BRGE.L vs. FCIT.L
BRGE.L (BlackRock Greater Europe Investment Trust plc) and FCIT.L (F&C Investment Trust plc) are both stocks. Both operate in the Collective Investments industry within the Financial Services sector. Over the past 10 years, BRGE.L returned 10.18%/yr vs 14.04%/yr for FCIT.L. At a 0.48 correlation, their price movements are largely independent.
Performance
BRGE.L vs. FCIT.L - Performance Comparison
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Returns By Period
In the year-to-date period, BRGE.L achieves a 0.30% return, which is significantly lower than FCIT.L's 9.92% return. Over the past 10 years, BRGE.L has underperformed FCIT.L with an annualized return of 10.18%, while FCIT.L has yielded a comparatively higher 14.04% annualized return.
BRGE.L
- 1D
- 0.52%
- 1M
- 2.06%
- YTD
- 0.30%
- 6M
- 1.70%
- 1Y
- 0.06%
- 3Y*
- 3.32%
- 5Y*
- 0.38%
- 10Y*
- 10.18%
FCIT.L
- 1D
- -0.12%
- 1M
- 3.75%
- YTD
- 9.92%
- 6M
- 11.43%
- 1Y
- 27.55%
- 3Y*
- 16.41%
- 5Y*
- 12.01%
- 10Y*
- 14.04%
BRGE.L vs. FCIT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRGE.L BlackRock Greater Europe Investment Trust plc | 0.30% | 7.95% | -2.49% | 21.66% | -31.14% | 32.17% | 32.15% | 34.70% | -7.57% | 22.94% |
FCIT.L F&C Investment Trust plc | 9.92% | 14.68% | 16.94% | 10.03% | -0.89% | 19.40% | 4.62% | 22.88% | -0.57% | 21.05% |
Correlation
The correlation between BRGE.L and FCIT.L is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2004 | 0.48 |
The correlation between BRGE.L and FCIT.L shifts across timeframes, from 0.48 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
BRGE.L:
£563.74M
FCIT.L:
£1.65B
BRGE.L:
£0.53
FCIT.L:
£3.45
BRGE.L:
10.96
FCIT.L:
0.99
BRGE.L:
0.11
FCIT.L:
0.04
BRGE.L:
8.22
FCIT.L:
0.93
BRGE.L:
0.99
FCIT.L:
0.27
BRGE.L:
£68.61M
FCIT.L:
£1.78B
BRGE.L:
£62.10M
FCIT.L:
£1.77B
BRGE.L:
-£46.77M
FCIT.L:
£1.04B
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Return for Risk
BRGE.L vs. FCIT.L — Risk / Return Rank
BRGE.L
FCIT.L
BRGE.L vs. FCIT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Greater Europe Investment Trust plc (BRGE.L) and F&C Investment Trust plc (FCIT.L). 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.
| BRGE.L | FCIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -3.10 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.42 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | 3.84 | -3.80 |
| Martin ratioReturn relative to average drawdown | 0.10 | 13.93 | -13.83 |
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
| BRGE.L | FCIT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.04 | 2.27 | -2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.75 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.81 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.60 | -0.10 |
Drawdowns
BRGE.L vs. FCIT.L - Drawdown Comparison
The maximum BRGE.L drawdown since its inception was -45.19%, smaller than the maximum FCIT.L drawdown of -49.87%. Use the drawdown chart below to compare losses from any high point for BRGE.L and FCIT.L.
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Drawdown Indicators
| BRGE.L | FCIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.19% | -49.87% | +4.68% |
Max Drawdown (1Y)Largest decline over 1 year | -15.13% | -7.14% | -7.99% |
Max Drawdown (3Y)Largest decline over 3 years | -23.90% | -19.70% | -4.20% |
Max Drawdown (5Y)Largest decline over 5 years | -43.47% | -19.70% | -23.77% |
Max Drawdown (10Y)Largest decline over 10 years | -43.47% | -39.19% | -4.28% |
Current DrawdownCurrent decline from peak | -15.38% | -0.12% | -15.26% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -9.12% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.61% | 1.97% | +3.64% |
Volatility
BRGE.L vs. FCIT.L - Volatility Comparison
BlackRock Greater Europe Investment Trust plc (BRGE.L) has a higher volatility of 5.73% compared to F&C Investment Trust plc (FCIT.L) at 3.19%. This indicates that BRGE.L's price experiences larger fluctuations and is considered to be riskier than FCIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRGE.L | FCIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 3.19% | +2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 13.04% | 9.63% | +3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.19% | 12.11% | +4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.15% | 15.97% | +4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.94% | 17.37% | +2.57% |
Dividends
BRGE.L vs. FCIT.L - Dividend Comparison
BRGE.L's dividend yield for the trailing twelve months is around 1.23%, more than FCIT.L's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRGE.L BlackRock Greater Europe Investment Trust plc | 1.23% | 1.23% | 1.28% | 1.19% | 1.40% | 0.91% | 1.16% | 1.44% | 1.87% | 1.61% | 1.90% | 1.93% |
FCIT.L F&C Investment Trust plc | 1.21% | 1.28% | 1.36% | 3.07% | 1.46% | 1.33% | 1.47% | 1.49% | 1.71% | 1.57% | 1.78% | 2.11% |
Financials
BRGE.L vs. FCIT.L - Financials Comparison
This section allows you to compare key financial metrics between BlackRock Greater Europe Investment Trust plc and F&C Investment Trust plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BRGE.L and FCIT.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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