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BROAX vs. PZRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BROAX vs. PZRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Advantage International Fund Class A (BROAX) and PIMCO RAE Global ex-US Fund (PZRIX). The values are adjusted to include any dividend payments, if applicable.

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BROAX vs. PZRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BROAX
BlackRock Advantage International Fund Class A
1.37%32.13%6.52%19.11%-13.70%12.82%7.04%21.37%-15.30%23.76%
PZRIX
PIMCO RAE Global ex-US Fund
9.93%34.05%3.29%19.31%-9.11%12.08%1.74%15.94%-14.93%26.00%

Returns By Period

In the year-to-date period, BROAX achieves a 1.37% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, BROAX has underperformed PZRIX with an annualized return of 9.15%, while PZRIX has yielded a comparatively higher 10.15% annualized return.


BROAX

1D
3.15%
1M
-5.83%
YTD
1.37%
6M
4.80%
1Y
22.18%
3Y*
16.07%
5Y*
9.45%
10Y*
9.15%

PZRIX

1D
1.89%
1M
-4.32%
YTD
9.93%
6M
17.91%
1Y
37.11%
3Y*
19.65%
5Y*
10.81%
10Y*
10.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BROAX vs. PZRIX - Expense Ratio Comparison

BROAX has a 0.75% expense ratio, which is higher than PZRIX's 0.00% expense ratio.


Return for Risk

BROAX vs. PZRIX — Risk / Return Rank

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

BROAX
BROAX Risk / Return Rank: 6262
Overall Rank
BROAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
BROAX Sortino Ratio Rank: 5959
Sortino Ratio Rank
BROAX Omega Ratio Rank: 5858
Omega Ratio Rank
BROAX Calmar Ratio Rank: 6969
Calmar Ratio Rank
BROAX Martin Ratio Rank: 6262
Martin Ratio Rank

PZRIX
PZRIX Risk / Return Rank: 9595
Overall Rank
PZRIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PZRIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
PZRIX Omega Ratio Rank: 9595
Omega Ratio Rank
PZRIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
PZRIX Martin Ratio Rank: 9595
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.

BROAX vs. PZRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage International Fund Class A (BROAX) and PIMCO RAE Global ex-US Fund (PZRIX). 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.


BROAXPZRIXDifference

Sharpe ratio

Return per unit of total volatility

1.29

2.67

-1.39

Sortino ratio

Return per unit of downside risk

1.77

3.39

-1.63

Omega ratio

Gain probability vs. loss probability

1.26

1.52

-0.26

Calmar ratio

Return relative to maximum drawdown

1.89

3.09

-1.20

Martin ratio

Return relative to average drawdown

7.25

14.29

-7.04

BROAX vs. PZRIX - Sharpe Ratio Comparison

The current BROAX Sharpe Ratio is 1.29, which is lower than the PZRIX Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of BROAX and PZRIX, 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


BROAXPZRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

2.67

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.69

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.60

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.59

-0.26

Correlation

The correlation between BROAX and PZRIX is 0.91, 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. PZRIX - Dividend Comparison

BROAX's dividend yield for the trailing twelve months is around 6.91%, more than PZRIX's 5.96% yield.


TTM20252024202320222021202020192018201720162015
BROAX
BlackRock Advantage International Fund Class A
6.91%7.00%3.33%2.50%3.14%8.30%1.51%2.49%2.48%0.58%1.83%0.49%
PZRIX
PIMCO RAE Global ex-US Fund
5.96%6.56%6.70%9.19%8.80%11.99%2.04%6.32%2.80%4.13%2.58%0.00%

Drawdowns

BROAX vs. PZRIX - Drawdown Comparison

The maximum BROAX drawdown since its inception was -54.78%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for BROAX and PZRIX.


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Drawdown Indicators


BROAXPZRIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.78%

-43.53%

-11.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.23%

-10.68%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-28.42%

-30.85%

+2.43%

Max Drawdown (10Y)

Largest decline over 10 years

-36.60%

-43.53%

+6.93%

Current Drawdown

Current decline from peak

-7.65%

-5.20%

-2.45%

Average Drawdown

Average peak-to-trough decline

-10.19%

-9.00%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.45%

+0.48%

Volatility

BROAX vs. PZRIX - Volatility Comparison

BlackRock Advantage International Fund Class A (BROAX) has a higher volatility of 7.87% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that BROAX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BROAXPZRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.87%

5.45%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

8.92%

+2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

17.55%

14.17%

+3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

15.85%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

17.02%

-0.71%