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BACAX vs. IXC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BACAX vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Energy Opportunities Fund (BACAX) and iShares Global Energy ETF (IXC). The values are adjusted to include any dividend payments, if applicable.

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BACAX vs. IXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BACAX
BlackRock Energy Opportunities Fund
36.30%10.53%3.78%2.61%43.02%42.93%-29.68%12.64%-19.98%2.07%
IXC
iShares Global Energy ETF
37.40%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%

Returns By Period

The year-to-date returns for both investments are quite close, with BACAX having a 36.30% return and IXC slightly higher at 37.40%. Over the past 10 years, BACAX has underperformed IXC with an annualized return of 10.09%, while IXC has yielded a comparatively higher 11.57% annualized return.


BACAX

1D
-0.47%
1M
10.34%
YTD
36.30%
6M
38.98%
1Y
38.84%
3Y*
18.44%
5Y*
22.41%
10Y*
10.09%

IXC

1D
-0.78%
1M
11.19%
YTD
37.40%
6M
40.78%
1Y
42.12%
3Y*
19.66%
5Y*
22.95%
10Y*
11.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BACAX vs. IXC - Expense Ratio Comparison

BACAX has a 1.32% expense ratio, which is higher than IXC's 0.46% expense ratio.


Return for Risk

BACAX vs. IXC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BACAX
BACAX Risk / Return Rank: 8585
Overall Rank
BACAX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BACAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
BACAX Omega Ratio Rank: 8787
Omega Ratio Rank
BACAX Calmar Ratio Rank: 8686
Calmar Ratio Rank
BACAX Martin Ratio Rank: 7676
Martin Ratio Rank

IXC
IXC Risk / Return Rank: 8686
Overall Rank
IXC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 8888
Sortino Ratio Rank
IXC Omega Ratio Rank: 8989
Omega Ratio Rank
IXC Calmar Ratio Rank: 8585
Calmar Ratio Rank
IXC Martin Ratio Rank: 7979
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.

BACAX vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Energy Opportunities Fund (BACAX) and iShares Global Energy ETF (IXC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BACAXIXCDifference

Sharpe ratio

Return per unit of total volatility

1.87

1.90

-0.03

Sortino ratio

Return per unit of downside risk

2.25

2.35

-0.11

Omega ratio

Gain probability vs. loss probability

1.37

1.36

+0.01

Calmar ratio

Return relative to maximum drawdown

2.19

2.39

-0.21

Martin ratio

Return relative to average drawdown

7.29

7.98

-0.70

BACAX vs. IXC - Sharpe Ratio Comparison

The current BACAX Sharpe Ratio is 1.87, which is comparable to the IXC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of BACAX and IXC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BACAXIXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.90

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.98

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.43

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.33

-0.14

Correlation

The correlation between BACAX and IXC is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BACAX vs. IXC - Dividend Comparison

BACAX's dividend yield for the trailing twelve months is around 1.81%, less than IXC's 2.68% yield.


TTM20252024202320222021202020192018201720162015
BACAX
BlackRock Energy Opportunities Fund
1.81%2.47%2.29%3.06%2.21%2.39%3.38%2.69%2.87%2.48%1.95%1.98%
IXC
iShares Global Energy ETF
2.68%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%

Drawdowns

BACAX vs. IXC - Drawdown Comparison

The maximum BACAX drawdown since its inception was -78.88%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for BACAX and IXC.


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Drawdown Indicators


BACAXIXCDifference

Max Drawdown

Largest peak-to-trough decline

-78.88%

-67.88%

-11.00%

Max Drawdown (1Y)

Largest decline over 1 year

-17.54%

-18.03%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-24.93%

-0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-65.92%

-64.16%

-1.76%

Current Drawdown

Current decline from peak

-0.47%

-1.12%

+0.65%

Average Drawdown

Average peak-to-trough decline

-34.52%

-17.57%

-16.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

5.41%

-0.15%

Volatility

BACAX vs. IXC - Volatility Comparison

BlackRock Energy Opportunities Fund (BACAX) and iShares Global Energy ETF (IXC) have volatilities of 4.30% and 4.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BACAXIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

4.41%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

12.78%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

21.60%

22.29%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.63%

23.46%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.18%

26.78%

+0.40%