CID vs. BRASX
Compare and contrast key facts about VictoryShares International High Div Volatility Wtd ETF (CID) and BlackRock Allocation Target Shares Series S Portfolio (BRASX).
CID is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory International High Dividend 100 Volatility Weighted Index. It was launched on Aug 19, 2015. BRASX is managed by Blackrock. It was launched on Sep 30, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CID or BRASX.
Key characteristics
| CID | BRASX | |
|---|---|---|
| YTD Return | 2.13% | 1.08% |
| 1Y Return | 8.05% | 4.82% |
| 3Y Return (Ann) | 4.89% | 0.83% |
| 5Y Return (Ann) | 5.33% | 2.09% |
| Sharpe Ratio | 0.70 | 1.91 |
| Daily Std Dev | 11.89% | 2.46% |
| Max Drawdown | -42.78% | -10.61% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between CID and BRASX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CID vs. BRASX - Performance Comparison
In the year-to-date period, CID achieves a 2.13% return, which is significantly higher than BRASX's 1.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CID vs. BRASX - Expense Ratio Comparison
CID has a 0.45% expense ratio, which is higher than BRASX's 0.00% expense ratio.
Risk-Adjusted Performance
CID vs. BRASX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares International High Div Volatility Wtd ETF (CID) and BlackRock Allocation Target Shares Series S Portfolio (BRASX). 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
CID vs. BRASX - Dividend Comparison
CID's dividend yield for the trailing twelve months is around 4.45%, more than BRASX's 4.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CID VictoryShares International High Div Volatility Wtd ETF | 4.45% | 4.93% | 5.70% | 5.21% | 3.27% | 4.72% | 5.02% | 3.53% | 3.94% | 0.51% | 0.00% | 0.00% |
BRASX BlackRock Allocation Target Shares Series S Portfolio | 4.35% | 4.03% | 2.85% | 1.60% | 2.64% | 3.07% | 2.24% | 2.88% | 3.36% | 3.26% | 1.78% | 0.64% |
Drawdowns
CID vs. BRASX - Drawdown Comparison
The maximum CID drawdown since its inception was -42.78%, which is greater than BRASX's maximum drawdown of -10.61%. Use the drawdown chart below to compare losses from any high point for CID and BRASX. For additional features, visit the drawdowns tool.
Volatility
CID vs. BRASX - Volatility Comparison
VictoryShares International High Div Volatility Wtd ETF (CID) has a higher volatility of 3.59% compared to BlackRock Allocation Target Shares Series S Portfolio (BRASX) at 0.67%. This indicates that CID's price experiences larger fluctuations and is considered to be riskier than BRASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.