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MDIIX vs. BRGKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

MDIIX vs. BRGKX

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI EAFE International Index Fund (MDIIX) and iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX).

MDIIX is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index (Net). It was launched on Apr 9, 1997. BRGKX is a passively managed fund by iShares that tracks the performance of the Russell 1000 Index. It was launched on Mar 31, 2011. Both MDIIX and BRGKX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

MDIIX vs. BRGKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE International Index Fund (MDIIX) and iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX). The values are adjusted to include any dividend payments, if applicable.

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MDIIX vs. BRGKX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MDIIX
iShares MSCI EAFE International Index Fund		0.99%31.36%3.36%18.04%-14.33%10.98%7.68%21.55%-13.62%24.84%
BRGKX
iShares Russell 1000 Large-Cap Index Fund Class K		-4.45%17.28%24.44%26.49%-19.13%26.24%20.85%31.30%-4.86%21.18%

Returns By Period

In the year-to-date period, MDIIX achieves a 0.99% return, which is significantly higher than BRGKX's -4.45% return. Over the past 10 years, MDIIX has underperformed BRGKX with an annualized return of 8.59%, while BRGKX has yielded a comparatively higher 13.68% annualized return.

MDIIX

1D
3.03%
1M
-6.33%
YTD
0.99%
6M
4.71%
1Y
22.62%
3Y*
14.23%
5Y*
8.03%
10Y*
8.59%

BRGKX

1D
2.64%
1M
-5.34%
YTD
-4.45%
6M
-2.48%
1Y
16.85%
3Y*
17.97%
5Y*
10.92%
10Y*
13.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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iShares MSCI EAFE International Index Fund

iShares Russell 1000 Large-Cap Index Fund Class K

Often compared with MDIIX:
MDIIX vs. BSPGXMDIIX vs. BDOKXMDIIX vs. BDBKXMDIIX vs. BASMXMDIIX vs. BSPIXMDIIX vs. BSPPXMDIIX vs. APHIX
Often compared with BRGKX:
BRGKX vs. BKIPXBRGKX vs. BDOKXBRGKX vs. VVIAXBRGKX vs. BKTSXBRGKX vs. BDBKXBRGKX vs. BASMXBRGKX vs. FGJEX

MDIIX vs. BRGKX - Expense Ratio Comparison

MDIIX has a 0.35% expense ratio, which is higher than BRGKX's 0.06% expense ratio.

MDIIX
iShares MSCI EAFE International Index Fund
BRGKX
iShares Russell 1000 Large-Cap Index Fund Class K

Return for Risk

MDIIX vs. BRGKX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MDIIX
MDIIX Risk / Return Rank: 6565
Overall Rank
MDIIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
MDIIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
MDIIX Omega Ratio Rank: 6161
Omega Ratio Rank
MDIIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
MDIIX Martin Ratio Rank: 6363
Martin Ratio Rank
BRGKX
BRGKX Risk / Return Rank: 4646
Overall Rank
BRGKX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BRGKX Sortino Ratio Rank: 4242
Sortino Ratio Rank
BRGKX Omega Ratio Rank: 4545
Omega Ratio Rank
BRGKX Calmar Ratio Rank: 4646
Calmar Ratio Rank
BRGKX Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MDIIX vs. BRGKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE International Index Fund (MDIIX) and iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX). 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.

MDIIXBRGKXDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.95

+0.39

Sortino ratio

Return per unit of downside risk

1.85

1.45

+0.40

Omega ratio

Gain probability vs. loss probability

1.27

1.22

+0.05

Calmar ratio

Return relative to maximum drawdown

1.91

1.46

+0.45

Martin ratio

Return relative to average drawdown

7.30

7.01

+0.29

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MDIIX vs. BRGKX - Sharpe Ratio Comparison

The current MDIIX Sharpe Ratio is 1.34, which is higher than the BRGKX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of MDIIX and BRGKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

MDIIXBRGKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.95

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.64

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.75

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.73

-0.45

Correlation

The correlation between MDIIX and BRGKX is 0.80, 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

MDIIX vs. BRGKX - Dividend Comparison

MDIIX's dividend yield for the trailing twelve months is around 3.46%, more than BRGKX's 2.62% yield.

TTM20252024202320222021202020192018201720162015
MDIIX
iShares MSCI EAFE International Index Fund		3.46%3.49%3.15%2.94%2.52%2.78%1.72%3.05%4.24%2.21%2.60%1.94%
BRGKX
iShares Russell 1000 Large-Cap Index Fund Class K		2.62%2.77%1.38%1.49%1.82%1.88%1.51%2.82%2.46%2.31%3.94%4.86%

Drawdowns

MDIIX vs. BRGKX - Drawdown Comparison

The maximum MDIIX drawdown since its inception was -61.26%, which is greater than BRGKX's maximum drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for MDIIX and BRGKX.

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Drawdown Indicators

MDIIXBRGKXDifference

Max Drawdown

Largest peak-to-trough decline

-61.26%

-34.58%

-26.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.32%

-12.30%

+0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-29.43%

-25.13%

-4.30%

Max Drawdown (10Y)

Largest decline over 10 years

-34.34%

-34.58%

+0.24%

Current Drawdown

Current decline from peak

-8.19%

-6.44%

-1.75%

Average Drawdown

Average peak-to-trough decline

-15.64%

-4.09%

-11.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.56%

+0.41%

Volatility

MDIIX vs. BRGKX - Volatility Comparison

iShares MSCI EAFE International Index Fund (MDIIX) has a higher volatility of 7.71% compared to iShares Russell 1000 Large-Cap Index Fund Class K (BRGKX) at 5.23%. This indicates that MDIIX's price experiences larger fluctuations and is considered to be riskier than BRGKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MDIIXBRGKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

5.23%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

9.54%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.14%

18.41%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

17.18%

-1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

18.20%

-1.62%