BROIX vs. DOL

Last updated Jun 24, 2026

BROIX (BlackRock Advantage International Fund) and DOL (WisdomTree International LargeCap Dividend Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, BROIX returned 10.73%/yr vs 10.29%/yr for DOL. Their correlation of 0.92 suggests significant overlap in exposure. BROIX charges 0.50%/yr vs 0.48%/yr for DOL.

Performance

BROIX vs. DOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Advantage International Fund (BROIX) and WisdomTree International LargeCap Dividend Fund (DOL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BROIX achieves a 12.29% return, which is significantly lower than DOL's 13.28% return. Both investments have delivered pretty close results over the past 10 years, with BROIX having a 10.73% annualized return and DOL not far behind at 10.29%.

BROIX

• 1D: 0.12%
• 1M: 2.92%
• YTD: 12.29%
• 6M: 11.61%
• 1Y: 26.34%
• 3Y*: 19.50%
• 5Y*: 10.94%
• 10Y*: 10.73%

DOL

• 1D: -2.20%
• 1M: 0.43%
• YTD: 13.28%
• 6M: 13.79%
• 1Y: 29.33%
• 3Y*: 20.43%
• 5Y*: 12.22%
• 10Y*: 10.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BROIX vs. DOL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BROIX BlackRock Advantage International Fund	12.29%	32.45%	6.76%	19.44%	-13.48%	13.07%	7.34%	21.61%	-15.07%	24.20%
DOL WisdomTree International LargeCap Dividend Fund	13.28%	37.35%	4.08%	16.77%	-6.72%	11.54%	-3.22%	19.47%	-12.93%	22.25%

Correlation

The correlation between BROIX and DOL is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006	0.92

The correlation between BROIX and DOL has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

Return for Risk

BROIX vs. DOL — Risk / Return Rank

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

BROIX

BROIX Risk / Return Rank: 43
BROIX Sharpe Ratio Rank: 41
BROIX Sortino Ratio Rank: 41
BROIX Omega Ratio Rank: 40
BROIX Calmar Ratio Rank: 46
BROIX Martin Ratio Rank: 48

DOL

DOL Risk / Return Rank: 58
DOL Sharpe Ratio Rank: 60
DOL Sortino Ratio Rank: 58
DOL Omega Ratio Rank: 59
DOL Calmar Ratio Rank: 57
DOL Martin Ratio Rank: 58

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.

BROIX vs. DOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage International Fund (BROIX) and WisdomTree International LargeCap Dividend Fund (DOL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BROIX	DOL	Difference
Sharpe ratio: Return per unit of total volatility	1.75	1.87	-0.11
Sortino ratio: Return per unit of downside risk	2.46	2.55	-0.08
Omega ratio: Gain probability vs. loss probability	1.32	1.34	-0.02
Calmar ratio: Return relative to maximum drawdown	2.48	2.60	-0.12
Martin ratio: Return relative to average drawdown	9.48	9.73	-0.26

BROIX vs. DOL - Sharpe Ratio Comparison

The current BROIX Sharpe Ratio is 1.75, which is comparable to the DOL Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of BROIX and DOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BROIX vs. DOL - Drawdown Comparison

The maximum BROIX drawdown since its inception was -54.49%, smaller than the maximum DOL drawdown of -60.79%. Use the drawdown chart below to compare losses from any high point for BROIX and DOL.

Drawdown Indicators

	BROIX	DOL	Difference
Max Drawdown Largest peak-to-trough decline	-54.49%	-60.79%	+6.30%
Max Drawdown (1Y) Largest decline over 1 year	-11.12%	-11.33%	+0.21%
Max Drawdown (3Y) Largest decline over 3 years	-14.05%	-12.44%	-1.61%
Max Drawdown (5Y) Largest decline over 5 years	-28.24%	-24.57%	-3.67%
Max Drawdown (10Y) Largest decline over 10 years	-36.24%	-35.99%	-0.25%
Current Drawdown Current decline from peak	0.00%	-2.52%	+2.52%
Average Drawdown Average peak-to-trough decline	-9.82%	-13.60%	+3.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	3.02%	-0.12%

Volatility

BROIX vs. DOL - Volatility Comparison

The current volatility for BlackRock Advantage International Fund (BROIX) is 5.02%, while WisdomTree International LargeCap Dividend Fund (DOL) has a volatility of 5.80%. This indicates that BROIX experiences smaller price fluctuations and is considered to be less risky than DOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BROIX	DOL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.02%	5.80%	-0.78%
Volatility (6M) Calculated over the trailing 6-month period	13.12%	13.69%	-0.57%
Volatility (1Y) Calculated over the trailing 1-year period	15.72%	15.78%	-0.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.24%	15.53%	+0.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.47%	16.44%	+0.03%

BROIX vs. DOL - Expense Ratio Comparison

BROIX has a 0.50% expense ratio, which is higher than DOL's 0.48% expense ratio.

Dividends

BROIX vs. DOL - Dividend Comparison

BROIX's dividend yield for the trailing twelve months is around 6.35%, more than DOL's 2.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BROIX BlackRock Advantage International Fund	6.35%	7.13%	3.55%	2.71%	3.37%	8.52%	1.72%	2.67%	2.69%	0.72%	2.09%	0.78%
DOL WisdomTree International LargeCap Dividend Fund	2.47%	2.83%	3.78%	4.02%	4.47%	3.58%	2.82%	3.50%	4.03%	3.17%	3.58%	3.66%

Frequently Asked Questions

Can I hold both BROIX and DOL in my portfolio?

With a correlation of 0.94, BROIX and DOL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BROIX or DOL?

DOL has higher volatility (5.80%) compared to BROIX (5.02%). In terms of maximum drawdown, BROIX dropped -54.49% vs DOL's -60.79%.

Which has better risk-adjusted returns?

DOL currently has the higher Sharpe Ratio (1.87 vs 1.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.