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

Key characteristics


BKFVWO
YTD Return-1.02%1.31%
1Y Return-1.30%5.48%
3Y Return (Ann)-11.71%-3.92%
5Y Return (Ann)-3.39%2.15%
10Y Return (Ann)1.49%3.17%
Sharpe Ratio0.010.49
Daily Std Dev17.44%13.85%
Max Drawdown-70.29%-67.68%
Current Drawdown-40.01%-18.45%

Correlation

0.94
-1.001.00

The correlation between BKF and VWO is 0.94, 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.

Performance

BKF vs. VWO - Performance Comparison

In the year-to-date period, BKF achieves a -1.02% return, which is significantly lower than VWO's 1.31% return. Over the past 10 years, BKF has underperformed VWO with an annualized return of 1.49%, while VWO has yielded a comparatively higher 3.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%NovemberDecember2024FebruaryMarchApril
1.83%
8.98%
BKF
VWO

Compare stocks, funds, or ETFs


iShares MSCI BRIC ETF

Vanguard FTSE Emerging Markets ETF

BKF vs. VWO - Expense Ratio Comparison

BKF has a 0.69% expense ratio, which is higher than VWO's 0.08% 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%0.08%

Risk-Adjusted Performance

BKF vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI BRIC ETF (BKF) and Vanguard FTSE Emerging Markets ETF (VWO). 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 Sharpe ratio of BKF compared to the broader market0.002.004.000.01
Sortino ratio
The Sortino ratio of BKF compared to the broader market-2.000.002.004.006.008.0010.000.13
Omega ratio
The Omega ratio of BKF compared to the broader market1.001.502.002.501.01
Calmar ratio
The Calmar ratio of BKF compared to the broader market0.002.004.006.008.0010.0012.000.00
Martin ratio
The Martin ratio of BKF compared to the broader market0.0020.0040.0060.0080.000.01
VWO
Sharpe ratio
The Sharpe ratio of VWO compared to the broader market0.002.004.000.49
Sortino ratio
The Sortino ratio of VWO compared to the broader market-2.000.002.004.006.008.0010.000.79
Omega ratio
The Omega ratio of VWO compared to the broader market1.001.502.002.501.09
Calmar ratio
The Calmar ratio of VWO compared to the broader market0.002.004.006.008.0010.0012.000.24
Martin ratio
The Martin ratio of VWO compared to the broader market0.0020.0040.0060.0080.001.38

BKF vs. VWO - Sharpe Ratio Comparison

The current BKF Sharpe Ratio is 0.01, which is lower than the VWO Sharpe Ratio of 0.49. The chart below compares the 12-month rolling Sharpe Ratio of BKF and VWO.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
0.01
0.49
BKF
VWO

Dividends

BKF vs. VWO - Dividend Comparison

BKF's dividend yield for the trailing twelve months is around 1.70%, less than VWO's 3.50% yield.


TTM20232022202120202019201820172016201520142013
BKF
iShares MSCI BRIC ETF
1.70%1.68%2.03%2.92%1.01%1.65%2.32%1.51%1.81%3.14%3.00%2.39%
VWO
Vanguard FTSE Emerging Markets ETF
3.50%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%

Drawdowns

BKF vs. VWO - Drawdown Comparison

The maximum BKF drawdown since its inception was -70.29%, roughly equal to the maximum VWO drawdown of -67.68%. The drawdown chart below compares losses from any high point along the way for BKF and VWO


-40.00%-35.00%-30.00%-25.00%-20.00%NovemberDecember2024FebruaryMarchApril
-40.01%
-18.45%
BKF
VWO

Volatility

BKF vs. VWO - Volatility Comparison

iShares MSCI BRIC ETF (BKF) has a higher volatility of 3.43% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 3.01%. This indicates that BKF's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.43%
3.01%
BKF
VWO