Correlation
The correlation between BGDVX and BROIX is 0.77, 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.
BGDVX vs. BROIX
Compare and contrast key facts about BlackRock GA Disciplined Volatility Equity Fund (BGDVX) and BlackRock Advantage International Fund (BROIX).
BGDVX is managed by Blackrock. It was launched on May 31, 2017. BROIX is managed by Blackrock. It was launched on Jan 31, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BGDVX or BROIX.
Performance
BGDVX vs. BROIX - Performance Comparison
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Key characteristics
BGDVX:
1.26
BROIX:
1.00
BGDVX:
1.72
BROIX:
1.37
BGDVX:
1.24
BROIX:
1.19
BGDVX:
1.46
BROIX:
1.15
BGDVX:
6.87
BROIX:
3.70
BGDVX:
2.00%
BROIX:
4.37%
BGDVX:
11.63%
BROIX:
17.09%
BGDVX:
-28.99%
BROIX:
-56.21%
BGDVX:
-0.00%
BROIX:
-0.27%
Returns By Period
In the year-to-date period, BGDVX achieves a 7.74% return, which is significantly lower than BROIX's 18.47% return.
BGDVX
7.74%
3.34%
4.93%
14.59%
12.43%
11.56%
N/A
BROIX
18.47%
4.85%
15.01%
17.00%
13.54%
11.81%
6.24%
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BGDVX vs. BROIX - Expense Ratio Comparison
Both BGDVX and BROIX have an expense ratio of 0.50%.
Risk-Adjusted Performance
BGDVX vs. BROIX — Risk-Adjusted Performance Rank
BGDVX
BROIX
BGDVX vs. BROIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock GA Disciplined Volatility Equity Fund (BGDVX) and BlackRock Advantage International Fund (BROIX). 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.
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Dividends
BGDVX vs. BROIX - Dividend Comparison
BGDVX's dividend yield for the trailing twelve months is around 2.67%, less than BROIX's 3.00% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGDVX BlackRock GA Disciplined Volatility Equity Fund | 2.67% | 2.88% | 2.34% | 3.51% | 5.82% | 2.43% | 4.67% | 1.80% | 0.76% | 0.00% | 0.00% | 0.00% |
BROIX BlackRock Advantage International Fund | 3.00% | 3.55% | 2.71% | 3.37% | 8.51% | 1.72% | 2.67% | 2.69% | 0.72% | 2.09% | 0.79% | 1.80% |
Drawdowns
BGDVX vs. BROIX - Drawdown Comparison
The maximum BGDVX drawdown since its inception was -28.99%, smaller than the maximum BROIX drawdown of -56.21%. Use the drawdown chart below to compare losses from any high point for BGDVX and BROIX.
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Volatility
BGDVX vs. BROIX - Volatility Comparison
The current volatility for BlackRock GA Disciplined Volatility Equity Fund (BGDVX) is 3.00%, while BlackRock Advantage International Fund (BROIX) has a volatility of 3.42%. This indicates that BGDVX experiences smaller price fluctuations and is considered to be less risky than BROIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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