Correlation
The correlation between BTMKX and VTSNX is 0.79, 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.
BTMKX vs. VTSNX
Compare and contrast key facts about iShares MSCI EAFE International Index Fund (BTMKX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX).
BTMKX is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Apr 1, 2011. VTSNX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTMKX or VTSNX.
Performance
BTMKX vs. VTSNX - Performance Comparison
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Key characteristics
BTMKX:
0.79
VTSNX:
0.81
BTMKX:
1.06
VTSNX:
1.08
BTMKX:
1.14
VTSNX:
1.15
BTMKX:
0.86
VTSNX:
0.85
BTMKX:
2.50
VTSNX:
2.67
BTMKX:
4.71%
VTSNX:
4.19%
BTMKX:
16.94%
VTSNX:
15.57%
BTMKX:
-33.92%
VTSNX:
-35.78%
BTMKX:
-0.39%
VTSNX:
-0.13%
Returns By Period
In the year-to-date period, BTMKX achieves a 16.63% return, which is significantly higher than VTSNX's 13.48% return. Over the past 10 years, BTMKX has outperformed VTSNX with an annualized return of 6.00%, while VTSNX has yielded a comparatively lower 5.51% annualized return.
BTMKX
16.63%
5.20%
15.28%
12.45%
12.15%
12.53%
6.00%
VTSNX
13.48%
5.46%
11.84%
11.94%
10.13%
11.31%
5.51%
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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%.
Risk-Adjusted Performance
BTMKX vs. VTSNX — Risk-Adjusted Performance Rank
BTMKX
VTSNX
BTMKX vs. VTSNX - Risk-Adjusted Performance 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.
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Dividends
BTMKX vs. VTSNX - Dividend Comparison
BTMKX's dividend yield for the trailing twelve months is around 2.94%, which matches VTSNX's 2.92% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTMKX iShares MSCI EAFE International Index Fund | 2.94% | 3.43% | 3.19% | 2.80% | 3.06% | 1.99% | 3.34% | 4.58% | 2.45% | 2.85% | 2.42% | 0.80% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 2.92% | 3.36% | 3.24% | 3.08% | 3.08% | 2.13% | 3.07% | 3.19% | 2.75% | 2.95% | 2.86% | 3.42% |
Drawdowns
BTMKX vs. VTSNX - Drawdown Comparison
The maximum BTMKX drawdown since its inception was -33.92%, smaller than the maximum VTSNX drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for BTMKX and VTSNX.
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Volatility
BTMKX vs. VTSNX - Volatility Comparison
iShares MSCI EAFE International Index Fund (BTMKX) has a higher volatility of 2.88% compared to Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) at 2.40%. This indicates that BTMKX's price experiences larger fluctuations and is considered to be riskier than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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