BGEEX vs. FMIEX

Last updated Apr 1, 2026

Compare and contrast key facts about BlackRock GA Dynamic Equity Fund (BGEEX) and Wasatch Global Value Fund Investor Class Shares (FMIEX).

BGEEX is managed by BlackRock. It was launched on May 31, 2017. FMIEX is managed by Wasatch. It was launched on Sep 25, 1996.

Performance

BGEEX vs. FMIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock GA Dynamic Equity Fund (BGEEX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). The values are adjusted to include any dividend payments, if applicable.

BGEEX vs. FMIEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BGEEX BlackRock GA Dynamic Equity Fund	0.00%	14.98%	18.91%	17.84%	-17.58%	18.28%	21.51%	26.95%	-13.34%	11.23%
FMIEX Wasatch Global Value Fund Investor Class Shares	6.04%	30.93%	8.66%	5.67%	-0.12%	25.11%	2.04%	17.27%	-5.67%	7.53%

Returns By Period

BGEEX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FMIEX

• 1D: 0.60%
• 1M: -5.84%
• YTD: 6.04%
• 6M: 10.61%
• 1Y: 24.34%
• 3Y*: 16.68%
• 5Y*: 11.63%
• 10Y*: 11.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BGEEX vs. FMIEX - Expense Ratio Comparison

BGEEX has a 0.50% expense ratio, which is lower than FMIEX's 1.10% expense ratio.

FMIEX

Wasatch Global Value Fund Investor Class Shares

BGEEX

BlackRock GA Dynamic Equity Fund

Return for Risk

BGEEX vs. FMIEX — Risk / Return Rank

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

FMIEX

FMIEX Risk / Return Rank: 92
FMIEX Sharpe Ratio Rank: 94
FMIEX Sortino Ratio Rank: 93
FMIEX Omega Ratio Rank: 91
FMIEX Calmar Ratio Rank: 91
FMIEX Martin Ratio Rank: 94

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.

BGEEX vs. FMIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock GA Dynamic Equity Fund (BGEEX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BGEEX	FMIEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.14	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.92	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.70	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.58	—

Correlation

The correlation between BGEEX and FMIEX is 0.71, 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

BGEEX vs. FMIEX - Dividend Comparison

BGEEX's dividend yield for the trailing twelve months is around 0.68%, less than FMIEX's 4.95% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BGEEX BlackRock GA Dynamic Equity Fund	0.68%	0.68%	2.04%	1.00%	0.72%	9.29%	0.88%	1.62%	3.18%	2.71%	0.00%	0.00%
FMIEX Wasatch Global Value Fund Investor Class Shares	4.95%	5.76%	9.02%	3.27%	8.54%	4.34%	1.74%	3.82%	18.46%	16.45%	5.16%	11.75%

Drawdowns

Drawdown Indicators

	BGEEX	FMIEX	Difference
Max Drawdown Largest peak-to-trough decline	—	-49.85%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.34%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.63%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.33%	—
Current Drawdown Current decline from peak	—	-5.84%	—
Average Drawdown Average peak-to-trough decline	—	-6.61%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.04%	—

Volatility

Volatility by Period

	BGEEX	FMIEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.51%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.70%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	11.81%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	12.77%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	15.73%	—