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VSTIX vs. BKTSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSTIX vs. BKTSX - Performance Comparison

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

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VSTIX vs. BKTSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSTIX
VALIC Company I Stock Index Fund
-7.17%14.28%24.76%25.62%-18.11%28.40%18.55%31.05%-8.09%21.46%
BKTSX
iShares Total U.S. Stock Market Index Fund Class K
-6.70%17.15%23.83%26.02%-19.05%25.56%20.82%31.12%-5.37%21.02%

Returns By Period

In the year-to-date period, VSTIX achieves a -7.17% return, which is significantly lower than BKTSX's -6.70% return. Both investments have delivered pretty close results over the past 10 years, with VSTIX having a 12.75% annualized return and BKTSX not far ahead at 13.31%.


VSTIX

1D
-0.39%
1M
-7.75%
YTD
-7.17%
6M
-4.75%
1Y
14.10%
3Y*
15.74%
5Y*
10.49%
10Y*
12.75%

BKTSX

1D
-0.45%
1M
-7.71%
YTD
-6.70%
6M
-4.47%
1Y
14.73%
3Y*
16.75%
5Y*
10.27%
10Y*
13.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSTIX vs. BKTSX - Expense Ratio Comparison

VSTIX has a 0.29% expense ratio, which is higher than BKTSX's 0.02% expense ratio.


Return for Risk

VSTIX vs. BKTSX — Risk / Return Rank

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

VSTIX
VSTIX Risk / Return Rank: 4141
Overall Rank
VSTIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VSTIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VSTIX Omega Ratio Rank: 4848
Omega Ratio Rank
VSTIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
VSTIX Martin Ratio Rank: 4141
Martin Ratio Rank

BKTSX
BKTSX Risk / Return Rank: 4242
Overall Rank
BKTSX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BKTSX Sortino Ratio Rank: 4040
Sortino Ratio Rank
BKTSX Omega Ratio Rank: 4343
Omega Ratio Rank
BKTSX Calmar Ratio Rank: 3939
Calmar Ratio Rank
BKTSX Martin Ratio Rank: 5252
Martin Ratio Rank
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.

VSTIX vs. BKTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VALIC Company I Stock Index Fund (VSTIX) 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.


VSTIXBKTSXDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.83

+0.01

Sortino ratio

Return per unit of downside risk

1.35

1.29

+0.05

Omega ratio

Gain probability vs. loss probability

1.20

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

0.85

1.05

-0.20

Martin ratio

Return relative to average drawdown

4.16

5.09

-0.93

VSTIX vs. BKTSX - Sharpe Ratio Comparison

The current VSTIX Sharpe Ratio is 0.85, which is comparable to the BKTSX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of VSTIX and BKTSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VSTIXBKTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.83

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.60

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.73

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.73

-0.43

Correlation

The correlation between VSTIX and BKTSX is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VSTIX vs. BKTSX - Dividend Comparison

VSTIX's dividend yield for the trailing twelve months is around 13.79%, more than BKTSX's 1.22% yield.


TTM2025202420232022202120202019201820172016
VSTIX
VALIC Company I Stock Index Fund
13.79%0.00%6.25%7.76%11.33%5.68%7.26%3.37%1.81%5.48%0.00%
BKTSX
iShares Total U.S. Stock Market Index Fund Class K
1.22%1.14%1.27%1.46%1.64%1.58%1.51%2.15%2.49%2.17%1.54%

Drawdowns

VSTIX vs. BKTSX - Drawdown Comparison

The maximum VSTIX drawdown since its inception was -69.93%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for VSTIX and BKTSX.


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Drawdown Indicators


VSTIXBKTSXDifference

Max Drawdown

Largest peak-to-trough decline

-69.93%

-34.97%

-34.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.14%

-12.36%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-24.41%

-24.98%

+0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-33.52%

-34.97%

+1.45%

Current Drawdown

Current decline from peak

-8.98%

-8.87%

-0.11%

Average Drawdown

Average peak-to-trough decline

-20.78%

-4.59%

-16.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.55%

+0.06%

Volatility

VSTIX vs. BKTSX - Volatility Comparison

The current volatility for VALIC Company I Stock Index Fund (VSTIX) is 3.95%, while iShares Total U.S. Stock Market Index Fund Class K (BKTSX) has a volatility of 4.37%. This indicates that VSTIX 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


VSTIXBKTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

4.37%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

9.28%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

17.66%

18.38%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.40%

17.33%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

18.38%

-0.05%