GILIX vs. BKTSX
GILIX (NAA Large Core Fund Class Institutional) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. GILIX is actively managed, while BKTSX is passively managed. Over the past 10 years, GILIX returned 14.93%/yr vs 15.05%/yr for BKTSX. With a 0.98 correlation, they move nearly in lockstep. GILIX charges 1.01%/yr vs 0.02%/yr for BKTSX.
Performance
GILIX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, GILIX achieves a 14.27% return, which is significantly higher than BKTSX's 10.89% return. Both investments have delivered pretty close results over the past 10 years, with GILIX having a 14.93% annualized return and BKTSX not far ahead at 15.05%.
GILIX
- 1D
- -0.57%
- 1M
- 7.43%
- YTD
- 14.27%
- 6M
- 14.10%
- 1Y
- 31.54%
- 3Y*
- 23.70%
- 5Y*
- 13.42%
- 10Y*
- 14.93%
BKTSX
- 1D
- -0.75%
- 1M
- 4.00%
- YTD
- 10.89%
- 6M
- 10.63%
- 1Y
- 27.71%
- 3Y*
- 21.99%
- 5Y*
- 12.76%
- 10Y*
- 15.05%
GILIX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GILIX NAA Large Core Fund Class Institutional | 14.27% | 16.30% | 25.96% | 27.09% | -21.88% | 28.43% | 18.05% | 29.96% | -6.99% | 22.38% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 10.89% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between GILIX and BKTSX is 0.97 - 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.98 |
The correlation between GILIX and BKTSX has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
GILIX vs. BKTSX — Risk / Return Rank
GILIX
BKTSX
GILIX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NAA Large Core Fund Class Institutional (GILIX) 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.
| GILIX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.41 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 3.14 | -0.02 |
| Martin ratioReturn relative to average drawdown | 14.17 | 14.42 | -0.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GILIX | BKTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.59 | 2.29 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.74 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.82 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.82 | -0.06 |
Drawdowns
GILIX vs. BKTSX - Drawdown Comparison
The maximum GILIX drawdown since its inception was -35.61%, roughly equal to the maximum BKTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for GILIX and BKTSX.
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Drawdown Indicators
| GILIX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.61% | -34.97% | -0.64% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -8.87% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -18.24% | -19.29% | +1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -27.40% | -24.98% | -2.42% |
Max Drawdown (10Y)Largest decline over 10 years | -35.61% | -34.97% | -0.64% |
Current DrawdownCurrent decline from peak | -0.57% | -0.75% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -4.53% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 1.93% | +0.31% |
Volatility
GILIX vs. BKTSX - Volatility Comparison
NAA Large Core Fund Class Institutional (GILIX) has a higher volatility of 3.95% compared to iShares Total U.S. Stock Market Index Fund Class K (BKTSX) at 3.05%. This indicates that GILIX's price experiences larger fluctuations and is considered to be riskier 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
| GILIX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 3.05% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 9.14% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.25% | 12.18% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 17.36% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.12% | 18.41% | -0.29% |
GILIX vs. BKTSX - Expense Ratio Comparison
GILIX has a 1.01% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
GILIX vs. BKTSX - Dividend Comparison
GILIX's dividend yield for the trailing twelve months is around 2.86%, more than BKTSX's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.05% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
GILIX NAA Large Core Fund Class Institutional | 2.86% | 3.27% | 23.88% | 2.78% | 41.55% | 4.81% | 9.53% | 1.80% | 23.14% | 19.31% | 1.95% | 12.83% |
Frequently Asked Questions
With a correlation of 0.97, GILIX 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.
GILIX has higher volatility (3.95%) compared to BKTSX (3.05%). In terms of maximum drawdown, GILIX dropped -35.61% vs BKTSX's -34.97%.
GILIX currently has the higher Sharpe Ratio (2.59 vs 2.29), 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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