Ratio Rank
VTSNX Omega Ratio Rank: 6666
Omega Ratio Rank
VTSNX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTSNX Martin Ratio Rank: 6161
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.

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.


BTMKXVTSNXDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.28

1.41

-0.13

Calmar ratioReturn relative to maximum drawdown

2.17

2.94

-0.77

Martin ratioReturn relative to average drawdown

8.11

11.45

-3.33

BTMKX vs. VTSNX - Sharpe Ratio Comparison

The current BTMKX Sharpe Ratio is 1.57, which is comparable to the VTSNX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of BTMKX and VTSNX, 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

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


BTMKXVTSNXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.74%

-8.08%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.90%

+0.12%

Volatility

BTMKX vs. VTSNX - Volatility Comparison

The current volatility for iShares MSCI EAFE International Index Fund (BTMKX) is 4.99%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 6.12%. 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


BTMKXVTSNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

6.12%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

13.05%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

15.58%

15.09%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

15.21%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.67%

15.97%

+0.70%

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 3.38%, more than VTSNX's 2.52% yield.


PositionTTM20252024202320222021202020192018201720162015
BTMKX
iShares MSCI EAFE International Index Fund
3.38%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
2.52%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 0.95, 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 (6.12%) compared to BTMKX (4.99%). In terms of maximum drawdown, BTMKX dropped -33.92% vs VTSNX's -35.72%.

VTSNX currently has the higher Sharpe Ratio (2.20 vs 1.57), 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

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