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BLZIX vs. FPADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLZIX vs. FPADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Sustainable Advantage Emerging Markets Equity Fund (BLZIX) and Fidelity Emerging Markets Index Fund (FPADX). The values are adjusted to include any dividend payments, if applicable.

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BLZIX vs. FPADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BLZIX
BlackRock Sustainable Advantage Emerging Markets Equity Fund
1.41%34.04%7.36%8.27%-21.88%-3.34%17.81%
FPADX
Fidelity Emerging Markets Index Fund
0.22%33.90%6.80%9.51%-20.06%-3.07%17.09%

Returns By Period

In the year-to-date period, BLZIX achieves a 1.41% return, which is significantly higher than FPADX's 0.22% return.


BLZIX

1D
-0.86%
1M
-11.81%
YTD
1.41%
6M
6.05%
1Y
31.41%
3Y*
14.41%
5Y*
2.92%
10Y*

FPADX

1D
-0.87%
1M
-12.34%
YTD
0.22%
6M
4.75%
1Y
29.14%
3Y*
14.61%
5Y*
3.41%
10Y*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BLZIX vs. FPADX - Expense Ratio Comparison

BLZIX has a 0.86% expense ratio, which is higher than FPADX's 0.08% expense ratio.


Return for Risk

BLZIX vs. FPADX — Risk / Return Rank

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

BLZIX
BLZIX Risk / Return Rank: 8585
Overall Rank
BLZIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BLZIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
BLZIX Omega Ratio Rank: 8282
Omega Ratio Rank
BLZIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
BLZIX Martin Ratio Rank: 8585
Martin Ratio Rank

FPADX
FPADX Risk / Return Rank: 8383
Overall Rank
FPADX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FPADX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FPADX Omega Ratio Rank: 8282
Omega Ratio Rank
FPADX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FPADX Martin Ratio Rank: 8181
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.

BLZIX vs. FPADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Advantage Emerging Markets Equity Fund (BLZIX) and Fidelity Emerging Markets Index Fund (FPADX). 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.


BLZIXFPADXDifference

Sharpe ratio

Return per unit of total volatility

1.72

1.64

+0.08

Sortino ratio

Return per unit of downside risk

2.26

2.18

+0.08

Omega ratio

Gain probability vs. loss probability

1.33

1.32

+0.01

Calmar ratio

Return relative to maximum drawdown

2.22

1.98

+0.23

Martin ratio

Return relative to average drawdown

8.69

8.08

+0.61

BLZIX vs. FPADX - Sharpe Ratio Comparison

The current BLZIX Sharpe Ratio is 1.72, which is comparable to the FPADX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of BLZIX and FPADX, 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


BLZIXFPADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.64

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.21

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.27

+0.08

Correlation

The correlation between BLZIX and FPADX is 0.98, 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. FPADX - Dividend Comparison

BLZIX's dividend yield for the trailing twelve months is around 2.85%, more than FPADX's 2.35% yield.


TTM20252024202320222021202020192018201720162015
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%
FPADX
Fidelity Emerging Markets Index Fund
2.35%2.35%2.70%2.68%2.47%2.14%1.50%2.59%2.20%0.12%1.69%2.47%

Drawdowns

BLZIX vs. FPADX - Drawdown Comparison

The maximum BLZIX drawdown since its inception was -42.19%, which is greater than FPADX's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for BLZIX and FPADX.


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Drawdown Indicators


BLZIXFPADXDifference

Max Drawdown

Largest peak-to-trough decline

-42.19%

-39.16%

-3.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.88%

-13.28%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-42.19%

-37.04%

-5.15%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

Current Drawdown

Current decline from peak

-12.88%

-13.28%

+0.40%

Average Drawdown

Average peak-to-trough decline

-19.11%

-13.39%

-5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

3.26%

+0.03%

Volatility

BLZIX vs. FPADX - Volatility Comparison

BlackRock Sustainable Advantage Emerging Markets Equity Fund (BLZIX) and Fidelity Emerging Markets Index Fund (FPADX) have volatilities of 8.79% and 8.84%, 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


BLZIXFPADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.79%

8.84%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

13.29%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

18.11%

17.59%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.80%

16.64%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.90%

17.60%

+0.30%