BGEEX vs. VTWAX

Last updated Jul 1, 2026

BGEEX (BlackRock GA Dynamic Equity Fund) and VTWAX (Vanguard Total World Stock Index Fund Admiral Shares) are both Global Equities funds. Their correlation of 0.92 suggests significant overlap in exposure. BGEEX charges 0.50%/yr vs 0.09%/yr for VTWAX.

Performance

BGEEX vs. VTWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock GA Dynamic Equity Fund (BGEEX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BGEEX

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

VTWAX

• 1D: 1.06%
• 1M: -1.04%
• YTD: 11.17%
• 6M: 10.55%
• 1Y: 23.38%
• 3Y*: 19.38%
• 5Y*: 10.70%
• 10Y*: —

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

BGEEX vs. VTWAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
BGEEX BlackRock GA Dynamic Equity Fund	0.00%	14.98%	18.91%	17.84%	-17.58%	18.28%	21.51%	16.71%
VTWAX Vanguard Total World Stock Index Fund Admiral Shares	11.17%	22.43%	16.43%	21.85%	-18.02%	18.17%	16.67%	17.53%

Correlation

The correlation between BGEEX and VTWAX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (All Time) Calculated using the full available price history since Feb 7, 2019	0.92

Over the past year, the correlation between BGEEX and VTWAX has dropped to 0.32 - well below their long-term average of 0.92, suggesting their price drivers have been diverging.

Return for Risk

BGEEX vs. VTWAX — Risk / Return Rank

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

BGEEX

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

VTWAX

VTWAX Risk / Return Rank: 62
VTWAX Sharpe Ratio Rank: 62
VTWAX Sortino Ratio Rank: 58
VTWAX Omega Ratio Rank: 60
VTWAX Calmar Ratio Rank: 62
VTWAX Martin Ratio Rank: 71

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. VTWAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock GA Dynamic Equity Fund (BGEEX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). 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.

	BGEEX	VTWAX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.82	—
Sortino ratio: Return per unit of downside risk	—	2.50	—
Omega ratio: Gain probability vs. loss probability	—	1.33	—
Calmar ratio: Return relative to maximum drawdown	—	2.49	—
Martin ratio: Return relative to average drawdown	—	10.71	—

Drawdowns

Drawdown Indicators

	BGEEX	VTWAX	Difference
Max Drawdown Largest peak-to-trough decline	—	-34.20%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.64%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-16.43%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.40%	—
Current Drawdown Current decline from peak	—	-1.75%	—
Average Drawdown Average peak-to-trough decline	—	-5.27%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.24%	—

Volatility

Volatility by Period

	BGEEX	VTWAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.55%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.00%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	13.24%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	15.87%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	18.22%	—

BGEEX vs. VTWAX - Expense Ratio Comparison

BGEEX has a 0.50% expense ratio, which is higher than VTWAX's 0.09% expense ratio.

Dividends

BGEEX vs. VTWAX - Dividend Comparison

BGEEX's dividend yield for the trailing twelve months is around 0.68%, less than VTWAX's 1.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
VTWAX Vanguard Total World Stock Index Fund Admiral Shares	1.57%	1.80%	1.92%	2.06%	2.17%	1.79%	1.64%	2.28%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BGEEX and VTWAX in my portfolio?

BGEEX and VTWAX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.