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BROIX vs. MAILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BROIX and MAILX is 0.92, 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.


-0.50.00.51.00.9

Performance

BROIX vs. MAILX - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.78%
-1.58%
BROIX
MAILX

Key characteristics

Sharpe Ratio

BROIX:

0.54

MAILX:

0.21

Sortino Ratio

BROIX:

0.82

MAILX:

0.40

Omega Ratio

BROIX:

1.10

MAILX:

1.05

Calmar Ratio

BROIX:

0.71

MAILX:

0.16

Martin Ratio

BROIX:

2.09

MAILX:

0.87

Ulcer Index

BROIX:

3.34%

MAILX:

3.45%

Daily Std Dev

BROIX:

12.93%

MAILX:

14.04%

Max Drawdown

BROIX:

-54.49%

MAILX:

-59.57%

Current Drawdown

BROIX:

-9.89%

MAILX:

-15.69%

Returns By Period

In the year-to-date period, BROIX achieves a 4.38% return, which is significantly higher than MAILX's 0.17% return. Over the past 10 years, BROIX has outperformed MAILX with an annualized return of 5.67%, while MAILX has yielded a comparatively lower 4.80% annualized return.


BROIX

YTD

4.38%

1M

-2.06%

6M

-1.78%

1Y

5.37%

5Y*

5.58%

10Y*

5.67%

MAILX

YTD

0.17%

1M

0.93%

6M

-1.58%

1Y

1.36%

5Y*

4.00%

10Y*

4.80%

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. MAILX - Expense Ratio Comparison

BROIX has a 0.50% expense ratio, which is lower than MAILX's 0.65% expense ratio.


MAILX
BlackRock International Fund of BlackRock Series, Inc.
Expense ratio chart for MAILX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for BROIX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

BROIX vs. MAILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage International Fund (BROIX) and BlackRock International Fund of BlackRock Series, Inc. (MAILX). 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.


Sharpe ratio
The chart of Sharpe ratio for BROIX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.000.540.21
The chart of Sortino ratio for BROIX, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.0010.000.820.40
The chart of Omega ratio for BROIX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.05
The chart of Calmar ratio for BROIX, currently valued at 0.71, compared to the broader market0.002.004.006.008.0010.0012.0014.000.710.16
The chart of Martin ratio for BROIX, currently valued at 2.09, compared to the broader market0.0020.0040.0060.002.090.87
BROIX
MAILX

The current BROIX Sharpe Ratio is 0.54, which is higher than the MAILX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of BROIX and MAILX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.54
0.21
BROIX
MAILX

Dividends

BROIX vs. MAILX - Dividend Comparison

BROIX's dividend yield for the trailing twelve months is around 1.88%, more than MAILX's 0.61% yield.


TTM20232022202120202019201820172016201520142013
BROIX
BlackRock Advantage International Fund
1.88%2.71%3.37%3.31%1.72%2.67%2.69%0.72%2.09%0.79%1.80%0.00%
MAILX
BlackRock International Fund of BlackRock Series, Inc.
0.61%1.08%1.13%0.77%0.33%1.11%1.84%1.39%1.63%0.65%2.24%1.81%

Drawdowns

BROIX vs. MAILX - Drawdown Comparison

The maximum BROIX drawdown since its inception was -54.49%, smaller than the maximum MAILX drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for BROIX and MAILX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.89%
-15.69%
BROIX
MAILX

Volatility

BROIX vs. MAILX - Volatility Comparison

The current volatility for BlackRock Advantage International Fund (BROIX) is 3.58%, while BlackRock International Fund of BlackRock Series, Inc. (MAILX) has a volatility of 3.98%. This indicates that BROIX experiences smaller price fluctuations and is considered to be less risky than MAILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.58%
3.98%
BROIX
MAILX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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