TICRX vs. BKTSX
TICRX (Nuveen Large Cap Responsible Equity Fund Class A) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds - TICRX tracks the S&P 500 while BKTSX tracks the Russell 3000 Index. Both are passively managed. Over the past 10 years, TICRX returned 14.15%/yr vs 15.13%/yr for BKTSX. With a 0.98 correlation, they move nearly in lockstep. TICRX charges 0.49%/yr vs 0.02%/yr for BKTSX.
Performance
TICRX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, TICRX achieves a 13.50% return, which is significantly higher than BKTSX's 11.73% return. Over the past 10 years, TICRX has underperformed BKTSX with an annualized return of 14.15%, while BKTSX has yielded a comparatively higher 15.13% annualized return.
TICRX
- 1D
- 0.46%
- 1M
- 6.05%
- YTD
- 13.50%
- 6M
- 14.13%
- 1Y
- 26.47%
- 3Y*
- 20.74%
- 5Y*
- 11.76%
- 10Y*
- 14.15%
BKTSX
- 1D
- 0.23%
- 1M
- 5.68%
- YTD
- 11.73%
- 6M
- 11.61%
- 1Y
- 28.67%
- 3Y*
- 22.30%
- 5Y*
- 13.12%
- 10Y*
- 15.13%
TICRX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TICRX Nuveen Large Cap Responsible Equity Fund Class A | 13.50% | 16.21% | 17.86% | 22.23% | -18.02% | 26.24% | 19.99% | 31.18% | -6.03% | 18.77% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 11.73% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between TICRX and BKTSX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.98 |
The correlation between TICRX and BKTSX has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
TICRX vs. BKTSX — Risk / Return Rank
TICRX
BKTSX
TICRX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Large Cap Responsible Equity Fund Class A (TICRX) 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.
| TICRX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.44 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.34 | -0.20 |
| Martin ratioReturn relative to average drawdown | 13.10 | 15.37 | -2.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TICRX | BKTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.44 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.76 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.82 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.83 | -0.33 |
Drawdowns
TICRX vs. BKTSX - Drawdown Comparison
The maximum TICRX drawdown since its inception was -54.74%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for TICRX and BKTSX.
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Drawdown Indicators
| TICRX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.74% | -34.97% | -19.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.81% | -8.87% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -30.13% | -19.29% | -10.84% |
Max Drawdown (5Y)Largest decline over 5 years | -30.13% | -24.98% | -5.15% |
Max Drawdown (10Y)Largest decline over 10 years | -34.94% | -34.97% | +0.03% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.87% | -4.53% | -3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 1.93% | +0.17% |
Volatility
TICRX vs. BKTSX - Volatility Comparison
Nuveen Large Cap Responsible Equity Fund Class A (TICRX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX) have volatilities of 3.02% and 2.94%, 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
| TICRX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 2.94% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 9.13% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 12.15% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.10% | 17.36% | +2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.76% | 18.41% | +1.35% |
TICRX vs. BKTSX - Expense Ratio Comparison
TICRX has a 0.49% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
TICRX vs. BKTSX - Dividend Comparison
TICRX's dividend yield for the trailing twelve months is around 8.05%, 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% |
TICRX Nuveen Large Cap Responsible Equity Fund Class A | 8.05% | 9.14% | 19.79% | 6.32% | 5.51% | 10.60% | 1.32% | 5.21% | 10.73% | 2.65% | 7.10% | 3.87% |
Frequently Asked Questions
With a correlation of 0.95, TICRX 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.
TICRX has higher volatility (3.02%) compared to BKTSX (2.94%). In terms of maximum drawdown, TICRX dropped -54.74% vs BKTSX's -34.97%.
BKTSX currently has the higher Sharpe Ratio (2.44 vs 2.17), 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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