SILVX vs. BKTSX
SILVX (SGI U.S. Large Equity 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, SILVX returned 10.31%/yr vs 14.87%/yr for BKTSX. Their correlation of 0.85 suggests significant overlap in exposure. SILVX charges 0.98%/yr vs 0.02%/yr for BKTSX.
Performance
SILVX vs. BKTSX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SILVX having a 11.39% return and BKTSX slightly lower at 11.34%. Over the past 10 years, SILVX has underperformed BKTSX with an annualized return of 10.31%, while BKTSX has yielded a comparatively higher 14.87% annualized return.
SILVX
- 1D
- 0.20%
- 1M
- 2.84%
- 6M
- 9.15%
- YTD
- 11.39%
- 1Y
- 20.33%
- 3Y*
- 15.19%
- 5Y*
- 8.01%
- 10Y*
- 10.31%
BKTSX
- 1D
- 0.88%
- 1M
- 1.71%
- 6M
- 9.06%
- YTD
- 11.34%
- 1Y
- 22.12%
- 3Y*
- 20.82%
- 5Y*
- 12.14%
- 10Y*
- 14.87%
SILVX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SILVX SGI U.S. Large Equity Fund | 11.39% | 8.89% | 17.65% | 10.43% | -12.99% | 17.31% | 11.48% | 29.22% | 0.19% | 16.43% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 11.34% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between SILVX and BKTSX is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.85 |
The correlation between SILVX and BKTSX shifts across timeframes, from 0.71 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SILVX vs. BKTSX — Risk / Return Rank
SILVX
BKTSX
SILVX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SGI U.S. Large Equity Fund (SILVX) 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.
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.
| SILVX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.31 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 2.49 | -0.05 |
| Martin ratioReturn relative to average drawdown | 10.98 | 10.90 | +0.08 |
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Drawdowns
SILVX vs. BKTSX - Drawdown Comparison
The maximum SILVX drawdown since its inception was -31.29%, smaller than the maximum BKTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for SILVX and BKTSX.
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Drawdown Indicators
| SILVX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.29% | -34.97% | +3.68% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -8.87% | +1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -12.12% | -19.29% | +7.17% |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | -24.98% | +3.77% |
Max Drawdown (10Y)Largest decline over 10 years | -31.29% | -34.97% | +3.68% |
Current DrawdownCurrent decline from peak | -0.36% | -0.35% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -4.50% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.02% | -0.27% |
Volatility
SILVX vs. BKTSX - Volatility Comparison
The current volatility for SGI U.S. Large Equity Fund (SILVX) is 2.76%, while iShares Total U.S. Stock Market Index Fund Class K (BKTSX) has a volatility of 4.21%. This indicates that SILVX experiences smaller price fluctuations and is considered to be less risky than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SILVX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 4.21% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 6.86% | 10.06% | -3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.36% | 12.77% | -3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.22% | 17.46% | -4.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.94% | 18.38% | -3.44% |
SILVX vs. BKTSX - Expense Ratio Comparison
SILVX has a 0.98% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
SILVX vs. BKTSX - Dividend Comparison
SILVX's dividend yield for the trailing twelve months is around 7.96%, more than BKTSX's 1.05% 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 | 1.05% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
SILVX SGI U.S. Large Equity Fund | 7.96% | 8.87% | 23.03% | 4.68% | 4.09% | 15.68% | 0.61% | 4.37% | 4.43% | 7.34% | 2.61% | 7.04% |
Frequently Asked Questions
SILVX and BKTSX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BKTSX has higher volatility (4.21%) compared to SILVX (2.76%). In terms of maximum drawdown, SILVX dropped -31.29% vs BKTSX's -34.97%.
SILVX currently has the higher Sharpe Ratio (2.05 vs 1.73), 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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