GTMIX vs. BDOKX
Compare and contrast key facts about GMO Tax-Managed International Equities Fund (GTMIX) and iShares MSCI Total International Index Fund Class K (BDOKX).
GTMIX is managed by GMO. It was launched on Jul 28, 1998. BDOKX is a passively managed fund by iShares that tracks the performance of the MSCI ACWI ex USA Index. It was launched on Jun 30, 2011.
Performance
GTMIX vs. BDOKX - Performance Comparison
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GTMIX vs. BDOKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTMIX GMO Tax-Managed International Equities Fund | 8.42% | 46.17% | 1.54% | 14.96% | -10.13% | 10.71% | 7.50% | 23.35% | -21.23% | 28.45% |
BDOKX iShares MSCI Total International Index Fund Class K | 1.15% | 32.56% | 5.37% | 15.26% | -16.40% | 7.68% | 10.77% | 23.11% | -13.91% | 26.40% |
Returns By Period
In the year-to-date period, GTMIX achieves a 8.42% return, which is significantly higher than BDOKX's 1.15% return. Over the past 10 years, GTMIX has outperformed BDOKX with an annualized return of 9.87%, while BDOKX has yielded a comparatively lower 8.67% annualized return.
GTMIX
- 1D
- 2.48%
- 1M
- -3.58%
- YTD
- 8.42%
- 6M
- 17.91%
- 1Y
- 41.17%
- 3Y*
- 20.26%
- 5Y*
- 11.29%
- 10Y*
- 9.87%
BDOKX
- 1D
- 2.41%
- 1M
- -7.58%
- YTD
- 1.15%
- 6M
- 5.19%
- 1Y
- 25.90%
- 3Y*
- 14.97%
- 5Y*
- 6.91%
- 10Y*
- 8.67%
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GTMIX vs. BDOKX - Expense Ratio Comparison
GTMIX has a 0.68% expense ratio, which is higher than BDOKX's 0.09% expense ratio.
Return for Risk
GTMIX vs. BDOKX — Risk / Return Rank
GTMIX
BDOKX
GTMIX vs. BDOKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Tax-Managed International Equities Fund (GTMIX) and iShares MSCI Total International Index Fund Class K (BDOKX). 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.
| GTMIX | BDOKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.67 | 1.62 | +1.05 |
Sortino ratioReturn per unit of downside risk | 3.40 | 2.17 | +1.23 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.32 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 3.54 | 2.23 | +1.31 |
Martin ratioReturn relative to average drawdown | 16.76 | 8.67 | +8.09 |
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
| GTMIX | BDOKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.67 | 1.62 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.46 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.54 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.34 | +0.06 |
Correlation
The correlation between GTMIX and BDOKX is 0.94, 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.
Dividends
GTMIX vs. BDOKX - Dividend Comparison
GTMIX's dividend yield for the trailing twelve months is around 20.69%, more than BDOKX's 2.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTMIX GMO Tax-Managed International Equities Fund | 20.69% | 22.43% | 5.94% | 0.36% | 5.44% | 16.55% | 2.25% | 4.13% | 7.25% | 2.96% | 4.05% | 3.26% |
BDOKX iShares MSCI Total International Index Fund Class K | 2.30% | 3.01% | 2.84% | 2.94% | 2.84% | 3.01% | 1.98% | 4.48% | 3.28% | 1.81% | 3.51% | 3.87% |
Drawdowns
GTMIX vs. BDOKX - Drawdown Comparison
The maximum GTMIX drawdown since its inception was -58.31%, which is greater than BDOKX's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for GTMIX and BDOKX.
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Drawdown Indicators
| GTMIX | BDOKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.31% | -34.22% | -24.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -11.38% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -28.81% | -30.23% | +1.42% |
Max Drawdown (10Y)Largest decline over 10 years | -40.32% | -34.22% | -6.10% |
Current DrawdownCurrent decline from peak | -4.51% | -9.24% | +4.73% |
Average DrawdownAverage peak-to-trough decline | -12.75% | -8.30% | -4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.93% | -0.55% |
Volatility
GTMIX vs. BDOKX - Volatility Comparison
The current volatility for GMO Tax-Managed International Equities Fund (GTMIX) is 5.97%, while iShares MSCI Total International Index Fund Class K (BDOKX) has a volatility of 7.64%. This indicates that GTMIX experiences smaller price fluctuations and is considered to be less risky than BDOKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTMIX | BDOKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.97% | 7.64% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 11.13% | -1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 16.30% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 15.24% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 16.18% | -0.12% |