BROIX vs. SWPPX
Compare and contrast key facts about BlackRock Advantage International Fund (BROIX) and Schwab S&P 500 Index Fund (SWPPX).
BROIX is managed by BlackRock. It was launched on Jan 31, 2006. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
BROIX vs. SWPPX - Performance Comparison
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BROIX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BROIX BlackRock Advantage International Fund | -1.66% | 32.45% | 6.76% | 19.44% | -13.48% | 13.07% | 7.34% | 21.61% | -15.07% | 24.20% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, BROIX achieves a -1.66% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, BROIX has underperformed SWPPX with an annualized return of 9.09%, while SWPPX has yielded a comparatively higher 13.71% annualized return.
BROIX
- 1D
- 0.36%
- 1M
- -10.44%
- YTD
- -1.66%
- 6M
- 2.16%
- 1Y
- 18.95%
- 3Y*
- 15.18%
- 5Y*
- 9.30%
- 10Y*
- 9.09%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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BROIX vs. SWPPX - Expense Ratio Comparison
BROIX has a 0.50% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
BROIX vs. SWPPX — Risk / Return Rank
BROIX
SWPPX
BROIX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage International Fund (BROIX) and Schwab S&P 500 Index Fund (SWPPX). 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.
| BROIX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.84 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.30 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.06 | +0.38 |
Martin ratioReturn relative to average drawdown | 5.75 | 5.14 | +0.61 |
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
| BROIX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.84 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.68 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.76 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.48 | -0.13 |
Correlation
The correlation between BROIX and SWPPX is 0.85, 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
BROIX vs. SWPPX - Dividend Comparison
BROIX's dividend yield for the trailing twelve months is around 7.25%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BROIX BlackRock Advantage International Fund | 7.25% | 7.13% | 3.55% | 2.71% | 3.37% | 8.52% | 1.72% | 2.67% | 2.69% | 0.72% | 2.09% | 0.78% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
BROIX vs. SWPPX - Drawdown Comparison
The maximum BROIX drawdown since its inception was -54.49%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for BROIX and SWPPX.
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Drawdown Indicators
| BROIX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.49% | -55.06% | +0.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -12.10% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -28.24% | -24.51% | -3.73% |
Max Drawdown (10Y)Largest decline over 10 years | -36.24% | -33.80% | -2.44% |
Current DrawdownCurrent decline from peak | -10.44% | -8.89% | -1.55% |
Average DrawdownAverage peak-to-trough decline | -9.91% | -10.00% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.49% | +0.44% |
Volatility
BROIX vs. SWPPX - Volatility Comparison
BlackRock Advantage International Fund (BROIX) has a higher volatility of 7.24% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that BROIX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BROIX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 4.29% | +2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 9.11% | +1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.38% | 18.14% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 16.89% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 18.19% | -1.90% |