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BIRIX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIRIX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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BIRIX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIRIX
BlackRock Sustainable Advantage Large Cap Core Fund
-6.57%18.97%21.83%25.55%-19.73%28.16%22.41%31.19%-5.94%20.95%
FXAIX
Fidelity 500 Index Fund
-7.05%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Returns By Period

In the year-to-date period, BIRIX achieves a -6.57% return, which is significantly higher than FXAIX's -7.05% return. Both investments have delivered pretty close results over the past 10 years, with BIRIX having a 13.60% annualized return and FXAIX not far ahead at 13.75%.


BIRIX

1D
-0.54%
1M
-7.31%
YTD
-6.57%
6M
-3.46%
1Y
17.06%
3Y*
16.57%
5Y*
10.33%
10Y*
13.60%

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIRIX vs. FXAIX - Expense Ratio Comparison

BIRIX has a 0.48% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Return for Risk

BIRIX vs. FXAIX — Risk / Return Rank

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

BIRIX
BIRIX Risk / Return Rank: 5656
Overall Rank
BIRIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BIRIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
BIRIX Omega Ratio Rank: 5757
Omega Ratio Rank
BIRIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
BIRIX Martin Ratio Rank: 6666
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
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.

BIRIX vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) and Fidelity 500 Index Fund (FXAIX). 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.


BIRIXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.84

+0.13

Sortino ratio

Return per unit of downside risk

1.47

1.30

+0.18

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.02

Calmar ratio

Return relative to maximum drawdown

1.24

1.05

+0.19

Martin ratio

Return relative to average drawdown

6.24

5.13

+1.11

BIRIX vs. FXAIX - Sharpe Ratio Comparison

The current BIRIX Sharpe Ratio is 0.97, which is comparable to the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of BIRIX and FXAIX, 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


BIRIXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.84

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.68

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.77

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.75

-0.03

Correlation

The correlation between BIRIX and FXAIX is 0.99, 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

BIRIX vs. FXAIX - Dividend Comparison

BIRIX's dividend yield for the trailing twelve months is around 6.97%, more than FXAIX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
BIRIX
BlackRock Sustainable Advantage Large Cap Core Fund
6.97%6.51%15.58%1.01%1.22%5.79%3.69%2.95%8.26%4.89%2.78%0.00%
FXAIX
Fidelity 500 Index Fund
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

BIRIX vs. FXAIX - Drawdown Comparison

The maximum BIRIX drawdown since its inception was -34.67%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for BIRIX and FXAIX.


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Drawdown Indicators


BIRIXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.67%

-33.79%

-0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.26%

-12.13%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

-24.50%

-1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-34.67%

-33.79%

-0.88%

Current Drawdown

Current decline from peak

-8.46%

-8.89%

+0.43%

Average Drawdown

Average peak-to-trough decline

-5.02%

-3.83%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.50%

-0.06%

Volatility

BIRIX vs. FXAIX - Volatility Comparison

BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.37% and 4.24%, 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


BIRIXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

4.24%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

9.08%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

18.33%

18.13%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.51%

16.88%

+1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.01%

18.03%

+0.98%