BACAX vs. VXUS
Compare and contrast key facts about BlackRock Energy Opportunities Fund (BACAX) and Vanguard Total International Stock ETF (VXUS).
BACAX is managed by Blackrock. It was launched on Feb 16, 2005. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BACAX or VXUS.
Performance
BACAX vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, BACAX achieves a 10.76% return, which is significantly higher than VXUS's 5.91% return. Over the past 10 years, BACAX has underperformed VXUS with an annualized return of 1.97%, while VXUS has yielded a comparatively higher 4.79% annualized return.
BACAX
10.76%
1.97%
-1.47%
9.79%
11.37%
1.97%
VXUS
5.91%
-4.79%
-1.70%
13.39%
5.25%
4.79%
Key characteristics
| BACAX | VXUS | |
|---|---|---|
| Sharpe Ratio | 0.62 | 1.01 |
| Sortino Ratio | 0.92 | 1.47 |
| Omega Ratio | 1.11 | 1.18 |
| Calmar Ratio | 0.25 | 1.07 |
| Martin Ratio | 2.08 | 5.43 |
| Ulcer Index | 4.82% | 2.38% |
| Daily Std Dev | 16.08% | 12.73% |
| Max Drawdown | -82.42% | -35.97% |
| Current Drawdown | -31.25% | -7.59% |
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BACAX vs. VXUS - Expense Ratio Comparison
BACAX has a 1.32% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Correlation
The correlation between BACAX and VXUS is 0.65, 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.
Risk-Adjusted Performance
BACAX vs. VXUS - Risk-Adjusted Performance 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.
Dividends
BACAX vs. VXUS - Dividend Comparison
BACAX's dividend yield for the trailing twelve months is around 2.29%, less than VXUS's 3.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BACAX BlackRock Energy Opportunities Fund | 2.29% | 3.06% | 2.20% | 2.39% | 3.39% | 2.69% | 2.88% | 2.48% | 1.95% | 1.98% | 1.22% | 0.42% |
VXUS Vanguard Total International Stock ETF | 3.02% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
BACAX vs. VXUS - Drawdown Comparison
The maximum BACAX drawdown since its inception was -82.42%, 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. For additional features, visit the drawdowns tool.
Volatility
BACAX vs. VXUS - Volatility Comparison
The current volatility for BlackRock Energy Opportunities Fund (BACAX) is 3.19%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 3.90%. 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.