- ISIN
- US5616568029
- Issuer
- BlackRock
- Inception Date
- May 31, 2017
- Category
- Global Equities
- Min. Investment
- $5,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
BGEEX Performance Chart
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Returns By Period
BlackRock GA Dynamic Equity Fund
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 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%
BGEEX Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.90% | -1.56% | -4.93% | 1.30% | 5.73% | 5.36% | 0.76% | 1.64% | 2.31% | 14.98% | |||
| 2024 | 1.05% | 5.26% | 3.68% | -3.17% | 4.91% | 2.37% | -0.49% | 2.04% | 1.58% | -1.67% | 5.22% | -2.85% | 18.91% |
| 2023 | 7.18% | -3.43% | 2.13% | 1.54% | -0.61% | 5.59% | 2.75% | -2.69% | -4.36% | -2.28% | 8.16% | 3.48% | 17.84% |
| 2022 | -5.28% | -3.03% | 0.95% | -8.57% | 1.89% | -8.43% | 8.38% | -3.98% | -9.11% | 7.96% | 7.95% | -5.47% | -17.58% |
| 2021 | -0.72% | 2.83% | 3.04% | 5.14% | 1.89% | 0.64% | 0.64% | 2.04% | -4.68% | 5.82% | -3.44% | 4.27% | 18.28% |
Benchmark Metrics
BlackRock GA Dynamic Equity Fund has an annualized alpha of -0.94%, beta of 0.93, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since June 05, 2017.
- This fund participated in 100.56% of S&P 500 Index downside but only 93.05% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.93 and R2 of 0.92, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.94%
- Beta
- 0.93
- R²
- 0.92
- Upside Capture
- 93.05%
- Downside Capture
- 100.56%
Expense Ratio
BGEEX has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for BlackRock GA Dynamic Equity Fund (BGEEX) 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.
| BGEEX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
BlackRock GA Dynamic Equity Fund provided a 0.68% dividend yield over the last twelve months, with an annual payout of $0.13 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.13 | $0.34 | $0.14 | $0.09 | $1.39 | $0.12 | $0.19 | $0.29 | $0.30 |
Dividend yield | 0.68% | 2.04% | 1.00% | 0.72% | 9.29% | 0.88% | 1.62% | 3.18% | 2.71% |
Monthly Dividends
The table displays the monthly dividend distributions for BlackRock GA Dynamic Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | |||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.34 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.14 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.09 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.16 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $1.39 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.12 |
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 GA Dynamic 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 Dynamic Equity Fund was 34.83%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.83%Mar 2020 | 1mo 9d | 4mo 22d | 6mo 1dFeb 2020 - Aug 2020 |
Bear market2022 | -25.96%Sep 2022 | 10mo 25d | 1y 4mo | 2y 3moNov 2021 - Feb 2024 |
Rate-hike selloffLate 2018 | -22.97%Dec 2018 | 10mo 29d | 11mo 23d | 1y 10moJan 2018 - Dec 2019 |
2025 selloff2025 | -17.03%Apr 2025 | 1mo 18d | 1mo 29d | 3mo 17dFeb 2025 - Jun 2025 |
2024 pullback2024 | -9.95%Aug 2024 | 25d | 1mo 22d | 2mo 17dJul 2024 - Sep 2024 |
Drawdown Indicators
| BGEEX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
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 DrawdownCurrent decline from peak | — | -1.80% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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