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BGCKX vs. BDMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGCKX vs. BDMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Global Equity Market Neutral Fund Institutional Shares (BGCKX) and BlackRock Global Equity Market Neutral Fund (BDMAX). The values are adjusted to include any dividend payments, if applicable.

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BGCKX vs. BDMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGCKX
BlackRock Global Equity Market Neutral Fund Institutional Shares
3.62%18.38%21.55%14.60%1.80%3.42%0.33%-0.82%2.22%12.83%
BDMAX
BlackRock Global Equity Market Neutral Fund
3.51%18.08%21.12%14.27%1.57%3.11%-0.05%-1.02%1.86%12.57%

Returns By Period

The year-to-date returns for both stocks are quite close, with BGCKX having a 3.62% return and BDMAX slightly lower at 3.51%. Both investments have delivered pretty close results over the past 10 years, with BGCKX having a 7.27% annualized return and BDMAX not far behind at 6.95%.


BGCKX

1D
-0.46%
1M
0.93%
YTD
3.62%
6M
6.66%
1Y
16.80%
3Y*
18.66%
5Y*
11.22%
10Y*
7.27%

BDMAX

1D
-0.41%
1M
0.89%
YTD
3.51%
6M
6.52%
1Y
16.41%
3Y*
18.28%
5Y*
10.88%
10Y*
6.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGCKX vs. BDMAX - Expense Ratio Comparison

BGCKX has a 1.29% expense ratio, which is lower than BDMAX's 1.60% expense ratio.


Return for Risk

BGCKX vs. BDMAX — Risk / Return Rank

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

BGCKX
BGCKX Risk / Return Rank: 9696
Overall Rank
BGCKX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BGCKX Sortino Ratio Rank: 9797
Sortino Ratio Rank
BGCKX Omega Ratio Rank: 9494
Omega Ratio Rank
BGCKX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BGCKX Martin Ratio Rank: 9595
Martin Ratio Rank

BDMAX
BDMAX Risk / Return Rank: 9696
Overall Rank
BDMAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BDMAX Sortino Ratio Rank: 9797
Sortino Ratio Rank
BDMAX Omega Ratio Rank: 9494
Omega Ratio Rank
BDMAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BDMAX Martin Ratio Rank: 9595
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.

BGCKX vs. BDMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Equity Market Neutral Fund Institutional Shares (BGCKX) and BlackRock Global Equity Market Neutral Fund (BDMAX). 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.


BGCKXBDMAXDifference

Sharpe ratio

Return per unit of total volatility

2.59

2.54

+0.05

Sortino ratio

Return per unit of downside risk

3.78

3.72

+0.06

Omega ratio

Gain probability vs. loss probability

1.48

1.47

+0.01

Calmar ratio

Return relative to maximum drawdown

5.07

4.83

+0.25

Martin ratio

Return relative to average drawdown

13.83

13.40

+0.43

BGCKX vs. BDMAX - Sharpe Ratio Comparison

The current BGCKX Sharpe Ratio is 2.59, which is comparable to the BDMAX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of BGCKX and BDMAX, 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


BGCKXBDMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

2.54

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.73

1.68

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.26

1.21

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

1.09

+0.17

Correlation

The correlation between BGCKX and BDMAX is 0.94, 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

BGCKX vs. BDMAX - Dividend Comparison

BGCKX's dividend yield for the trailing twelve months is around 8.65%, which matches BDMAX's 8.64% yield.


TTM20252024202320222021202020192018201720162015
BGCKX
BlackRock Global Equity Market Neutral Fund Institutional Shares
8.65%8.96%13.25%7.49%0.00%1.22%0.34%6.80%0.96%0.00%0.00%0.00%
BDMAX
BlackRock Global Equity Market Neutral Fund
8.64%8.94%13.39%7.14%0.00%1.25%0.04%6.60%0.85%0.00%0.00%1.56%

Drawdowns

BGCKX vs. BDMAX - Drawdown Comparison

The maximum BGCKX drawdown since its inception was -9.47%, smaller than the maximum BDMAX drawdown of -12.37%. Use the drawdown chart below to compare losses from any high point for BGCKX and BDMAX.


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Drawdown Indicators


BGCKXBDMAXDifference

Max Drawdown

Largest peak-to-trough decline

-9.47%

-12.37%

+2.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.51%

-3.61%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-7.35%

-7.72%

+0.37%

Max Drawdown (10Y)

Largest decline over 10 years

-9.47%

-9.71%

+0.24%

Current Drawdown

Current decline from peak

-0.85%

-0.81%

-0.04%

Average Drawdown

Average peak-to-trough decline

-2.18%

-2.86%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.30%

-0.01%

Volatility

BGCKX vs. BDMAX - Volatility Comparison

BlackRock Global Equity Market Neutral Fund Institutional Shares (BGCKX) and BlackRock Global Equity Market Neutral Fund (BDMAX) have volatilities of 1.59% and 1.56%, 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


BGCKXBDMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

1.56%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.75%

4.70%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

6.92%

6.91%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.53%

6.53%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.76%

5.77%

-0.01%