TIVFX vs. BDOKX
TIVFX (American Beacon Tocqueville International Value Fund) and BDOKX (iShares MSCI Total International Index Fund Class K) are both Foreign Large Cap Equities funds. Over the past 10 years, TIVFX returned 10.58%/yr vs 10.51%/yr for BDOKX. Their correlation of 0.86 suggests significant overlap in exposure. TIVFX charges 1.20%/yr vs 0.09%/yr for BDOKX.
Performance
TIVFX vs. BDOKX - Performance Comparison
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Returns By Period
In the year-to-date period, TIVFX achieves a 40.47% return, which is significantly higher than BDOKX's 16.62% return. Both investments have delivered pretty close results over the past 10 years, with TIVFX having a 10.58% annualized return and BDOKX not far behind at 10.51%.
TIVFX
- 1D
- 1.39%
- 1M
- 5.10%
- YTD
- 40.47%
- 6M
- 40.47%
- 1Y
- 68.02%
- 3Y*
- 27.36%
- 5Y*
- 12.27%
- 10Y*
- 10.58%
BDOKX
- 1D
- 0.27%
- 1M
- 3.93%
- YTD
- 16.62%
- 6M
- 16.53%
- 1Y
- 34.25%
- 3Y*
- 20.30%
- 5Y*
- 9.15%
- 10Y*
- 10.51%
TIVFX vs. BDOKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIVFX American Beacon Tocqueville International Value Fund | 40.47% | 36.15% | 3.73% | 15.43% | -20.57% | 7.53% | 12.61% | 19.38% | -19.87% | 24.18% |
BDOKX iShares MSCI Total International Index Fund Class K | 16.62% | 32.56% | 5.37% | 15.26% | -16.40% | 7.68% | 10.77% | 23.11% | -13.91% | 26.40% |
Correlation
The correlation between TIVFX and BDOKX is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2011 | 0.86 |
The correlation between TIVFX and BDOKX shifts across timeframes, from 0.74 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TIVFX vs. BDOKX — Risk / Return Rank
TIVFX
BDOKX
TIVFX vs. BDOKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Beacon Tocqueville International Value Fund (TIVFX) and iShares MSCI Total International Index Fund Class K (BDOKX). 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.
| TIVFX | BDOKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.42 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 5.94 | 3.10 | +2.84 |
| Martin ratioReturn relative to average drawdown | 21.00 | 12.02 | +8.98 |
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Drawdowns
TIVFX vs. BDOKX - Drawdown Comparison
The maximum TIVFX drawdown since its inception was -54.21%, which is greater than BDOKX's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for TIVFX and BDOKX.
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Drawdown Indicators
| TIVFX | BDOKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.21% | -34.22% | -19.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.69% | -11.38% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -23.99% | -13.54% | -10.45% |
Max Drawdown (5Y)Largest decline over 5 years | -36.31% | -30.00% | -6.31% |
Max Drawdown (10Y)Largest decline over 10 years | -41.51% | -34.22% | -7.29% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -8.20% | -5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.93% | +0.37% |
Volatility
TIVFX vs. BDOKX - Volatility Comparison
American Beacon Tocqueville International Value Fund (TIVFX) has a higher volatility of 9.19% compared to iShares MSCI Total International Index Fund Class K (BDOKX) at 6.42%. This indicates that TIVFX's price experiences larger fluctuations and is considered to be riskier than BDOKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIVFX | BDOKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.19% | 6.42% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 16.69% | 13.56% | +3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.94% | 15.67% | +4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 15.65% | +3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.75% | 16.30% | +1.45% |
TIVFX vs. BDOKX - Expense Ratio Comparison
TIVFX has a 1.20% expense ratio, which is higher than BDOKX's 0.09% expense ratio.
Dividends
TIVFX vs. BDOKX - Dividend Comparison
TIVFX's dividend yield for the trailing twelve months is around 6.28%, more than BDOKX's 2.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOKX iShares MSCI Total International Index Fund Class K | 2.47% | 3.01% | 2.84% | 2.94% | 2.84% | 3.01% | 1.98% | 4.48% | 3.28% | 1.81% | 3.51% | 3.87% |
TIVFX American Beacon Tocqueville International Value Fund | 6.28% | 8.82% | 10.23% | 1.66% | 1.39% | 3.65% | 0.34% | 1.69% | 1.37% | 1.28% | 1.57% | 3.01% |
Frequently Asked Questions
TIVFX and BDOKX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TIVFX has higher volatility (9.19%) compared to BDOKX (6.42%). In terms of maximum drawdown, TIVFX dropped -54.21% vs BDOKX's -34.22%.
TIVFX currently has the higher Sharpe Ratio (3.49 vs 2.25), 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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