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BACIX vs. BGLYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BACIX vs. BGLYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Energy Opportunities Fund (BACIX) and Brookfield Global Listed Infrastructure Fund (BGLYX). The values are adjusted to include any dividend payments, if applicable.

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BACIX vs. BGLYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BACIX
BlackRock Energy Opportunities Fund
36.34%11.03%4.23%2.97%43.64%43.50%-29.38%13.04%-19.55%2.47%
BGLYX
Brookfield Global Listed Infrastructure Fund
8.53%13.04%9.01%3.32%-5.47%16.13%-3.25%25.44%-8.06%10.79%

Returns By Period

In the year-to-date period, BACIX achieves a 36.34% return, which is significantly higher than BGLYX's 8.53% return. Over the past 10 years, BACIX has outperformed BGLYX with an annualized return of 10.55%, while BGLYX has yielded a comparatively lower 7.28% annualized return.


BACIX

1D
-0.46%
1M
10.35%
YTD
36.34%
6M
39.26%
1Y
39.36%
3Y*
18.93%
5Y*
22.91%
10Y*
10.55%

BGLYX

1D
0.48%
1M
-4.56%
YTD
8.53%
6M
9.80%
1Y
17.54%
3Y*
10.89%
5Y*
8.15%
10Y*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BACIX vs. BGLYX - Expense Ratio Comparison

BACIX has a 0.91% expense ratio, which is lower than BGLYX's 1.00% expense ratio.


Return for Risk

BACIX vs. BGLYX — Risk / Return Rank

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

BACIX
BACIX Risk / Return Rank: 8585
Overall Rank
BACIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BACIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
BACIX Omega Ratio Rank: 8787
Omega Ratio Rank
BACIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
BACIX Martin Ratio Rank: 7777
Martin Ratio Rank

BGLYX
BGLYX Risk / Return Rank: 8484
Overall Rank
BGLYX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BGLYX Sortino Ratio Rank: 8080
Sortino Ratio Rank
BGLYX Omega Ratio Rank: 7777
Omega Ratio Rank
BGLYX Calmar Ratio Rank: 8989
Calmar Ratio Rank
BGLYX Martin Ratio Rank: 8989
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.

BACIX vs. BGLYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Energy Opportunities Fund (BACIX) and Brookfield Global Listed Infrastructure Fund (BGLYX). 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.


BACIXBGLYXDifference

Sharpe ratio

Return per unit of total volatility

1.90

1.52

+0.37

Sortino ratio

Return per unit of downside risk

2.28

2.04

+0.24

Omega ratio

Gain probability vs. loss probability

1.37

1.29

+0.08

Calmar ratio

Return relative to maximum drawdown

2.21

2.45

-0.23

Martin ratio

Return relative to average drawdown

7.42

9.89

-2.47

BACIX vs. BGLYX - Sharpe Ratio Comparison

The current BACIX Sharpe Ratio is 1.90, which is comparable to the BGLYX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of BACIX and BGLYX, 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


BACIXBGLYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

1.52

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.61

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.47

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.48

-0.28

Correlation

The correlation between BACIX and BGLYX is 0.59, 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

BACIX vs. BGLYX - Dividend Comparison

BACIX's dividend yield for the trailing twelve months is around 2.05%, less than BGLYX's 28.55% yield.


TTM20252024202320222021202020192018201720162015
BACIX
BlackRock Energy Opportunities Fund
2.05%2.79%2.63%3.39%2.49%2.67%3.66%3.06%3.43%2.76%2.38%2.51%
BGLYX
Brookfield Global Listed Infrastructure Fund
28.55%30.30%1.89%1.88%7.34%4.53%3.71%3.94%4.31%4.03%4.09%4.03%

Drawdowns

BACIX vs. BGLYX - Drawdown Comparison

The maximum BACIX drawdown since its inception was -77.81%, which is greater than BGLYX's maximum drawdown of -36.54%. Use the drawdown chart below to compare losses from any high point for BACIX and BGLYX.


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Drawdown Indicators


BACIXBGLYXDifference

Max Drawdown

Largest peak-to-trough decline

-77.81%

-36.54%

-41.27%

Max Drawdown (1Y)

Largest decline over 1 year

-17.60%

-7.55%

-10.05%

Max Drawdown (5Y)

Largest decline over 5 years

-25.76%

-20.94%

-4.82%

Max Drawdown (10Y)

Largest decline over 10 years

-65.65%

-36.54%

-29.11%

Current Drawdown

Current decline from peak

-0.46%

-4.56%

+4.10%

Average Drawdown

Average peak-to-trough decline

-32.59%

-7.92%

-24.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

1.87%

+3.39%

Volatility

BACIX vs. BGLYX - Volatility Comparison

BlackRock Energy Opportunities Fund (BACIX) has a higher volatility of 4.26% compared to Brookfield Global Listed Infrastructure Fund (BGLYX) at 3.90%. This indicates that BACIX's price experiences larger fluctuations and is considered to be riskier than BGLYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BACIXBGLYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

3.90%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

7.35%

+4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

21.56%

12.09%

+9.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.61%

13.46%

+10.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.17%

15.62%

+11.55%