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BlackRock Defensive Advantage Emerging Markets Fun...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

Issuer
BlackRock
Inception Date
Dec 20, 2020
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BlackRock Defensive Advantage Emerging Markets Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

BlackRock Defensive Advantage Emerging Markets Fund (BADEX) has returned -0.28% so far this year and 10.81% over the past 12 months.


BlackRock Defensive Advantage Emerging Markets Fund

1D
-0.65%
1M
-7.80%
YTD
-0.28%
6M
2.63%
1Y
10.81%
3Y*
10.26%
5Y*
4.56%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 24, 2020, BADEX's average daily return is +0.02%, while the average monthly return is +0.49%. At this rate, your investment would double in approximately 11.8 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2022 with a return of +10.4%, while the worst month was Mar 2026 at -7.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BADEX closed higher 49% of trading days. The best single day was Mar 16, 2022 with a return of +3.2%, while the worst single day was Apr 7, 2025 at -3.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.65%2.37%-7.80%-0.28%
20250.49%-0.39%2.45%1.91%1.03%3.35%-0.53%0.45%1.54%1.43%-0.53%2.01%13.95%
2024-1.16%4.39%-0.00%-0.72%-0.21%2.38%2.14%2.29%3.99%-3.00%-0.68%0.55%10.15%
20234.40%-3.44%3.44%2.33%-2.28%3.22%3.86%-4.17%-1.85%-3.10%5.38%4.00%11.67%
2022-0.60%-0.50%-0.51%-4.18%-0.32%-5.97%1.33%-1.34%-7.26%0.37%10.37%-2.30%-11.34%
20211.17%1.44%0.95%1.60%2.31%-0.18%-4.16%3.65%-1.81%-0.39%-2.62%2.74%4.49%

Benchmark Metrics

BlackRock Defensive Advantage Emerging Markets Fund has an annualized alpha of 1.66%, beta of 0.36, and R² of 0.36 versus S&P 500 Index. Calculated based on daily prices since December 28, 2020.

  • This fund participated in 52.36% of S&P 500 Index downside but only 43.42% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.36 may look defensive, but with R² of 0.36 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R² of 0.36 means the benchmark explains less than half of this fund's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
1.66%
Beta
0.36
0.36
Upside Capture
43.42%
Downside Capture
52.36%

Expense Ratio

BADEX has a high expense ratio of 1.06%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

BADEX ranks 48 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


BADEX Risk / Return Rank: 4848
Overall Rank
BADEX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BADEX Sortino Ratio Rank: 4848
Sortino Ratio Rank
BADEX Omega Ratio Rank: 5151
Omega Ratio Rank
BADEX Calmar Ratio Rank: 4242
Calmar Ratio Rank
BADEX Martin Ratio Rank: 4242
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BlackRock Defensive Advantage Emerging Markets Fund (BADEX) and compare them to a chosen benchmark (S&P 500 Index).


BADEXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.90

+0.17

Sortino ratio

Return per unit of downside risk

1.42

1.39

+0.03

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

1.10

1.40

-0.30

Martin ratio

Return relative to average drawdown

4.45

6.61

-2.16

Explore BADEX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

BlackRock Defensive Advantage Emerging Markets Fund provided a 7.54% dividend yield over the last twelve months, with an annual payout of $0.81 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.81$0.81$0.23$0.18$0.21$0.75$0.00

Dividend yield

7.54%7.52%2.27%1.92%2.43%7.54%0.03%

Monthly Dividends

The table displays the monthly dividend distributions for BlackRock Defensive Advantage Emerging Markets Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.74$0.81
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.16$0.23
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.11$0.18
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.20$0.21
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.00$0.00$0.00$0.00$0.31$0.75

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the BlackRock Defensive Advantage Emerging Markets Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BlackRock Defensive Advantage Emerging Markets Fund was 21.86%, occurring on Oct 14, 2022. Recovery took 398 trading sessions.

The current BlackRock Defensive Advantage Emerging Markets Fund drawdown is 8.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.86%Jun 15, 2021339Oct 14, 2022398May 16, 2024737
-8.89%Feb 26, 202623Mar 30, 2026
-8.07%Oct 3, 2024127Apr 7, 202516Apr 30, 2025143
-5.98%Feb 17, 202114Mar 8, 202158May 28, 202172
-4.24%Jul 17, 202414Aug 5, 20249Aug 16, 202423

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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