BRGOX vs. BGCKX
Compare and contrast key facts about Bridgeway Global Opportunities Fund Class N (BRGOX) and BlackRock Global Equity Market Neutral Fund Institutional Shares (BGCKX).
BRGOX is an actively managed fund by Bridgeway. It was launched on Oct 15, 2024. BGCKX is an actively managed fund by BlackRock. It was launched on Jan 29, 2016.
Performance
BRGOX vs. BGCKX - Performance Comparison
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BRGOX vs. BGCKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BRGOX Bridgeway Global Opportunities Fund Class N | 6.35% | 14.76% |
BGCKX BlackRock Global Equity Market Neutral Fund Institutional Shares | 4.30% | 17.60% |
Returns By Period
In the year-to-date period, BRGOX achieves a 6.35% return, which is significantly higher than BGCKX's 4.30% return.
BRGOX
- 1D
- 0.18%
- 1M
- -1.32%
- YTD
- 6.35%
- 6M
- 10.90%
- 1Y
- 18.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BGCKX
- 1D
- 0.66%
- 1M
- 1.60%
- YTD
- 4.30%
- 6M
- 8.76%
- 1Y
- 17.24%
- 3Y*
- 18.92%
- 5Y*
- 11.44%
- 10Y*
- 7.34%
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BRGOX vs. BGCKX - Expense Ratio Comparison
BRGOX has a 1.63% expense ratio, which is higher than BGCKX's 1.29% expense ratio.
Return for Risk
BRGOX vs. BGCKX — Risk / Return Rank
BRGOX
BGCKX
BRGOX vs. BGCKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Global Opportunities Fund Class N (BRGOX) and BlackRock Global Equity Market Neutral Fund Institutional Shares (BGCKX). 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.
| BRGOX | BGCKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.41 | 2.56 | -0.15 |
Sortino ratioReturn per unit of downside risk | 3.59 | 3.74 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.48 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 5.36 | 5.29 | +0.07 |
Martin ratioReturn relative to average drawdown | 15.18 | 14.43 | +0.75 |
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
| BRGOX | BGCKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 2.56 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.77 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.26 | 1.28 | +0.98 |
Correlation
The correlation between BRGOX and BGCKX is 0.26, 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.
Dividends
BRGOX vs. BGCKX - Dividend Comparison
BRGOX's dividend yield for the trailing twelve months is around 10.68%, more than BGCKX's 8.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BRGOX Bridgeway Global Opportunities Fund Class N | 10.68% | 11.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BGCKX BlackRock Global Equity Market Neutral Fund Institutional Shares | 8.59% | 8.96% | 13.25% | 7.49% | 0.00% | 1.22% | 0.34% | 6.80% | 0.96% |
Drawdowns
BRGOX vs. BGCKX - Drawdown Comparison
The maximum BRGOX drawdown since its inception was -3.78%, smaller than the maximum BGCKX drawdown of -9.47%. Use the drawdown chart below to compare losses from any high point for BRGOX and BGCKX.
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Drawdown Indicators
| BRGOX | BGCKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.78% | -9.47% | +5.69% |
Max Drawdown (1Y)Largest decline over 1 year | -3.78% | -3.51% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | — | -7.35% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.47% | — |
Current DrawdownCurrent decline from peak | -1.92% | -0.20% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -0.91% | -2.18% | +1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 1.29% | +0.05% |
Volatility
BRGOX vs. BGCKX - Volatility Comparison
Bridgeway Global Opportunities Fund Class N (BRGOX) has a higher volatility of 2.03% compared to BlackRock Global Equity Market Neutral Fund Institutional Shares (BGCKX) at 1.70%. This indicates that BRGOX's price experiences larger fluctuations and is considered to be riskier than BGCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRGOX | BGCKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.03% | 1.70% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 4.56% | 4.78% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.06% | 6.93% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.87% | 6.51% | +1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.87% | 5.77% | +2.10% |