MXXVX vs. BKTSX

Last updated Jun 6, 2026

MXXVX (Matthew 25 Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 10 years, MXXVX returned 14.16%/yr vs 15.05%/yr for BKTSX. Their correlation of 0.85 suggests significant overlap in exposure. MXXVX charges 1.07%/yr vs 0.02%/yr for BKTSX.

Performance

MXXVX vs. BKTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthew 25 Fund (MXXVX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with MXXVX having a 11.53% return and BKTSX slightly lower at 11.44%. Over the past 10 years, MXXVX has underperformed BKTSX with an annualized return of 14.16%, while BKTSX has yielded a comparatively higher 15.05% annualized return.

MXXVX

• 1D: 1.92%
• 1M: 4.14%
• YTD: 11.53%
• 6M: 13.49%
• 1Y: 33.47%
• 3Y*: 27.01%
• 5Y*: 10.14%
• 10Y*: 14.16%

BKTSX

• 1D: 0.50%
• 1M: 2.74%
• YTD: 11.44%
• 6M: 11.00%
• 1Y: 27.54%
• 3Y*: 22.30%
• 5Y*: 12.88%
• 10Y*: 15.05%

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

MXXVX vs. BKTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MXXVX Matthew 25 Fund	11.53%	18.64%	27.41%	36.76%	-30.19%	22.19%	12.77%	42.15%	-19.39%	24.69%
BKTSX iShares Total U.S. Stock Market Index Fund Class K	11.44%	17.15%	23.83%	26.02%	-19.05%	25.56%	20.82%	31.12%	-5.37%	21.02%

Correlation

The correlation between MXXVX and BKTSX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.85

The correlation between MXXVX and BKTSX has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

Return for Risk

MXXVX vs. BKTSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXXVX

MXXVX Risk / Return Rank: 45
MXXVX Sharpe Ratio Rank: 43
MXXVX Sortino Ratio Rank: 39
MXXVX Omega Ratio Rank: 40
MXXVX Calmar Ratio Rank: 51
MXXVX Martin Ratio Rank: 53

BKTSX

BKTSX Risk / Return Rank: 69
BKTSX Sharpe Ratio Rank: 68
BKTSX Sortino Ratio Rank: 62
BKTSX Omega Ratio Rank: 61
BKTSX Calmar Ratio Rank: 73
BKTSX Martin Ratio Rank: 82

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.

MXXVX vs. BKTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthew 25 Fund (MXXVX) 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.

	MXXVX	BKTSX	Difference
Sharpe ratio: Return per unit of total volatility	1.86	2.34	-0.48
Sortino ratio: Return per unit of downside risk	2.51	3.21	-0.69
Omega ratio: Gain probability vs. loss probability	1.33	1.42	-0.09
Calmar ratio: Return relative to maximum drawdown	2.63	3.21	-0.58
Martin ratio: Return relative to average drawdown	10.51	14.75	-4.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MXXVX vs. BKTSX - Sharpe Ratio Comparison

The current MXXVX Sharpe Ratio is 1.86, which is comparable to the BKTSX Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of MXXVX and BKTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MXXVX	BKTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.86	2.34	-0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	0.74	-0.72
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.05	0.82	-0.77
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.82	-0.75

Drawdowns

MXXVX vs. BKTSX - Drawdown Comparison

The maximum MXXVX drawdown since its inception was -96.53%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for MXXVX and BKTSX.

Drawdown Indicators

	MXXVX	BKTSX	Difference
Max Drawdown Largest peak-to-trough decline	-96.53%	-34.97%	-61.56%
Max Drawdown (1Y) Largest decline over 1 year	-12.84%	-8.87%	-3.97%
Max Drawdown (3Y) Largest decline over 3 years	-96.53%	-19.29%	-77.24%
Max Drawdown (5Y) Largest decline over 5 years	-96.53%	-24.98%	-71.55%
Max Drawdown (10Y) Largest decline over 10 years	-96.53%	-34.97%	-61.56%
Current Drawdown Current decline from peak	-94.08%	-0.26%	-93.82%
Average Drawdown Average peak-to-trough decline	-14.32%	-4.52%	-9.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.21%	1.93%	+1.28%

Volatility

MXXVX vs. BKTSX - Volatility Comparison

Matthew 25 Fund (MXXVX) has a higher volatility of 6.14% compared to iShares Total U.S. Stock Market Index Fund Class K (BKTSX) at 2.99%. This indicates that MXXVX'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.

Volatility by Period

	MXXVX	BKTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.14%	2.99%	+3.15%
Volatility (6M) Calculated over the trailing 6-month period	14.00%	9.15%	+4.85%
Volatility (1Y) Calculated over the trailing 1-year period	18.19%	12.17%	+6.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	383.12%	17.36%	+365.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	271.27%	18.41%	+252.86%

MXXVX vs. BKTSX - Expense Ratio Comparison

MXXVX has a 1.07% expense ratio, which is higher than BKTSX's 0.02% expense ratio.

Dividends

MXXVX vs. BKTSX - Dividend Comparison

MXXVX's dividend yield for the trailing twelve months is around 13.25%, more than BKTSX's 1.04% 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	1.04%	1.14%	1.27%	1.46%	1.64%	1.58%	1.51%	2.15%	2.49%	2.17%	1.54%	0.00%
MXXVX Matthew 25 Fund	13.25%	14.77%	7.24%	8.17%	7.84%	11.98%	11.20%	1.88%	19.45%	7.65%	9.66%	8.15%

Frequently Asked Questions

Can I hold both MXXVX and BKTSX in my portfolio?

MXXVX and BKTSX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MXXVX or BKTSX?

MXXVX has higher volatility (6.14%) compared to BKTSX (2.99%). In terms of maximum drawdown, MXXVX dropped -96.53% vs BKTSX's -34.97%.

Which has better risk-adjusted returns?

BKTSX currently has the higher Sharpe Ratio (2.34 vs 1.86), 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.