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BCX vs. BRIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCX vs. BRIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock Resources & Commodities Strategy Trust (BCX) and Baron Real Estate Income Fund (BRIIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with BCX having a 14.22% return and BRIIX slightly higher at 14.38%.


BCX

1D
1.86%
1M
5.78%
6M
-0.02%
YTD
14.22%
1Y
37.51%
3Y*
15.78%
5Y*
12.91%
10Y*
11.96%
ALL TIME*
4.54%

BRIIX

1D
-1.52%
1M
-0.15%
6M
13.19%
YTD
14.38%
1Y
19.89%
3Y*
13.30%
5Y*
5.24%
10Y*
ALL TIME*
9.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.17M$1.87M$2.36M
$0.00$0.00$0.00

BCX vs. BRIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCX
Blackrock Resources & Commodities Strategy Trust
14.22%40.37%3.18%-4.79%12.80%32.90%0.04%23.80%-22.55%1.56%
BRIIX
Baron Real Estate Income Fund
14.38%3.73%17.32%15.52%-27.49%29.29%22.32%36.54%-11.02%0.00%

Correlation

The correlation between BCX and BRIIX is 0.23, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.23

Correlation (3Y)
Balances recent behavior with more history.

0.35

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.39

Correlation (All Time)
Calculated using the full available price history since Dec 29, 2017

0.42

The correlation between BCX and BRIIX shifts across timeframes, from 0.23 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BCX vs. BRIIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BCX
BCX Risk / Return Rank: 6262
Overall Rank
BCX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BCX Sortino Ratio Rank: 7070
Sortino Ratio Rank
BCX Omega Ratio Rank: 7474
Omega Ratio Rank
BCX Calmar Ratio Rank: 5555
Calmar Ratio Rank
BCX Martin Ratio Rank: 3333
Martin Ratio Rank

BRIIX
BRIIX Risk / Return Rank: 5757
Overall Rank
BRIIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BRIIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
BRIIX Omega Ratio Rank: 4646
Omega Ratio Rank
BRIIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
BRIIX Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BCX vs. BRIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Resources & Commodities Strategy Trust (BCX) and Baron Real Estate Income Fund (BRIIX). 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.

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.


BCXBRIIXDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.32

1.23

+0.08

Calmar ratioReturn relative to maximum drawdown

1.92

2.37

-0.45

Martin ratioReturn relative to average drawdown

4.76

8.41

-3.65

BCX vs. BRIIX - Sharpe Ratio Comparison

The current BCX Sharpe Ratio is 1.81, which is higher than the BRIIX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of BCX and BRIIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BCX vs. BRIIX - Drawdown Comparison

The maximum BCX drawdown since its inception was -62.36%, which is greater than BRIIX's maximum drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for BCX and BRIIX.


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Drawdown Indicators


BCXBRIIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.36%

-37.06%

-25.30%

Max Drawdown (1Y)

Largest decline over 1 year

-18.85%

-7.61%

-11.24%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-17.53%

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-29.22%

-32.86%

+3.64%

Max Drawdown (10Y)

Largest decline over 10 years

-59.23%

Current Drawdown

Current decline from peak

-9.08%

-1.77%

-7.31%

Average Drawdown

Average peak-to-trough decline

-19.57%

-8.45%

-11.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.57%

2.14%

+5.43%

Volatility

BCX vs. BRIIX - Volatility Comparison

Blackrock Resources & Commodities Strategy Trust (BCX) has a higher volatility of 4.74% compared to Baron Real Estate Income Fund (BRIIX) at 4.43%. This indicates that BCX's price experiences larger fluctuations and is considered to be riskier than BRIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCXBRIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

4.43%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

17.00%

10.66%

+6.34%

Volatility (1Y)

Calculated over the trailing 1-year period

19.99%

13.84%

+6.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

18.41%

+3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.58%

20.54%

+3.04%

BCX vs. BRIIX - Expense Ratio Comparison

BCX has a 1.10% expense ratio, which is higher than BRIIX's 1.08% expense ratio.


Dividends

BCX vs. BRIIX - Dividend Comparison

BCX's dividend yield for the trailing twelve months is around 6.94%, more than BRIIX's 1.41% yield.


PositionTTM20252024202320222021202020192018201720162015
BCX
Blackrock Resources & Commodities Strategy Trust
6.94%7.62%7.49%7.00%5.52%5.13%7.10%7.67%8.77%6.19%6.98%11.38%
BRIIX
Baron Real Estate Income Fund
1.41%1.70%1.39%1.95%2.00%1.21%0.77%1.12%3.03%0.00%0.00%0.00%

Frequently Asked Questions


BCX and BRIIX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCX has higher volatility (4.74%) compared to BRIIX (4.43%). In terms of maximum drawdown, BCX dropped -62.36% vs BRIIX's -37.06%.

BCX currently has the higher Sharpe Ratio (1.81 vs 1.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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