BLZIX vs. CEMFX
Compare and contrast key facts about BlackRock Sustainable Advantage Emerging Markets Equity Fund (BLZIX) and Cullen Emerging Markets High Dividend Fund (CEMFX).
BLZIX is managed by BlackRock. It was launched on Aug 17, 2020. CEMFX is managed by Cullen Funds Trust. It was launched on Aug 30, 2012.
Performance
BLZIX vs. CEMFX - Performance Comparison
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BLZIX vs. CEMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BLZIX BlackRock Sustainable Advantage Emerging Markets Equity Fund | 1.41% | 34.04% | 7.36% | 8.27% | -21.88% | -3.34% | 17.81% |
CEMFX Cullen Emerging Markets High Dividend Fund | 6.79% | 31.39% | 9.51% | 26.45% | -16.15% | 6.74% | 18.93% |
Returns By Period
In the year-to-date period, BLZIX achieves a 1.41% return, which is significantly lower than CEMFX's 6.79% return.
BLZIX
- 1D
- -0.86%
- 1M
- -11.81%
- YTD
- 1.41%
- 6M
- 6.05%
- 1Y
- 31.41%
- 3Y*
- 14.41%
- 5Y*
- 2.92%
- 10Y*
- —
CEMFX
- 1D
- -0.85%
- 1M
- -11.79%
- YTD
- 6.79%
- 6M
- 11.80%
- 1Y
- 38.22%
- 3Y*
- 21.50%
- 5Y*
- 10.64%
- 10Y*
- 9.57%
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BLZIX vs. CEMFX - Expense Ratio Comparison
BLZIX has a 0.86% expense ratio, which is lower than CEMFX's 1.00% expense ratio.
Return for Risk
BLZIX vs. CEMFX — Risk / Return Rank
BLZIX
CEMFX
BLZIX vs. CEMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Advantage Emerging Markets Equity Fund (BLZIX) and Cullen Emerging Markets High Dividend Fund (CEMFX). 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.
| BLZIX | CEMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.72 | 2.25 | -0.53 |
Sortino ratioReturn per unit of downside risk | 2.26 | 2.86 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.43 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.87 | -0.66 |
Martin ratioReturn relative to average drawdown | 8.69 | 10.73 | -2.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BLZIX | CEMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 2.25 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.76 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.46 | -0.11 |
Correlation
The correlation between BLZIX and CEMFX is 0.80, 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.
Dividends
BLZIX vs. CEMFX - Dividend Comparison
BLZIX's dividend yield for the trailing twelve months is around 2.85%, more than CEMFX's 2.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLZIX BlackRock Sustainable Advantage Emerging Markets Equity Fund | 2.85% | 2.89% | 2.00% | 2.32% | 2.70% | 11.00% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CEMFX Cullen Emerging Markets High Dividend Fund | 2.03% | 1.72% | 3.31% | 4.68% | 1.26% | 2.62% | 2.13% | 4.16% | 2.26% | 3.59% | 3.65% | 4.60% |
Drawdowns
BLZIX vs. CEMFX - Drawdown Comparison
The maximum BLZIX drawdown since its inception was -42.19%, which is greater than CEMFX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for BLZIX and CEMFX.
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Drawdown Indicators
| BLZIX | CEMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.19% | -39.30% | -2.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -12.41% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -42.19% | -28.13% | -14.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.30% | — |
Current DrawdownCurrent decline from peak | -12.88% | -12.41% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -19.11% | -9.69% | -9.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 3.33% | -0.04% |
Volatility
BLZIX vs. CEMFX - Volatility Comparison
BlackRock Sustainable Advantage Emerging Markets Equity Fund (BLZIX) has a higher volatility of 8.79% compared to Cullen Emerging Markets High Dividend Fund (CEMFX) at 6.95%. This indicates that BLZIX's price experiences larger fluctuations and is considered to be riskier than CEMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BLZIX | CEMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.79% | 6.95% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 12.42% | +1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.11% | 16.42% | +1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.80% | 14.09% | +3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.90% | 14.92% | +2.98% |