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BMCIX vs. SCAUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BMCIX vs. SCAUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock High Equity Income Fund (BMCIX) and Invesco Income Advantage U.S. Fund (SCAUX). The values are adjusted to include any dividend payments, if applicable.

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BMCIX vs. SCAUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BMCIX
BlackRock High Equity Income Fund
-5.16%17.11%7.80%10.05%-2.62%22.41%-1.56%22.00%-6.25%16.31%
SCAUX
Invesco Income Advantage U.S. Fund
-5.39%16.51%17.88%17.29%-13.43%22.41%-3.24%12.27%-9.31%15.85%

Returns By Period

The year-to-date returns for both stocks are quite close, with BMCIX having a -5.16% return and SCAUX slightly lower at -5.39%. Over the past 10 years, BMCIX has outperformed SCAUX with an annualized return of 8.45%, while SCAUX has yielded a comparatively lower 6.61% annualized return.


BMCIX

1D
-0.32%
1M
-8.98%
YTD
-5.16%
6M
-0.87%
1Y
8.17%
3Y*
9.10%
5Y*
7.09%
10Y*
8.45%

SCAUX

1D
-0.26%
1M
-6.36%
YTD
-5.39%
6M
-2.72%
1Y
11.68%
3Y*
13.31%
5Y*
8.07%
10Y*
6.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BMCIX vs. SCAUX - Expense Ratio Comparison

BMCIX has a 0.85% expense ratio, which is lower than SCAUX's 1.05% expense ratio.


Return for Risk

BMCIX vs. SCAUX — Risk / Return Rank

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

BMCIX
BMCIX Risk / Return Rank: 2626
Overall Rank
BMCIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BMCIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
BMCIX Omega Ratio Rank: 2626
Omega Ratio Rank
BMCIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
BMCIX Martin Ratio Rank: 2626
Martin Ratio Rank

SCAUX
SCAUX Risk / Return Rank: 4242
Overall Rank
SCAUX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SCAUX Sortino Ratio Rank: 3939
Sortino Ratio Rank
SCAUX Omega Ratio Rank: 5050
Omega Ratio Rank
SCAUX Calmar Ratio Rank: 3434
Calmar Ratio Rank
SCAUX Martin Ratio Rank: 5252
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.

BMCIX vs. SCAUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock High Equity Income Fund (BMCIX) and Invesco Income Advantage U.S. Fund (SCAUX). 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.


BMCIXSCAUXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.81

-0.16

Sortino ratio

Return per unit of downside risk

0.98

1.24

-0.26

Omega ratio

Gain probability vs. loss probability

1.14

1.20

-0.06

Calmar ratio

Return relative to maximum drawdown

0.69

0.94

-0.25

Martin ratio

Return relative to average drawdown

2.82

5.09

-2.26

BMCIX vs. SCAUX - Sharpe Ratio Comparison

The current BMCIX Sharpe Ratio is 0.65, which is comparable to the SCAUX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of BMCIX and SCAUX, 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


BMCIXSCAUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.81

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.62

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.43

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.28

+0.28

Correlation

The correlation between BMCIX and SCAUX is 0.87, 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

BMCIX vs. SCAUX - Dividend Comparison

BMCIX's dividend yield for the trailing twelve months is around 7.72%, more than SCAUX's 6.54% yield.


TTM20252024202320222021202020192018201720162015
BMCIX
BlackRock High Equity Income Fund
7.72%7.86%7.66%6.75%6.60%6.58%4.50%3.95%9.41%50.24%5.51%8.16%
SCAUX
Invesco Income Advantage U.S. Fund
6.54%5.81%6.34%6.59%6.66%12.79%1.57%1.39%3.17%2.25%2.69%3.33%

Drawdowns

BMCIX vs. SCAUX - Drawdown Comparison

The maximum BMCIX drawdown since its inception was -72.64%, which is greater than SCAUX's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for BMCIX and SCAUX.


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Drawdown Indicators


BMCIXSCAUXDifference

Max Drawdown

Largest peak-to-trough decline

-72.64%

-54.56%

-18.08%

Max Drawdown (1Y)

Largest decline over 1 year

-11.53%

-10.84%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-19.92%

+1.29%

Max Drawdown (10Y)

Largest decline over 10 years

-38.24%

-37.81%

-0.43%

Current Drawdown

Current decline from peak

-9.51%

-7.05%

-2.46%

Average Drawdown

Average peak-to-trough decline

-18.95%

-9.55%

-9.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.03%

+0.77%

Volatility

BMCIX vs. SCAUX - Volatility Comparison

BlackRock High Equity Income Fund (BMCIX) has a higher volatility of 3.81% compared to Invesco Income Advantage U.S. Fund (SCAUX) at 3.60%. This indicates that BMCIX's price experiences larger fluctuations and is considered to be riskier than SCAUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BMCIXSCAUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

3.60%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

7.79%

7.42%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

14.44%

15.31%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.30%

13.07%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

15.34%

+0.37%