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BLSIX vs. BEMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLSIX vs. BEMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Advantage Emerging Markets Fund (BLSIX) and Brandes Emerging Markets Fund (BEMIX). The values are adjusted to include any dividend payments, if applicable.

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BLSIX vs. BEMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLSIX
BlackRock Advantage Emerging Markets Fund
0.89%29.75%6.46%9.36%-21.53%-4.24%16.59%17.38%-14.34%14.68%
BEMIX
Brandes Emerging Markets Fund
2.96%47.83%4.01%22.53%-15.91%1.68%-6.17%18.60%-15.56%26.00%

Returns By Period

In the year-to-date period, BLSIX achieves a 0.89% return, which is significantly lower than BEMIX's 2.96% return. Over the past 10 years, BLSIX has underperformed BEMIX with an annualized return of 4.34%, while BEMIX has yielded a comparatively higher 8.04% annualized return.


BLSIX

1D
-1.03%
1M
-12.27%
YTD
0.89%
6M
5.66%
1Y
27.21%
3Y*
12.93%
5Y*
1.90%
10Y*
4.34%

BEMIX

1D
-0.79%
1M
-11.64%
YTD
2.96%
6M
11.40%
1Y
45.15%
3Y*
21.23%
5Y*
9.84%
10Y*
8.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BLSIX vs. BEMIX - Expense Ratio Comparison

BLSIX has a 0.85% expense ratio, which is lower than BEMIX's 1.12% expense ratio.


Return for Risk

BLSIX vs. BEMIX — Risk / Return Rank

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

BLSIX
BLSIX Risk / Return Rank: 7979
Overall Rank
BLSIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BLSIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
BLSIX Omega Ratio Rank: 7777
Omega Ratio Rank
BLSIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
BLSIX Martin Ratio Rank: 7777
Martin Ratio Rank

BEMIX
BEMIX Risk / Return Rank: 9696
Overall Rank
BEMIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BEMIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BEMIX Omega Ratio Rank: 9595
Omega Ratio Rank
BEMIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
BEMIX Martin Ratio Rank: 9696
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.

BLSIX vs. BEMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Emerging Markets Fund (BLSIX) and Brandes Emerging Markets Fund (BEMIX). 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.


BLSIXBEMIXDifference

Sharpe ratio

Return per unit of total volatility

1.50

2.57

-1.07

Sortino ratio

Return per unit of downside risk

2.02

3.24

-1.22

Omega ratio

Gain probability vs. loss probability

1.30

1.51

-0.22

Calmar ratio

Return relative to maximum drawdown

1.85

3.45

-1.60

Martin ratio

Return relative to average drawdown

7.40

14.31

-6.91

BLSIX vs. BEMIX - Sharpe Ratio Comparison

The current BLSIX Sharpe Ratio is 1.50, which is lower than the BEMIX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of BLSIX and BEMIX, 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


BLSIXBEMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

2.57

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.61

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.48

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.24

-0.03

Correlation

The correlation between BLSIX and BEMIX is 0.69, 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.


Dividends

BLSIX vs. BEMIX - Dividend Comparison

BLSIX's dividend yield for the trailing twelve months is around 4.50%, more than BEMIX's 2.09% yield.


TTM20252024202320222021202020192018201720162015
BLSIX
BlackRock Advantage Emerging Markets Fund
4.50%4.54%2.38%1.99%3.89%1.39%1.54%2.10%0.00%0.00%0.00%1.16%
BEMIX
Brandes Emerging Markets Fund
2.09%2.15%3.04%2.45%2.86%2.31%1.31%2.56%1.55%1.41%2.20%1.54%

Drawdowns

BLSIX vs. BEMIX - Drawdown Comparison

The maximum BLSIX drawdown since its inception was -41.34%, smaller than the maximum BEMIX drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for BLSIX and BEMIX.


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Drawdown Indicators


BLSIXBEMIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.34%

-46.05%

+4.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

-12.07%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-39.28%

-36.37%

-2.91%

Max Drawdown (10Y)

Largest decline over 10 years

-41.34%

-46.05%

+4.71%

Current Drawdown

Current decline from peak

-13.31%

-12.07%

-1.24%

Average Drawdown

Average peak-to-trough decline

-12.20%

-14.32%

+2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

2.91%

+0.42%

Volatility

BLSIX vs. BEMIX - Volatility Comparison

BlackRock Advantage Emerging Markets Fund (BLSIX) and Brandes Emerging Markets Fund (BEMIX) have volatilities of 8.56% and 8.42%, 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


BLSIXBEMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.56%

8.42%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

12.56%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

17.96%

17.37%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

16.15%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

16.96%

+0.30%