LIAGX vs. BDOKX

Last updated Aug 5, 2026

LIAGX (Lord Abbett International Growth Fund) and BDOKX (iShares MSCI Total International Index Fund Class K) are both Foreign Large Cap Equities funds. Over the past 5 years, LIAGX returned 6.13%/yr vs 8.80%/yr for BDOKX. Their correlation of 0.93 means they have usually moved in the same direction. LIAGX charges 0.81%/yr vs 0.09%/yr for BDOKX.

Performance

LIAGX vs. BDOKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett International Growth Fund (LIAGX) and iShares MSCI Total International Index Fund Class K (BDOKX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LIAGX achieves a 18.23% return, which is significantly higher than BDOKX's 14.47% return.

LIAGX

• 1D: 0.69%
• 1M: -5.10%
• 6M: 8.96%
• YTD: 18.23%
• 1Y: 26.90%
• 3Y*: 18.86%
• 5Y*: 6.13%
• 10Y*: —
• ALL TIME*: 6.43%

BDOKX

• 1D: 0.55%
• 1M: 1.10%
• 6M: 7.52%
• YTD: 14.47%
• 1Y: 28.27%
• 3Y*: 18.63%
• 5Y*: 8.80%
• 10Y*: 9.45%
• ALL TIME*: 6.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BDOKX iShares MSCI Total International Index Fund Class K	$0.00	$0.00	$0.00
LIAGX Lord Abbett International Growth Fund	$0.00	$0.00	$0.00

LIAGX vs. BDOKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LIAGX Lord Abbett International Growth Fund	18.23%	25.09%	9.43%	15.73%	-26.63%	0.07%
BDOKX iShares MSCI Total International Index Fund Class K	14.47%	32.56%	5.37%	15.26%	-16.40%	-1.30%

Correlation

The correlation between LIAGX and BDOKX is 0.94, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.94
Correlation (3Y) Balances recent behavior with more history.	0.92
Correlation (5Y) Shows whether the relationship held over a longer period.	0.93
Correlation (All Time) Calculated using the full available price history since Jun 24, 2021	0.93

The correlation between LIAGX and BDOKX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

Return for Risk

LIAGX vs. BDOKX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LIAGX

LIAGX Risk / Return Rank: 34
LIAGX Sharpe Ratio Rank: 31
LIAGX Sortino Ratio Rank: 30
LIAGX Omega Ratio Rank: 32
LIAGX Calmar Ratio Rank: 40
LIAGX Martin Ratio Rank: 37

BDOKX

BDOKX Risk / Return Rank: 70
BDOKX Sharpe Ratio Rank: 71
BDOKX Sortino Ratio Rank: 65
BDOKX Omega Ratio Rank: 70
BDOKX Calmar Ratio Rank: 74
BDOKX Martin Ratio Rank: 71

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LIAGX vs. BDOKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett International Growth Fund (LIAGX) 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.

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.

	LIAGX	BDOKX	Difference
Sharpe ratio: Return per unit of total volatility	1.16	1.82	-0.66
Sortino ratio: Return per unit of downside risk	1.66	2.48	-0.82
Omega ratio: Gain probability vs. loss probability	1.22	1.34	-0.12
Calmar ratio: Return relative to maximum drawdown	1.83	2.65	-0.82
Martin ratio: Return relative to average drawdown	6.02	9.81	-3.80

LIAGX vs. BDOKX - Sharpe Ratio Comparison

The current LIAGX Sharpe Ratio is 1.16, which is lower than the BDOKX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of LIAGX and BDOKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LIAGX vs. BDOKX - Drawdown Comparison

The maximum LIAGX drawdown since its inception was -37.87%, which is greater than BDOKX's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for LIAGX and BDOKX.

Drawdown Indicators

	LIAGX	BDOKX	Difference
Max Drawdown Largest peak-to-trough decline	-37.87%	-34.22%	-3.65%
Max Drawdown (1Y) Largest decline over 1 year	-16.02%	-11.38%	-4.64%
Max Drawdown (3Y) Largest decline over 3 years	-17.11%	-13.54%	-3.57%
Max Drawdown (5Y) Largest decline over 5 years	-37.87%	-30.00%	-7.87%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.22%	—
Current Drawdown Current decline from peak	-11.39%	-1.85%	-9.54%
Average Drawdown Average peak-to-trough decline	-13.02%	-8.16%	-4.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.87%	3.07%	+1.80%

Volatility

LIAGX vs. BDOKX - Volatility Comparison

Lord Abbett International Growth Fund (LIAGX) has a higher volatility of 8.90% compared to iShares MSCI Total International Index Fund Class K (BDOKX) at 5.45%. This indicates that LIAGX's price experiences larger fluctuations and is considered to be riskier than BDOKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LIAGX	BDOKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.90%	5.45%	+3.45%
Volatility (6M) Calculated over the trailing 6-month period	22.93%	14.61%	+8.32%
Volatility (1Y) Calculated over the trailing 1-year period	25.27%	16.58%	+8.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.79%	15.81%	+3.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.67%	16.19%	+3.48%

LIAGX vs. BDOKX - Expense Ratio Comparison

LIAGX has a 0.81% expense ratio, which is higher than BDOKX's 0.09% expense ratio.

Dividends

LIAGX vs. BDOKX - Dividend Comparison

LIAGX's dividend yield for the trailing twelve months is around 0.32%, less than BDOKX's 2.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BDOKX iShares MSCI Total International Index Fund Class K	2.56%	3.01%	2.84%	2.94%	2.84%	3.01%	1.98%	4.48%	3.28%	1.81%	3.51%	3.87%
LIAGX Lord Abbett International Growth Fund	0.32%	0.38%	0.48%	0.71%	0.89%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LIAGX and BDOKX in my portfolio?

With a correlation of 0.94, LIAGX and BDOKX 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.

Which is riskier, LIAGX or BDOKX?

LIAGX has higher volatility (8.90%) compared to BDOKX (5.45%). In terms of maximum drawdown, LIAGX dropped -37.87% vs BDOKX's -34.22%.

Which has better risk-adjusted returns?

BDOKX currently has the higher Sharpe Ratio (1.82 vs 1.16), 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.