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BLSIX vs. VEMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLSIX vs. VEMIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, BLSIX achieves a 19.25% return, which is significantly higher than VEMIX's 9.18% return. Over the past 10 years, BLSIX has underperformed VEMIX with an annualized return of 6.06%, while VEMIX has yielded a comparatively higher 7.82% annualized return.


BLSIX

1D
2.02%
1M
-1.71%
6M
9.81%
YTD
19.25%
1Y
35.88%
3Y*
17.59%
5Y*
6.18%
10Y*
6.06%
ALL TIME*
4.10%

VEMIX

1D
1.26%
1M
-0.48%
6M
3.65%
YTD
9.18%
1Y
21.49%
3Y*
14.60%
5Y*
6.08%
10Y*
7.82%
ALL TIME*
7.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

BLSIX vs. VEMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLSIX
BlackRock Advantage Emerging Markets Fund
19.25%29.75%6.46%9.36%-21.53%-4.24%16.59%17.38%-14.34%14.68%
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
9.18%24.80%11.38%8.85%-17.75%0.91%15.26%20.35%-14.55%31.42%

Correlation

The correlation between BLSIX and VEMIX is 0.94, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.95

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.97

Correlation (10Y)
Provides a long-term view across more market conditions.

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2011

0.78

The correlation between BLSIX and VEMIX shifts across timeframes, from 0.78 (all time) to 0.97 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BLSIX vs. VEMIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BLSIX
BLSIX Risk / Return Rank: 5151
Overall Rank
BLSIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BLSIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
BLSIX Omega Ratio Rank: 5454
Omega Ratio Rank
BLSIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
BLSIX Martin Ratio Rank: 5151
Martin Ratio Rank

VEMIX
VEMIX Risk / Return Rank: 4040
Overall Rank
VEMIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VEMIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VEMIX Omega Ratio Rank: 3939
Omega Ratio Rank
VEMIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
VEMIX Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BLSIX vs. VEMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Emerging Markets Fund (BLSIX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX). 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.


BLSIXVEMIXDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.28

1.23

+0.05

Calmar ratioReturn relative to maximum drawdown

2.27

1.87

+0.40

Martin ratioReturn relative to average drawdown

7.51

6.20

+1.31

BLSIX vs. VEMIX - Sharpe Ratio Comparison

The current BLSIX Sharpe Ratio is 1.47, which is comparable to the VEMIX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of BLSIX and VEMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BLSIX vs. VEMIX - Drawdown Comparison

The maximum BLSIX drawdown since its inception was -41.34%, smaller than the maximum VEMIX drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for BLSIX and VEMIX.


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Drawdown Indicators


BLSIXVEMIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.34%

-66.43%

+25.09%

Max Drawdown (1Y)

Largest decline over 1 year

-15.18%

-11.05%

-4.13%

Max Drawdown (3Y)

Largest decline over 3 years

-17.91%

-15.77%

-2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-35.66%

-30.68%

-4.98%

Max Drawdown (10Y)

Largest decline over 10 years

-41.34%

-36.04%

-5.30%

Current Drawdown

Current decline from peak

-9.96%

-4.23%

-5.73%

Average Drawdown

Average peak-to-trough decline

-12.02%

-15.91%

+3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

3.32%

+1.26%

Volatility

BLSIX vs. VEMIX - Volatility Comparison

BlackRock Advantage Emerging Markets Fund (BLSIX) has a higher volatility of 10.04% compared to Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) at 5.34%. This indicates that BLSIX's price experiences larger fluctuations and is considered to be riskier than VEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLSIXVEMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.04%

5.34%

+4.70%

Volatility (6M)

Calculated over the trailing 6-month period

21.69%

13.86%

+7.83%

Volatility (1Y)

Calculated over the trailing 1-year period

23.50%

16.03%

+7.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.41%

15.59%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

16.50%

+1.75%

BLSIX vs. VEMIX - Expense Ratio Comparison

BLSIX has a 0.85% expense ratio, which is higher than VEMIX's 0.06% expense ratio.


Dividends

BLSIX vs. VEMIX - Dividend Comparison

BLSIX's dividend yield for the trailing twelve months is around 1.82%, less than VEMIX's 2.35% yield.


PositionTTM20252024202320222021202020192018201720162015
BLSIX
BlackRock Advantage Emerging Markets Fund
1.82%4.54%2.38%1.99%3.89%1.39%1.54%2.10%0.00%0.00%0.00%1.16%
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
2.35%2.77%3.17%3.51%4.09%2.61%1.90%3.23%2.89%2.33%2.55%2.51%

Frequently Asked Questions


With a correlation of 0.94, BLSIX and VEMIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BLSIX has higher volatility (10.04%) compared to VEMIX (5.34%). In terms of maximum drawdown, BLSIX dropped -41.34% vs VEMIX's -66.43%.

BLSIX currently has the higher Sharpe Ratio (1.47 vs 1.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BLSIX and VEMIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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