BRFI.L vs. VTSAX
Compare and contrast key facts about BlackRock Frontiers Investment Trust plc (BRFI.L) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRFI.L or VTSAX.
Key characteristics
| BRFI.L | VTSAX | |
|---|---|---|
| YTD Return | 10.90% | 25.71% |
| 1Y Return | 16.19% | 38.60% |
| 3Y Return (Ann) | 9.69% | 8.40% |
| 5Y Return (Ann) | 8.41% | 15.26% |
| 10Y Return (Ann) | 6.65% | 12.85% |
| Sharpe Ratio | 0.88 | 3.03 |
| Sortino Ratio | 1.32 | 4.05 |
| Omega Ratio | 1.16 | 1.56 |
| Calmar Ratio | 1.86 | 4.12 |
| Martin Ratio | 4.38 | 19.79 |
| Ulcer Index | 3.70% | 1.95% |
| Daily Std Dev | 18.40% | 12.73% |
| Max Drawdown | -47.69% | -55.34% |
| Current Drawdown | -1.82% | 0.00% |
Correlation
The correlation between BRFI.L and VTSAX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BRFI.L vs. VTSAX - Performance Comparison
In the year-to-date period, BRFI.L achieves a 10.90% return, which is significantly lower than VTSAX's 25.71% return. Over the past 10 years, BRFI.L has underperformed VTSAX with an annualized return of 6.65%, while VTSAX has yielded a comparatively higher 12.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BRFI.L vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Frontiers Investment Trust plc (BRFI.L) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
Dividends
BRFI.L vs. VTSAX - Dividend Comparison
BRFI.L's dividend yield for the trailing twelve months is around 5.62%, more than VTSAX's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRFI.L BlackRock Frontiers Investment Trust plc | 5.62% | 5.14% | 5.43% | 2.09% | 9.92% | 6.22% | 5.27% | 4.15% | 0.04% | 0.04% | 0.01% | 3.33% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.26% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
BRFI.L vs. VTSAX - Drawdown Comparison
The maximum BRFI.L drawdown since its inception was -47.69%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for BRFI.L and VTSAX. For additional features, visit the drawdowns tool.
Volatility
BRFI.L vs. VTSAX - Volatility Comparison
BlackRock Frontiers Investment Trust plc (BRFI.L) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 4.15% and 4.08%, 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.