BROIX vs. DOL
Compare and contrast key facts about BlackRock Advantage International Fund (BROIX) and WisdomTree International LargeCap Dividend Fund (DOL).
BROIX is managed by Blackrock. It was launched on Jan 31, 2006. DOL is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International LargeCap Dividend Index. It was launched on Jun 16, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BROIX or DOL.
Key characteristics
| BROIX | DOL | |
|---|---|---|
| YTD Return | 7.59% | 8.27% |
| 1Y Return | 15.29% | 15.82% |
| 3Y Return (Ann) | 4.82% | 6.25% |
| 5Y Return (Ann) | 8.29% | 6.90% |
| 10Y Return (Ann) | 5.97% | 3.64% |
| Sharpe Ratio | 1.30 | 1.37 |
| Daily Std Dev | 12.10% | 11.86% |
| Max Drawdown | -54.49% | -60.79% |
| Current Drawdown | -0.77% | -0.47% |
Correlation
The correlation between BROIX and DOL 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.
Performance
BROIX vs. DOL - Performance Comparison
In the year-to-date period, BROIX achieves a 7.59% return, which is significantly lower than DOL's 8.27% return. Over the past 10 years, BROIX has outperformed DOL with an annualized return of 5.97%, while DOL has yielded a comparatively lower 3.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BROIX vs. DOL - Expense Ratio Comparison
BROIX has a 0.50% expense ratio, which is higher than DOL's 0.48% expense ratio.
Risk-Adjusted Performance
BROIX vs. DOL - Risk-Adjusted Performance 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.
Dividends
BROIX vs. DOL - Dividend Comparison
BROIX's dividend yield for the trailing twelve months is around 2.52%, less than DOL's 3.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BROIX BlackRock Advantage International Fund | 2.52% | 2.71% | 3.37% | 8.52% | 1.72% | 2.67% | 2.69% | 0.72% | 2.09% | 0.79% | 1.79% | 0.00% |
DOL WisdomTree International LargeCap Dividend Fund | 3.48% | 4.02% | 4.47% | 3.58% | 2.82% | 3.50% | 4.03% | 3.17% | 3.58% | 3.66% | 5.02% | 3.20% |
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. For additional features, visit the drawdowns tool.
Volatility
BROIX vs. DOL - Volatility Comparison
BlackRock Advantage International Fund (BROIX) has a higher volatility of 3.31% compared to WisdomTree International LargeCap Dividend Fund (DOL) at 2.88%. This indicates that BROIX's price experiences larger fluctuations and is considered to be riskier than DOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.