BROAX vs. ANDIX
Compare and contrast key facts about BlackRock Advantage International Fund Class A (BROAX) and AQR International Defensive Style Fund (ANDIX).
BROAX is managed by BlackRock. ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012.
Performance
BROAX vs. ANDIX - Performance Comparison
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BROAX vs. ANDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BROAX BlackRock Advantage International Fund Class A | -1.72% | 32.13% | 6.52% | 19.11% | -13.70% | 12.82% | 7.04% | 21.37% | -15.30% | 23.76% |
ANDIX AQR International Defensive Style Fund | -0.25% | 21.41% | 2.83% | 12.06% | -14.26% | 7.59% | 8.43% | 18.39% | -10.35% | 22.86% |
Returns By Period
In the year-to-date period, BROAX achieves a -1.72% return, which is significantly lower than ANDIX's -0.25% return. Over the past 10 years, BROAX has outperformed ANDIX with an annualized return of 8.82%, while ANDIX has yielded a comparatively lower 6.30% annualized return.
BROAX
- 1D
- 0.36%
- 1M
- -10.47%
- YTD
- -1.72%
- 6M
- 2.05%
- 1Y
- 18.68%
- 3Y*
- 14.88%
- 5Y*
- 9.04%
- 10Y*
- 8.82%
ANDIX
- 1D
- 0.50%
- 1M
- -8.31%
- YTD
- -0.25%
- 6M
- 2.13%
- 1Y
- 13.15%
- 3Y*
- 9.32%
- 5Y*
- 4.98%
- 10Y*
- 6.30%
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BROAX vs. ANDIX - Expense Ratio Comparison
BROAX has a 0.75% expense ratio, which is higher than ANDIX's 0.55% expense ratio.
Return for Risk
BROAX vs. ANDIX — Risk / Return Rank
BROAX
ANDIX
BROAX vs. ANDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage International Fund Class A (BROAX) and AQR International Defensive Style Fund (ANDIX). 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.
| BROAX | ANDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.99 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.40 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.42 | -0.01 |
Martin ratioReturn relative to average drawdown | 5.64 | 5.30 | +0.34 |
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
| BROAX | ANDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.99 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.39 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.47 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.49 | -0.16 |
Correlation
The correlation between BROAX and ANDIX is 0.90, 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
BROAX vs. ANDIX - Dividend Comparison
BROAX's dividend yield for the trailing twelve months is around 7.12%, more than ANDIX's 4.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BROAX BlackRock Advantage International Fund Class A | 7.12% | 7.00% | 3.33% | 2.50% | 3.14% | 8.30% | 1.51% | 2.49% | 2.48% | 0.58% | 1.83% | 0.49% |
ANDIX AQR International Defensive Style Fund | 4.76% | 4.74% | 2.29% | 3.02% | 2.00% | 2.53% | 1.73% | 2.51% | 2.40% | 3.30% | 1.47% | 2.09% |
Drawdowns
BROAX vs. ANDIX - Drawdown Comparison
The maximum BROAX drawdown since its inception was -54.78%, which is greater than ANDIX's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for BROAX and ANDIX.
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Drawdown Indicators
| BROAX | ANDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.78% | -27.59% | -27.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -8.76% | -2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -28.42% | -27.59% | -0.83% |
Max Drawdown (10Y)Largest decline over 10 years | -36.60% | -27.59% | -9.01% |
Current DrawdownCurrent decline from peak | -10.47% | -8.31% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -10.19% | -5.33% | -4.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.35% | +0.58% |
Volatility
BROAX vs. ANDIX - Volatility Comparison
BlackRock Advantage International Fund Class A (BROAX) has a higher volatility of 7.18% compared to AQR International Defensive Style Fund (ANDIX) at 5.12%. This indicates that BROAX's price experiences larger fluctuations and is considered to be riskier than ANDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BROAX | ANDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 5.12% | +2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 8.12% | +2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.32% | 12.93% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.91% | 12.75% | +3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 13.44% | +2.84% |