PortfoliosLab logo
BROIX vs. DWMF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BROIX and DWMF is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

BROIX vs. DWMF - Performance Comparison

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

30.00%35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
51.09%
49.97%
BROIX
DWMF

Key characteristics

Sharpe Ratio

BROIX:

0.87

DWMF:

1.39

Sortino Ratio

BROIX:

1.28

DWMF:

2.05

Omega Ratio

BROIX:

1.18

DWMF:

1.29

Calmar Ratio

BROIX:

1.06

DWMF:

2.30

Martin Ratio

BROIX:

3.40

DWMF:

7.44

Ulcer Index

BROIX:

4.37%

DWMF:

2.39%

Daily Std Dev

BROIX:

17.10%

DWMF:

12.78%

Max Drawdown

BROIX:

-56.21%

DWMF:

-29.70%

Current Drawdown

BROIX:

-1.61%

DWMF:

-0.13%

Returns By Period

The year-to-date returns for both investments are quite close, with BROIX having a 11.71% return and DWMF slightly higher at 12.00%.


BROIX

YTD

11.71%

1M

0.19%

6M

8.11%

1Y

14.88%

5Y*

12.10%

10Y*

5.76%

DWMF

YTD

12.00%

1M

2.45%

6M

10.70%

1Y

18.36%

5Y*

10.10%

10Y*

N/A

*Annualized

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. DWMF - Expense Ratio Comparison

BROIX has a 0.50% expense ratio, which is higher than DWMF's 0.38% expense ratio.


Expense ratio chart for BROIX: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BROIX: 0.50%
Expense ratio chart for DWMF: current value is 0.38%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DWMF: 0.38%

Risk-Adjusted Performance

BROIX vs. DWMF — Risk-Adjusted Performance Rank

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

BROIX
The Risk-Adjusted Performance Rank of BROIX is 7676
Overall Rank
The Sharpe Ratio Rank of BROIX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of BROIX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of BROIX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of BROIX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of BROIX is 7676
Martin Ratio Rank

DWMF
The Risk-Adjusted Performance Rank of DWMF is 9090
Overall Rank
The Sharpe Ratio Rank of DWMF is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of DWMF is 8989
Sortino Ratio Rank
The Omega Ratio Rank of DWMF is 8989
Omega Ratio Rank
The Calmar Ratio Rank of DWMF is 9494
Calmar Ratio Rank
The Martin Ratio Rank of DWMF is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BROIX vs. DWMF - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for BROIX, currently valued at 0.87, compared to the broader market-1.000.001.002.003.00
BROIX: 0.87
DWMF: 1.39
The chart of Sortino ratio for BROIX, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.00
BROIX: 1.28
DWMF: 2.05
The chart of Omega ratio for BROIX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.00
BROIX: 1.18
DWMF: 1.29
The chart of Calmar ratio for BROIX, currently valued at 1.06, compared to the broader market0.002.004.006.008.0010.00
BROIX: 1.06
DWMF: 2.30
The chart of Martin ratio for BROIX, currently valued at 3.40, compared to the broader market0.0010.0020.0030.0040.0050.00
BROIX: 3.40
DWMF: 7.44

The current BROIX Sharpe Ratio is 0.87, which is lower than the DWMF Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of BROIX and DWMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.87
1.39
BROIX
DWMF

Dividends

BROIX vs. DWMF - Dividend Comparison

BROIX's dividend yield for the trailing twelve months is around 2.54%, less than DWMF's 2.95% yield.


TTM20242023202220212020201920182017201620152014
BROIX
BlackRock Advantage International Fund
2.54%2.84%2.71%3.37%3.31%1.72%2.67%2.69%0.72%2.09%0.79%1.80%
DWMF
WisdomTree International Multifactor Fund
2.95%3.50%4.01%3.41%3.54%2.06%2.77%1.15%0.00%0.00%0.00%0.00%

Drawdowns

BROIX vs. DWMF - Drawdown Comparison

The maximum BROIX drawdown since its inception was -56.21%, which is greater than DWMF's maximum drawdown of -29.70%. Use the drawdown chart below to compare losses from any high point for BROIX and DWMF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.61%
-0.13%
BROIX
DWMF

Volatility

BROIX vs. DWMF - Volatility Comparison

BlackRock Advantage International Fund (BROIX) has a higher volatility of 11.18% compared to WisdomTree International Multifactor Fund (DWMF) at 9.06%. This indicates that BROIX's price experiences larger fluctuations and is considered to be riskier than DWMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.18%
9.06%
BROIX
DWMF