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BlackRock Advantage International Fund Class A (BROAX) Sharpe Ratio: 1.60

Mutual Fund · Currency in USD · Last updated Aug 1, 2026

The BlackRock Advantage International Fund seeks long-term capital appreciation by investing at least 80% of its assets in equity securities of foreign companies.

BROAX's Sharpe Ratio of 1.60 indicates that for each unit of volatility, it generates 1.60 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

BROAX Sharpe Ratio Rank

BROAX Sharpe Ratio Rank: 62.963
Above Average

BROAX ranks above 62.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

BROAX Sharpe Ratio Market Positioning

The chart shows BROAX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.93 or lower
  • Yellow zone (middle 50%): 0.93 to 1.81
  • Green zone (top 25%): 1.81 or higher
  • Top 1%: 3.72+
  • Median: 1.45 — half of all investments score higher

How it compares to other similar mutual funds

The table compares BlackRock Advantage International Fund Class A's Sharpe Ratio with other mutual funds in the Foreign Large Cap Equities category across multiple time periods, showing how BROAX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
GTMIXGMO Tax-Managed International Equities Fund3.49
SAHMXSA International Value Fund3.16
PTSIXPIMCO RAE PLUS International Fund3.03
VIHAXVanguard International High Dividend Yield Index Fund Admiral Shares2.85
SWRLXTouchstone International Equity Fund2.84
JNVMXJPMorgan Developed International Value Fund Class R62.74
GTCIXGlenmede Quantitative International Equity Portfolio2.73
JNUSXJPMorgan International Value Fund2.72
JPVRXJPMorgan Developed International Value Fund Class R52.72
JFEAXJPMorgan Developed International Value Fund Class A2.69
BROAXBlackRock Advantage International Fund Class A1.60
Benchmark

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Time Period

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Historical Sharpe Ratio

The chart shows BROAX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BROAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does BROAX fit in your portfolio?

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