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BKF vs. VB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BKFVB
YTD Return-2.18%-0.01%
1Y Return-2.93%14.01%
3Y Return (Ann)-12.51%0.15%
5Y Return (Ann)-3.63%8.00%
10Y Return (Ann)1.08%8.40%
Sharpe Ratio-0.100.86
Daily Std Dev17.39%17.38%
Max Drawdown-70.29%-59.58%
Current Drawdown-40.71%-7.48%

Correlation

-0.50.00.51.00.7

The correlation between BKF and VB is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BKF vs. VB - Performance Comparison

In the year-to-date period, BKF achieves a -2.18% return, which is significantly lower than VB's -0.01% return. Over the past 10 years, BKF has underperformed VB with an annualized return of 1.08%, while VB has yielded a comparatively higher 8.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
0.52%
13.14%
BKF
VB

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares MSCI BRIC ETF

Vanguard Small-Cap ETF

BKF vs. VB - Expense Ratio Comparison

BKF has a 0.69% expense ratio, which is higher than VB's 0.05% expense ratio.

BKF
iShares MSCI BRIC ETF
0.50%1.00%1.50%2.00%0.69%
0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

BKF vs. VB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI BRIC ETF (BKF) and Vanguard Small-Cap ETF (VB). 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.


BKF
Sharpe ratio
The chart of Sharpe ratio for BKF, currently valued at -0.10, compared to the broader market0.002.004.00-0.10
Sortino ratio
The chart of Sortino ratio for BKF, currently valued at -0.02, compared to the broader market-2.000.002.004.006.008.0010.00-0.02
Omega ratio
The chart of Omega ratio for BKF, currently valued at 1.00, compared to the broader market1.001.502.002.501.00
Calmar ratio
The chart of Calmar ratio for BKF, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.00-0.04
Martin ratio
The chart of Martin ratio for BKF, currently valued at -0.23, compared to the broader market0.0020.0040.0060.0080.00-0.23
VB
Sharpe ratio
The chart of Sharpe ratio for VB, currently valued at 0.86, compared to the broader market0.002.004.000.86
Sortino ratio
The chart of Sortino ratio for VB, currently valued at 1.35, compared to the broader market-2.000.002.004.006.008.0010.001.35
Omega ratio
The chart of Omega ratio for VB, currently valued at 1.15, compared to the broader market1.001.502.002.501.15
Calmar ratio
The chart of Calmar ratio for VB, currently valued at 0.62, compared to the broader market0.002.004.006.008.0010.0012.000.62
Martin ratio
The chart of Martin ratio for VB, currently valued at 2.73, compared to the broader market0.0020.0040.0060.0080.002.73

BKF vs. VB - Sharpe Ratio Comparison

The current BKF Sharpe Ratio is -0.10, which is lower than the VB Sharpe Ratio of 0.86. The chart below compares the 12-month rolling Sharpe Ratio of BKF and VB.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
-0.10
0.86
BKF
VB

Dividends

BKF vs. VB - Dividend Comparison

BKF's dividend yield for the trailing twelve months is around 1.72%, more than VB's 1.53% yield.


TTM20232022202120202019201820172016201520142013
BKF
iShares MSCI BRIC ETF
1.72%1.68%2.03%2.92%1.01%1.65%2.32%1.51%1.81%3.14%3.00%2.39%
VB
Vanguard Small-Cap ETF
1.53%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%

Drawdowns

BKF vs. VB - Drawdown Comparison

The maximum BKF drawdown since its inception was -70.29%, which is greater than VB's maximum drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for BKF and VB. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-40.71%
-7.48%
BKF
VB

Volatility

BKF vs. VB - Volatility Comparison

The current volatility for iShares MSCI BRIC ETF (BKF) is 3.42%, while Vanguard Small-Cap ETF (VB) has a volatility of 5.03%. This indicates that BKF experiences smaller price fluctuations and is considered to be less risky than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
3.42%
5.03%
BKF
VB