BROAX vs. SIMYX
Compare and contrast key facts about BlackRock Advantage International Fund Class A (BROAX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX).
BROAX is managed by BlackRock. SIMYX is managed by BlackRock. It was launched on Oct 16, 2016.
Performance
BROAX vs. SIMYX - Performance Comparison
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BROAX vs. SIMYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 22.80% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 5.07% | 30.07% | 6.26% | 13.11% | -11.38% | 7.83% | -1.33% | 15.77% | -12.11% | 21.58% |
Returns By Period
In the year-to-date period, BROAX achieves a 1.37% return, which is significantly lower than SIMYX's 5.07% 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%
SIMYX
- 1D
- 1.66%
- 1M
- -4.28%
- YTD
- 5.07%
- 6M
- 9.24%
- 1Y
- 24.28%
- 3Y*
- 15.94%
- 5Y*
- 8.85%
- 10Y*
- —
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BROAX vs. SIMYX - Expense Ratio Comparison
BROAX has a 0.75% expense ratio, which is lower than SIMYX's 0.86% expense ratio.
Return for Risk
BROAX vs. SIMYX — Risk / Return Rank
BROAX
SIMYX
BROAX vs. SIMYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage International Fund Class A (BROAX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.97 | -0.69 |
Sortino ratioReturn per unit of downside risk | 1.77 | 2.57 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.40 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 2.79 | -0.90 |
Martin ratioReturn relative to average drawdown | 7.25 | 10.56 | -3.31 |
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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.97 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.79 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.60 | -0.26 |
Correlation
The correlation between BROAX and SIMYX is 0.80, 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. SIMYX - Dividend Comparison
BROAX's dividend yield for the trailing twelve months is around 6.91%, more than SIMYX's 2.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 2.98% | 3.13% | 5.26% | 3.62% | 3.13% | 3.41% | 1.96% | 3.09% | 3.01% | 2.74% | 0.00% | 0.00% |
Drawdowns
BROAX vs. SIMYX - Drawdown Comparison
The maximum BROAX drawdown since its inception was -54.78%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for BROAX and SIMYX.
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Drawdown Indicators
| BROAX | SIMYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.78% | -32.14% | -22.64% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -8.55% | -2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -28.42% | -25.06% | -3.36% |
Max Drawdown (10Y)Largest decline over 10 years | -36.60% | — | — |
Current DrawdownCurrent decline from peak | -7.65% | -5.81% | -1.84% |
Average DrawdownAverage peak-to-trough decline | -10.19% | -6.14% | -4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.26% | +0.67% |
Volatility
BROAX vs. SIMYX - Volatility Comparison
BlackRock Advantage International Fund Class A (BROAX) has a higher volatility of 7.87% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 5.00%. This indicates that BROAX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BROAX | SIMYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.87% | 5.00% | +2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 11.37% | 7.43% | +3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.55% | 12.61% | +4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 11.33% | +4.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 12.25% | +4.06% |