BROKX vs. VFAIX

Last updated Jul 1, 2026

BROKX (BlackRock Advantage International Fund Class K) and VFAIX (Vanguard Financials Index Fund Admiral Shares) are both mutual funds - BROKX is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index, while VFAIX is a Financials Equities fund tracking the MSCI US Investable Market Financials 25/50 Index. Both are passively managed. Over the past 5 years, BROKX returned 10.77%/yr vs 10.20%/yr for VFAIX. A 0.61 correlation means they provide meaningful diversification when combined. BROKX charges 0.45%/yr vs 0.09%/yr for VFAIX.

Performance

BROKX vs. VFAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Advantage International Fund Class K (BROKX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BROKX achieves a 10.94% return, which is significantly higher than VFAIX's -0.32% return.

BROKX

• 1D: 1.15%
• 1M: 0.43%
• YTD: 10.94%
• 6M: 10.50%
• 1Y: 21.32%
• 3Y*: 18.33%
• 5Y*: 10.77%
• 10Y*: —

VFAIX

• 1D: 0.12%
• 1M: 4.74%
• YTD: -0.32%
• 6M: -1.10%
• 1Y: 5.36%
• 3Y*: 19.73%
• 5Y*: 10.20%
• 10Y*: 13.23%

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

BROKX vs. VFAIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
BROKX BlackRock Advantage International Fund Class K	10.94%	32.56%	6.80%	19.49%	-13.43%	13.12%	7.39%	13.36%	2.62%
VFAIX Vanguard Financials Index Fund Admiral Shares	-0.32%	14.90%	30.46%	14.07%	-12.26%	36.27%	-2.15%	31.63%	-19.42%

Correlation

The correlation between BROKX and VFAIX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.64
Correlation (All Time) Calculated using the full available price history since Jan 29, 2018	0.61

The correlation between BROKX and VFAIX shifts across timeframes, from 0.49 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

BROKX vs. VFAIX — Risk / Return Rank

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

BROKX

BROKX Risk / Return Rank: 36
BROKX Sharpe Ratio Rank: 34
BROKX Sortino Ratio Rank: 33
BROKX Omega Ratio Rank: 33
BROKX Calmar Ratio Rank: 37
BROKX Martin Ratio Rank: 41

VFAIX

VFAIX Risk / Return Rank: 7
VFAIX Sharpe Ratio Rank: 7
VFAIX Sortino Ratio Rank: 7
VFAIX Omega Ratio Rank: 7
VFAIX Calmar Ratio Rank: 7
VFAIX Martin Ratio Rank: 7

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.

BROKX vs. VFAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage International Fund Class K (BROKX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). 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.

	BROKX	VFAIX	Difference
Sharpe ratio: Return per unit of total volatility	1.38	0.43	+0.95
Sortino ratio: Return per unit of downside risk	1.97	0.68	+1.29
Omega ratio: Gain probability vs. loss probability	1.25	1.08	+0.17
Calmar ratio: Return relative to maximum drawdown	1.96	0.43	+1.52
Martin ratio: Return relative to average drawdown	7.46	1.12	+6.34

BROKX vs. VFAIX - Sharpe Ratio Comparison

The current BROKX Sharpe Ratio is 1.38, which is higher than the VFAIX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of BROKX and VFAIX, 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

BROKX vs. VFAIX - Drawdown Comparison

The maximum BROKX drawdown since its inception was -35.06%, smaller than the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for BROKX and VFAIX.

Drawdown Indicators

	BROKX	VFAIX	Difference
Max Drawdown Largest peak-to-trough decline	-35.06%	-78.64%	+43.58%
Max Drawdown (1Y) Largest decline over 1 year	-11.11%	-14.72%	+3.61%
Max Drawdown (3Y) Largest decline over 3 years	-14.04%	-17.31%	+3.27%
Max Drawdown (5Y) Largest decline over 5 years	-28.22%	-25.71%	-2.51%
Max Drawdown (10Y) Largest decline over 10 years	—	-44.37%	—
Current Drawdown Current decline from peak	-1.20%	-3.35%	+2.15%
Average Drawdown Average peak-to-trough decline	-4.76%	-18.56%	+13.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	5.68%	-2.77%

Volatility

BROKX vs. VFAIX - Volatility Comparison

BlackRock Advantage International Fund Class K (BROKX) has a higher volatility of 5.66% compared to Vanguard Financials Index Fund Admiral Shares (VFAIX) at 4.12%. This indicates that BROKX's price experiences larger fluctuations and is considered to be riskier than VFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BROKX	VFAIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.66%	4.12%	+1.54%
Volatility (6M) Calculated over the trailing 6-month period	13.34%	11.32%	+2.02%
Volatility (1Y) Calculated over the trailing 1-year period	15.83%	14.82%	+1.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.26%	19.28%	-3.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.82%	22.52%	-5.70%

BROKX vs. VFAIX - Expense Ratio Comparison

BROKX has a 0.45% expense ratio, which is higher than VFAIX's 0.09% expense ratio.

Dividends

BROKX vs. VFAIX - Dividend Comparison

BROKX's dividend yield for the trailing twelve months is around 6.46%, more than VFAIX's 1.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BROKX BlackRock Advantage International Fund Class K	6.46%	7.16%	3.59%	2.75%	3.42%	8.57%	1.76%	2.72%	2.56%	0.00%	0.00%	0.00%
VFAIX Vanguard Financials Index Fund Admiral Shares	1.76%	1.56%	1.75%	2.08%	2.31%	2.62%	2.21%	2.17%	2.30%	1.54%	1.64%	2.00%

Frequently Asked Questions

Can I hold both BROKX and VFAIX in my portfolio?

BROKX and VFAIX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BROKX or VFAIX?

BROKX has higher volatility (5.66%) compared to VFAIX (4.12%). In terms of maximum drawdown, BROKX dropped -35.06% vs VFAIX's -78.64%.

Which has better risk-adjusted returns?

BROKX currently has the higher Sharpe Ratio (1.38 vs 0.43), 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.