PortfoliosLab logoPortfoliosLab logo
Issuer
BlackRock
Inception Date
Sep 26, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$1B

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

BALI Performance Chart

Blackrock Advantage Large Cap Income ETF (BALI) is up 10.1% since the beginning of the year. BALI is currently trading at $34 per share.


Loading charts...

S&P 500 Index

Returns By Period

Blackrock Advantage Large Cap Income ETF (BALI) has returned 10.07% so far this year and 25.38% over the past 12 months.


Blackrock Advantage Large Cap Income ETF

1D
-0.30%
1M
-0.31%
YTD
10.07%
6M
10.01%
1Y
25.38%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BALI Monthly Returns History

Based on dividend-adjusted daily data since Sep 28, 2023, BALI's average daily return is +0.08%, while the average monthly return is +1.60%. At this rate, an investment would double in approximately 3.6 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2026 with a return of +8.4%, while the worst month was Mar 2025 at -4.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BALI closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +7.7%, while the worst single day was Apr 4, 2025 at -5.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.27%0.06%-3.85%8.39%4.45%-1.19%10.07%
20251.75%-0.42%-4.90%-1.35%5.23%3.88%2.02%2.35%2.94%1.33%0.71%0.47%14.51%
20242.26%3.75%3.67%-3.59%4.00%3.81%0.61%2.30%1.75%-0.60%5.44%-2.60%22.38%
2023-0.16%-1.23%7.69%3.31%9.71%

Benchmark Metrics

Blackrock Advantage Large Cap Income ETF has an annualized alpha of 2.22%, beta of 0.83, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since September 28, 2023.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (86.14%) than losses (78.43%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 2.22% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.22%
Beta
0.83
0.96
Upside Capture
86.14%
Downside Capture
78.43%

Expense Ratio

BALI has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BALI ranks 81 for risk / return — in the top 81% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


BALI Risk / Return Rank: 8181
Overall Rank
BALI Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BALI Sortino Ratio Rank: 7979
Sortino Ratio Rank
BALI Omega Ratio Rank: 8181
Omega Ratio Rank
BALI Calmar Ratio Rank: 7676
Calmar Ratio Rank
BALI Martin Ratio Rank: 8888
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 Advantage Large Cap Income ETF (BALI) and compare them to S&P 500 Index.

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.


BALIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.46

1.37

+0.09

Calmar ratioReturn relative to maximum drawdown

3.80

2.78

+1.01

Martin ratioReturn relative to average drawdown

18.28

12.44

+5.84

Dividends

Dividend History

Blackrock Advantage Large Cap Income ETF provided a 7.74% dividend yield over the last twelve months, with an annual payout of $2.60 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%$0.00$0.50$1.00$1.50$2.00$2.50202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$2.60$2.70$2.16$0.57

Dividend yield

7.74%8.51%7.13%2.13%

Monthly Dividends

The table displays the monthly dividend distributions for Blackrock Advantage Large Cap Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.18$0.20$0.35$0.22$0.22$1.16
2025$0.00$0.17$0.21$0.25$0.38$0.23$0.20$0.20$0.19$0.19$0.19$0.47$2.70
2024$0.00$0.16$0.18$0.14$0.20$0.13$0.17$0.19$0.23$0.20$0.13$0.43$2.16
2023$0.20$0.36$0.57

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Blackrock Advantage Large Cap Income ETF. 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 Advantage Large Cap Income ETF was 16.65%, occurring on Apr 8, 2025. Recovery took 56 trading sessions.

The current Blackrock Advantage Large Cap Income ETF drawdown is 1.44%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-16.65%Apr 2025
4mo 3d2mo 23d
6mo 26dDec 2024 - Jun 2025
2024 pullback2024
-7.74%Aug 2024
19d1mo 15d
2mo 4dJul 2024 - Sep 2024
2026 pullback2026
-6.71%Mar 2026
1mo 2d15d
1mo 17dFeb 2026 - Apr 2026
2023 pullback2023
-5.26%Oct 2023
10d11d
21dOct 2023 - Nov 2023
2024 pullback2024
-4.79%Apr 2024
18d25d
1mo 13dApr 2024 - May 2024

Drawdown Indicators


BALIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.65%

-56.78%

+40.13%

Max Drawdown (1Y)

Largest decline over 1 year

-6.71%

-9.10%

+2.39%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.44%

-1.80%

+0.36%

Average Drawdown

Average peak-to-trough decline

-1.63%

-10.71%

+9.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

2.03%

-0.64%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with BALI

Add Blackrock Advantage Large Cap Income ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with BALI