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BACAX vs. VXUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BACAX vs. VXUS - Performance Comparison

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

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BACAX vs. VXUS - 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%
VXUS
Vanguard Total International Stock ETF
2.32%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%

Returns By Period

In the year-to-date period, BACAX achieves a 36.30% return, which is significantly higher than VXUS's 2.32% return. Over the past 10 years, BACAX has outperformed VXUS with an annualized return of 10.09%, while VXUS has yielded a comparatively lower 8.91% 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%

VXUS

1D
3.32%
1M
-7.90%
YTD
2.32%
6M
7.01%
1Y
28.12%
3Y*
15.50%
5Y*
7.32%
10Y*
8.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BACAX vs. VXUS - Expense Ratio Comparison

BACAX has a 1.32% expense ratio, which is higher than VXUS's 0.05% expense ratio.


Return for Risk

BACAX vs. VXUS — 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

VXUS
VXUS Risk / Return Rank: 8686
Overall Rank
VXUS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 8787
Sortino Ratio Rank
VXUS Omega Ratio Rank: 8787
Omega Ratio Rank
VXUS Calmar Ratio Rank: 8686
Calmar Ratio Rank
VXUS Martin Ratio Rank: 8585
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. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Energy Opportunities Fund (BACAX) and Vanguard Total International Stock ETF (VXUS). 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.


BACAXVXUSDifference

Sharpe ratio

Return per unit of total volatility

1.87

1.64

+0.22

Sortino ratio

Return per unit of downside risk

2.25

2.26

-0.01

Omega ratio

Gain probability vs. loss probability

1.37

1.34

+0.03

Calmar ratio

Return relative to maximum drawdown

2.19

2.42

-0.23

Martin ratio

Return relative to average drawdown

7.29

9.37

-2.09

BACAX vs. VXUS - Sharpe Ratio Comparison

The current BACAX Sharpe Ratio is 1.87, which is comparable to the VXUS Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of BACAX and VXUS, 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


BACAXVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.64

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.47

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.52

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.35

-0.16

Correlation

The correlation between BACAX and VXUS is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BACAX vs. VXUS - Dividend Comparison

BACAX's dividend yield for the trailing twelve months is around 1.81%, less than VXUS's 2.97% 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%
VXUS
Vanguard Total International Stock ETF
2.97%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Drawdowns

BACAX vs. VXUS - Drawdown Comparison

The maximum BACAX drawdown since its inception was -78.88%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for BACAX and VXUS.


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Drawdown Indicators


BACAXVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-78.88%

-35.97%

-42.91%

Max Drawdown (1Y)

Largest decline over 1 year

-17.54%

-11.27%

-6.27%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-29.44%

+3.70%

Max Drawdown (10Y)

Largest decline over 10 years

-65.92%

-35.97%

-29.95%

Current Drawdown

Current decline from peak

-0.47%

-8.33%

+7.86%

Average Drawdown

Average peak-to-trough decline

-34.52%

-8.29%

-26.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

2.91%

+2.35%

Volatility

BACAX vs. VXUS - Volatility Comparison

The current volatility for BlackRock Energy Opportunities Fund (BACAX) is 4.30%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 8.31%. This indicates that BACAX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BACAXVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

8.31%

-4.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

11.50%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

21.60%

17.19%

+4.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.63%

15.82%

+7.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.18%

17.09%

+10.09%