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BlackRock GA Disciplined Volatility Equity Fund (B...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS5616567039
IssuerBlackrock
Inception DateMay 31, 2017
CategoryGlobal Equities
Min. Investment$5,000,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

BGDVX has a high expense ratio of 0.50%, indicating higher-than-average management fees.


Expense ratio chart for BGDVX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Share Price Chart


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Compare to other instruments

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


BlackRock GA Disciplined Volatility Equity Fund

Performance

Performance Chart

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


40.00%60.00%80.00%100.00%120.00%December2024FebruaryMarchAprilMay
70.69%
117.18%
BGDVX (BlackRock GA Disciplined Volatility Equity Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

BlackRock GA Disciplined Volatility Equity Fund had a return of 7.61% year-to-date (YTD) and 16.54% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.61%11.05%
1 month3.90%4.86%
6 months14.46%17.50%
1 year16.54%27.37%
5 years (annualized)9.60%13.14%
10 years (annualized)N/A10.90%

Monthly Returns

The table below presents the monthly returns of BGDVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.49%2.65%2.22%-3.83%7.61%
20233.84%-2.83%4.51%2.71%-1.73%3.77%0.42%-1.94%-2.64%-0.59%6.56%4.83%17.57%
2022-6.42%-2.59%2.24%-5.35%-0.17%-4.72%4.94%-3.53%-6.16%4.66%7.54%-2.23%-12.29%
2021-1.75%0.76%3.78%4.05%1.56%0.77%1.49%2.04%-3.99%4.56%-1.61%4.34%16.76%
20200.45%-7.57%-10.72%9.83%3.98%1.05%5.51%3.35%-1.49%-3.02%7.79%3.86%11.55%
20195.69%2.25%1.44%0.47%-1.22%4.28%0.17%1.66%0.91%0.72%0.27%1.69%19.71%
20184.20%-5.40%-0.77%0.29%-1.36%0.39%3.22%0.00%0.67%-5.23%2.71%-4.44%-6.12%
2017-1.79%1.42%1.30%0.20%1.38%2.43%0.09%5.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BGDVX is 74, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of BGDVX is 7474
BGDVX (BlackRock GA Disciplined Volatility Equity Fund)
The Sharpe Ratio Rank of BGDVX is 7373Sharpe Ratio Rank
The Sortino Ratio Rank of BGDVX is 7676Sortino Ratio Rank
The Omega Ratio Rank of BGDVX is 7373Omega Ratio Rank
The Calmar Ratio Rank of BGDVX is 8383Calmar Ratio Rank
The Martin Ratio Rank of BGDVX is 6767Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BlackRock GA Disciplined Volatility Equity Fund (BGDVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BGDVX
Sharpe ratio
The chart of Sharpe ratio for BGDVX, currently valued at 2.01, compared to the broader market-1.000.001.002.003.004.002.01
Sortino ratio
The chart of Sortino ratio for BGDVX, currently valued at 3.04, compared to the broader market-2.000.002.004.006.008.0010.0012.003.04
Omega ratio
The chart of Omega ratio for BGDVX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.36
Calmar ratio
The chart of Calmar ratio for BGDVX, currently valued at 1.83, compared to the broader market0.002.004.006.008.0010.0012.001.83
Martin ratio
The chart of Martin ratio for BGDVX, currently valued at 6.45, compared to the broader market0.0020.0040.0060.0080.006.45
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.49, compared to the broader market-1.000.001.002.003.004.002.49
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-2.000.002.004.006.008.0010.0012.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.003.501.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.03, compared to the broader market0.002.004.006.008.0010.0012.002.03
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.57, compared to the broader market0.0020.0040.0060.0080.009.57

Sharpe Ratio

The current BlackRock GA Disciplined Volatility Equity Fund Sharpe ratio is 2.01. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of BlackRock GA Disciplined Volatility Equity Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.01
2.49
BGDVX (BlackRock GA Disciplined Volatility Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

BlackRock GA Disciplined Volatility Equity Fund granted a 2.17% dividend yield in the last twelve months. The annual payout for that period amounted to $0.30 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.30$0.30$0.39$0.77$0.29$0.52$0.17$0.08

Dividend yield

2.17%2.34%3.51%5.82%2.43%4.67%1.80%0.76%

Monthly Dividends

The table displays the monthly dividend distributions for BlackRock GA Disciplined Volatility Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.24$0.30
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.37$0.39
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.57$0.00$0.00$0.00$0.00$0.20$0.77
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.19$0.29
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.38$0.52
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.11$0.17
2017$0.08$0.08

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay0
-0.21%
BGDVX (BlackRock GA Disciplined Volatility Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BlackRock GA Disciplined Volatility Equity 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 GA Disciplined Volatility Equity Fund was 28.99%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.99%Jan 24, 202041Mar 23, 2020102Aug 17, 2020143
-21.08%Dec 30, 2021198Oct 12, 2022293Dec 12, 2023491
-14.57%Jan 29, 2018229Dec 24, 2018120Jun 18, 2019349
-6.35%Oct 13, 202014Oct 30, 20206Nov 9, 202020
-5.39%Sep 7, 202120Oct 4, 202122Nov 3, 202142

Volatility

Volatility Chart

The current BlackRock GA Disciplined Volatility Equity Fund volatility is 2.22%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
2.22%
3.40%
BGDVX (BlackRock GA Disciplined Volatility Equity Fund)
Benchmark (^GSPC)