MDIIX vs. BASMX
MDIIX (iShares MSCI EAFE International Index Fund) and BASMX (iShares Total U.S. Stock Market Index Fund Investor A Shares) are both mutual funds - MDIIX is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net), while BASMX is a Large Cap Blend Equities fund tracking the Russell 3000 Index. Both are passively managed. Over the past 10 years, MDIIX returned 9.34%/yr vs 14.73%/yr for BASMX. A 0.78 correlation means they provide meaningful diversification when combined. MDIIX charges 0.35%/yr vs 0.33%/yr for BASMX.
Performance
MDIIX vs. BASMX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with MDIIX having a 10.52% return and BASMX slightly lower at 10.27%. Over the past 10 years, MDIIX has underperformed BASMX with an annualized return of 9.34%, while BASMX has yielded a comparatively higher 14.73% annualized return.
MDIIX
- 1D
- 0.81%
- 1M
- 1.97%
- YTD
- 10.52%
- 6M
- 10.93%
- 1Y
- 25.09%
- 3Y*
- 16.04%
- 5Y*
- 9.19%
- 10Y*
- 9.34%
BASMX
- 1D
- 1.13%
- 1M
- 0.77%
- YTD
- 10.27%
- 6M
- 9.49%
- 1Y
- 26.74%
- 3Y*
- 20.24%
- 5Y*
- 12.62%
- 10Y*
- 14.73%
MDIIX vs. BASMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDIIX iShares MSCI EAFE International Index Fund | 10.52% | 31.36% | 3.36% | 18.04% | -14.33% | 10.98% | 7.68% | 21.55% | -13.62% | 24.84% |
BASMX iShares Total U.S. Stock Market Index Fund Investor A Shares | 10.27% | 16.81% | 23.46% | 25.63% | -19.32% | 25.26% | 20.37% | 30.71% | -5.57% | 20.65% |
Correlation
The correlation between MDIIX and BASMX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.78 |
The correlation between MDIIX and BASMX has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.
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Return for Risk
MDIIX vs. BASMX — Risk / Return Rank
MDIIX
BASMX
MDIIX vs. BASMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE International Index Fund (MDIIX) and iShares Total U.S. Stock Market Index Fund Investor A Shares (BASMX). 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.
| MDIIX | BASMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.98 | -0.84 |
| Martin ratioReturn relative to average drawdown | 7.97 | 13.29 | -5.32 |
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Drawdowns
MDIIX vs. BASMX - Drawdown Comparison
The maximum MDIIX drawdown since its inception was -61.26%, which is greater than BASMX's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for MDIIX and BASMX.
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Drawdown Indicators
| MDIIX | BASMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.26% | -34.95% | -26.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.32% | -8.92% | -2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -13.67% | -19.32% | +5.65% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -25.12% | -4.31% |
Max Drawdown (10Y)Largest decline over 10 years | -34.34% | -34.95% | +0.61% |
Current DrawdownCurrent decline from peak | 0.00% | -1.19% | +1.19% |
Average DrawdownAverage peak-to-trough decline | -15.54% | -4.58% | -10.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.00% | +1.03% |
Volatility
MDIIX vs. BASMX - Volatility Comparison
iShares MSCI EAFE International Index Fund (MDIIX) and iShares Total U.S. Stock Market Index Fund Investor A Shares (BASMX) have volatilities of 4.95% and 4.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDIIX | BASMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 4.85% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.85% | 10.07% | +2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 12.74% | +2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 17.47% | -1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 18.45% | -1.80% |
MDIIX vs. BASMX - Expense Ratio Comparison
MDIIX has a 0.35% expense ratio, which is higher than BASMX's 0.33% expense ratio.
Dividends
MDIIX vs. BASMX - Dividend Comparison
MDIIX's dividend yield for the trailing twelve months is around 3.16%, more than BASMX's 0.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BASMX iShares Total U.S. Stock Market Index Fund Investor A Shares | 0.79% | 0.86% | 0.99% | 1.19% | 1.33% | 1.33% | 1.20% | 1.90% | 2.18% | 1.93% | 1.37% | 0.00% |
MDIIX iShares MSCI EAFE International Index Fund | 3.16% | 3.49% | 3.15% | 2.94% | 2.52% | 2.78% | 1.72% | 3.05% | 4.24% | 2.21% | 2.60% | 1.94% |
Frequently Asked Questions
MDIIX and BASMX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDIIX has higher volatility (4.95%) compared to BASMX (4.85%). In terms of maximum drawdown, MDIIX dropped -61.26% vs BASMX's -34.95%.
BASMX currently has the higher Sharpe Ratio (2.09 vs 1.56), 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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