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BLX vs. VWAHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLX and VWAHX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

BLX vs. VWAHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco Latinoamericano de Comercio Exterior, S.A (BLX) and Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
27.57%
0.36%
BLX
VWAHX

Key characteristics

Sharpe Ratio

BLX:

2.94

VWAHX:

0.95

Sortino Ratio

BLX:

3.91

VWAHX:

1.28

Omega Ratio

BLX:

1.51

VWAHX:

1.20

Calmar Ratio

BLX:

4.54

VWAHX:

0.63

Martin Ratio

BLX:

15.61

VWAHX:

3.07

Ulcer Index

BLX:

4.85%

VWAHX:

1.24%

Daily Std Dev

BLX:

25.77%

VWAHX:

4.01%

Max Drawdown

BLX:

-95.52%

VWAHX:

-17.82%

Current Drawdown

BLX:

-2.89%

VWAHX:

-1.98%

Returns By Period

In the year-to-date period, BLX achieves a 6.83% return, which is significantly higher than VWAHX's -0.00% return. Over the past 10 years, BLX has outperformed VWAHX with an annualized return of 8.62%, while VWAHX has yielded a comparatively lower 2.94% annualized return.


BLX

YTD

6.83%

1M

-2.06%

6M

28.42%

1Y

72.53%

5Y*

21.28%

10Y*

8.62%

VWAHX

YTD

-0.00%

1M

0.57%

6M

0.36%

1Y

3.59%

5Y*

1.01%

10Y*

2.94%

*Annualized

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Risk-Adjusted Performance

BLX vs. VWAHX — Risk-Adjusted Performance Rank

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

BLX
The Risk-Adjusted Performance Rank of BLX is 9696
Overall Rank
The Sharpe Ratio Rank of BLX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of BLX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of BLX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BLX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BLX is 9595
Martin Ratio Rank

VWAHX
The Risk-Adjusted Performance Rank of VWAHX is 4141
Overall Rank
The Sharpe Ratio Rank of VWAHX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VWAHX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of VWAHX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VWAHX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of VWAHX is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BLX vs. VWAHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Latinoamericano de Comercio Exterior, S.A (BLX) and Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX). 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.


Sharpe ratio
The chart of Sharpe ratio for BLX, currently valued at 2.94, compared to the broader market-2.000.002.004.002.940.95
The chart of Sortino ratio for BLX, currently valued at 3.91, compared to the broader market-6.00-4.00-2.000.002.004.006.003.911.28
The chart of Omega ratio for BLX, currently valued at 1.51, compared to the broader market0.501.001.502.001.511.20
The chart of Calmar ratio for BLX, currently valued at 4.54, compared to the broader market0.002.004.006.004.540.63
The chart of Martin ratio for BLX, currently valued at 15.61, compared to the broader market-10.000.0010.0020.0030.0015.613.07
BLX
VWAHX

The current BLX Sharpe Ratio is 2.94, which is higher than the VWAHX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of BLX and VWAHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.94
0.95
BLX
VWAHX

Dividends

BLX vs. VWAHX - Dividend Comparison

BLX's dividend yield for the trailing twelve months is around 5.26%, more than VWAHX's 3.44% yield.


TTM20242023202220212020201920182017201620152014
BLX
Banco Latinoamericano de Comercio Exterior, S.A
5.26%5.62%4.04%6.17%6.02%7.17%7.20%8.90%5.72%5.23%4.45%5.93%
VWAHX
Vanguard High-Yield Tax-Exempt Fund Investor Shares
3.44%3.75%3.53%3.37%2.86%3.09%3.36%3.79%3.69%3.75%3.69%3.78%

Drawdowns

BLX vs. VWAHX - Drawdown Comparison

The maximum BLX drawdown since its inception was -95.52%, which is greater than VWAHX's maximum drawdown of -17.82%. Use the drawdown chart below to compare losses from any high point for BLX and VWAHX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.89%
-1.98%
BLX
VWAHX

Volatility

BLX vs. VWAHX - Volatility Comparison

Banco Latinoamericano de Comercio Exterior, S.A (BLX) has a higher volatility of 5.04% compared to Vanguard High-Yield Tax-Exempt Fund Investor Shares (VWAHX) at 1.20%. This indicates that BLX's price experiences larger fluctuations and is considered to be riskier than VWAHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
5.04%
1.20%
BLX
VWAHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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