ESGIX vs. BKTSX
ESGIX (Dana Epiphany ESG Equity Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 5 years, ESGIX returned 8.36%/yr vs 12.00%/yr for BKTSX. With a 0.97 correlation, they move nearly in lockstep. ESGIX charges 1.12%/yr vs 0.02%/yr for BKTSX.
Performance
ESGIX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, ESGIX achieves a 5.91% return, which is significantly lower than BKTSX's 8.63% return.
ESGIX
- 1D
- -0.95%
- 1M
- -2.72%
- YTD
- 5.91%
- 6M
- 4.78%
- 1Y
- 17.90%
- 3Y*
- 16.34%
- 5Y*
- 8.36%
- 10Y*
- —
BKTSX
- 1D
- -1.32%
- 1M
- -0.85%
- YTD
- 8.63%
- 6M
- 7.18%
- 1Y
- 22.45%
- 3Y*
- 20.59%
- 5Y*
- 12.00%
- 10Y*
- 15.16%
ESGIX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ESGIX Dana Epiphany ESG Equity Fund | 5.91% | 16.41% | 17.86% | 14.91% | -18.78% | 25.81% | 13.86% | 29.17% | 1.49% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 8.63% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | 0.08% |
Correlation
The correlation between ESGIX and BKTSX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2018 | 0.97 |
The correlation between ESGIX and BKTSX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
ESGIX vs. BKTSX — Risk / Return Rank
ESGIX
BKTSX
ESGIX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dana Epiphany ESG Equity Fund (ESGIX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
| ESGIX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.34 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.70 | -0.61 |
| Martin ratioReturn relative to average drawdown | 8.40 | 12.02 | -3.63 |
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Drawdowns
ESGIX vs. BKTSX - Drawdown Comparison
The maximum ESGIX drawdown since its inception was -36.04%, roughly equal to the maximum BKTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for ESGIX and BKTSX.
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Drawdown Indicators
| ESGIX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.04% | -34.97% | -1.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | -8.87% | -0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -21.36% | -19.29% | -2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -25.01% | -24.98% | -0.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.97% | — |
Current DrawdownCurrent decline from peak | -4.55% | -2.77% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -6.13% | -4.51% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 1.99% | +0.35% |
Volatility
ESGIX vs. BKTSX - Volatility Comparison
The current volatility for Dana Epiphany ESG Equity Fund (ESGIX) is 4.58%, while iShares Total U.S. Stock Market Index Fund Class K (BKTSX) has a volatility of 4.89%. This indicates that ESGIX experiences smaller price fluctuations and is considered to be less risky than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGIX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 4.89% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 10.04% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 12.82% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.64% | 17.46% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.16% | 18.42% | +1.74% |
ESGIX vs. BKTSX - Expense Ratio Comparison
ESGIX has a 1.12% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
ESGIX vs. BKTSX - Dividend Comparison
ESGIX's dividend yield for the trailing twelve months is around 6.47%, more than BKTSX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.07% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% |
ESGIX Dana Epiphany ESG Equity Fund | 6.47% | 6.78% | 0.33% | 0.76% | 1.09% | 1.81% | 2.08% | 18.54% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.96, ESGIX and BKTSX 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.
BKTSX has higher volatility (4.89%) compared to ESGIX (4.58%). In terms of maximum drawdown, ESGIX dropped -36.04% vs BKTSX's -34.97%.
BKTSX currently has the higher Sharpe Ratio (1.88 vs 1.47), 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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