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CUSIP
09258N315
Issuer
BlackRock
Inception Date
Jan 25, 2018
Index Tracked
MSCI EAFE Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

BROKX Performance Chart

BlackRock Advantage International Fund Class K (BROKX) is up 12.2% since the beginning of the year. BROKX is currently trading at $26 per share. Investors who bought $1,000 worth of BROKX shares 5 years ago would now be looking at an investment worth $1,693.


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S&P 500 Index

Returns By Period

BlackRock Advantage International Fund Class K (BROKX) has returned 12.20% so far this year and 27.33% over the past 12 months.


BlackRock Advantage International Fund Class K

1D
0.86%
1M
2.84%
YTD
12.20%
6M
12.49%
1Y
27.33%
3Y*
18.33%
5Y*
11.11%
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)

BROKX Monthly Returns History

Based on dividend-adjusted daily data since Jan 29, 2018, BROKX's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +14.5%, while the worst month was Mar 2020 at -15.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BROKX closed higher 47% of trading days. The best single day was Mar 24, 2020 with a return of +8.1%, while the worst single day was Mar 12, 2020 at -10.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.05%4.52%-7.62%5.63%3.09%1.58%12.20%
20255.21%3.42%0.64%3.24%4.85%2.27%-2.34%4.40%3.18%0.35%0.52%3.06%32.56%
2024-0.72%3.07%3.36%-3.20%6.06%-1.23%2.80%2.76%1.05%-5.22%0.68%-2.24%6.80%
20237.66%-2.09%3.12%2.90%-3.68%5.14%2.54%-3.60%-3.45%-2.72%8.46%4.76%19.49%
2022-4.20%-3.54%0.06%-6.23%2.30%-9.22%5.15%-5.49%-8.55%6.13%12.90%-1.26%-13.43%
2021-0.90%3.11%1.92%2.96%4.12%-1.30%0.35%1.37%-3.39%2.75%-3.52%5.37%13.12%

Benchmark Metrics

BlackRock Advantage International Fund Class K has an annualized alpha of 2.42%, beta of 0.68, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since January 29, 2018.

  • This fund participated in 71.86% of S&P 500 Index downside but only 70.31% of its upside - more exposed to losses than it benefited from rallies.
  • This fund generated an annualized alpha of 2.42% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.68 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
2.42%
Beta
0.68
0.62
Upside Capture
70.31%
Downside Capture
71.86%

Expense Ratio

BROKX has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BROKX ranks 40 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.


BROKX Risk / Return Rank: 4040
Overall Rank
BROKX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BROKX Sortino Ratio Rank: 3737
Sortino Ratio Rank
BROKX Omega Ratio Rank: 3737
Omega Ratio Rank
BROKX Calmar Ratio Rank: 4242
Calmar Ratio Rank
BROKX Martin Ratio Rank: 4646
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 International Fund Class K (BROKX) 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.


BROKXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

2.36

2.78

-0.42

Martin ratioReturn relative to average drawdown

9.04

12.44

-3.39

Dividends

Dividend History

BlackRock Advantage International Fund Class K provided a 6.39% dividend yield over the last twelve months, with an annual payout of $1.64 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$1.64$1.64$0.67$0.50$0.53$1.59$0.32$0.46$0.39

Dividend yield

6.39%7.16%3.59%2.75%3.42%8.57%1.76%2.72%2.56%

Monthly Dividends

The table displays the monthly dividend distributions for BlackRock Advantage International Fund Class K. 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$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.68$0.00$0.00$0.00$0.00$0.97$1.64
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.32$0.67
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.22$0.50
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.29$0.53
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.84$0.00$0.00$0.00$0.00$0.75$1.59

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 Advantage International Fund Class K. 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 International Fund Class K was 35.06%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-35.06%Mar 2020
2mo 2d7mo 28d
10moJan 2020 - Nov 2020
Bear market2022
-28.22%Sep 2022
8mo 17d1y 2mo
1y 11moJan 2022 - Dec 2023
2025 selloff2025
-14.04%Apr 2025
19d24d
1mo 13dMar 2025 - May 2025
2026 correction2026
-11.11%Mar 2026
18d2mo 7d
2mo 25dMar 2026 - May 2026
2019 pullback2019
-8.78%Aug 2019
1mo 10d2mo 17d
3mo 27dJul 2019 - Oct 2019

Drawdown Indicators


BROKXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-35.06%

-56.78%

+21.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.11%

-9.10%

-2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-14.04%

-18.90%

+4.86%

Max Drawdown (5Y)

Largest decline over 5 years

-28.22%

-25.43%

-2.79%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-4.77%

-10.71%

+5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.03%

+0.86%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with BROKX

Add BlackRock Advantage International Fund Class K to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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