SPUSX vs. BKTSX
SPUSX (Symmetry Panoramic US Equity Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 5 years, SPUSX returned 11.75%/yr vs 12.46%/yr for BKTSX. Their correlation of 0.92 suggests significant overlap in exposure. SPUSX charges 0.64%/yr vs 0.02%/yr for BKTSX.
Performance
SPUSX vs. BKTSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SPUSX achieves a 13.35% return, which is significantly higher than BKTSX's 10.08% return.
SPUSX
- 1D
- 0.29%
- 1M
- 2.73%
- YTD
- 13.35%
- 6M
- 12.03%
- 1Y
- 25.37%
- 3Y*
- 19.96%
- 5Y*
- 11.75%
- 10Y*
- —
BKTSX
- 1D
- -0.32%
- 1M
- 0.47%
- YTD
- 10.08%
- 6M
- 8.96%
- 1Y
- 25.53%
- 3Y*
- 21.13%
- 5Y*
- 12.46%
- 10Y*
- 15.31%
SPUSX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPUSX Symmetry Panoramic US Equity Fund | 13.35% | 13.14% | 17.83% | 19.93% | -13.24% | 28.30% | 8.97% | 27.57% | -9.00% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 10.08% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -9.81% |
Correlation
The correlation between SPUSX and BKTSX is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2018 | 0.92 |
The correlation between SPUSX and BKTSX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SPUSX vs. BKTSX — Risk / Return Rank
SPUSX
BKTSX
SPUSX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic US Equity Fund (SPUSX) 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.
| SPUSX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.38 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 3.03 | +0.27 |
| Martin ratioReturn relative to average drawdown | 14.20 | 13.51 | +0.69 |
Loading charts...
Drawdowns
SPUSX vs. BKTSX - Drawdown Comparison
The maximum SPUSX drawdown since its inception was -36.46%, roughly equal to the maximum BKTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for SPUSX and BKTSX.
Loading charts...
Drawdown Indicators
| SPUSX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.46% | -34.97% | -1.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.14% | -8.87% | +0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -20.15% | -19.29% | -0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -21.72% | -24.98% | +3.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.97% | — |
Current DrawdownCurrent decline from peak | -0.52% | -1.47% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -4.51% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 1.98% | -0.09% |
Volatility
SPUSX vs. BKTSX - Volatility Comparison
The current volatility for Symmetry Panoramic US Equity Fund (SPUSX) is 4.11%, while iShares Total U.S. Stock Market Index Fund Class K (BKTSX) has a volatility of 4.70%. This indicates that SPUSX 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.
Loading charts...
Volatility by Period
| SPUSX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 4.70% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 9.97% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 12.76% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.66% | 17.45% | -0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.09% | 18.46% | +0.63% |
SPUSX vs. BKTSX - Expense Ratio Comparison
SPUSX has a 0.64% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
SPUSX vs. BKTSX - Dividend Comparison
SPUSX's dividend yield for the trailing twelve months is around 5.55%, more than BKTSX's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.06% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% |
SPUSX Symmetry Panoramic US Equity Fund | 5.55% | 6.29% | 15.88% | 4.05% | 3.88% | 6.99% | 1.11% | 1.99% | 0.44% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, SPUSX and BKTSX 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.
BKTSX has higher volatility (4.70%) compared to SPUSX (4.11%). In terms of maximum drawdown, SPUSX dropped -36.46% vs BKTSX's -34.97%.
SPUSX currently has the higher Sharpe Ratio (2.18 vs 2.11), 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.
Find the right allocation for SPUSX and BKTSX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer