DOL vs. BROIX

Last updated Jun 23, 2026

DOL (WisdomTree International LargeCap Dividend Fund) and BROIX (BlackRock Advantage International Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, DOL returned 10.54%/yr vs 10.33%/yr for BROIX. Their correlation of 0.92 suggests significant overlap in exposure. DOL charges 0.48%/yr vs 0.50%/yr for BROIX.

Performance

DOL vs. BROIX - Performance Comparison

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

Returns By Period

In the year-to-date period, DOL achieves a 15.82% return, which is significantly higher than BROIX's 12.16% return. Both investments have delivered pretty close results over the past 10 years, with DOL having a 10.54% annualized return and BROIX not far behind at 10.33%.

DOL

• 1D: -0.33%
• 1M: 2.69%
• YTD: 15.82%
• 6M: 17.03%
• 1Y: 33.04%
• 3Y*: 21.33%
• 5Y*: 12.90%
• 10Y*: 10.54%

BROIX

• 1D: 0.82%
• 1M: 2.80%
• YTD: 12.16%
• 6M: 12.41%
• 1Y: 27.24%
• 3Y*: 18.27%
• 5Y*: 11.05%
• 10Y*: 10.33%

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

DOL vs. BROIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DOL WisdomTree International LargeCap Dividend Fund	15.82%	37.35%	4.08%	16.77%	-6.72%	11.54%	-3.22%	19.47%	-12.93%	22.25%
BROIX BlackRock Advantage International Fund	12.16%	32.45%	6.76%	19.44%	-13.48%	13.07%	7.34%	21.61%	-15.07%	24.20%

Correlation

The correlation between DOL and BROIX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006	0.92

The correlation between DOL and BROIX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

Return for Risk

DOL vs. BROIX — Risk / Return Rank

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

DOL

DOL Risk / Return Rank: 64
DOL Sharpe Ratio Rank: 67
DOL Sortino Ratio Rank: 64
DOL Omega Ratio Rank: 67
DOL Calmar Ratio Rank: 61
DOL Martin Ratio Rank: 63

BROIX

BROIX Risk / Return Rank: 40
BROIX Sharpe Ratio Rank: 38
BROIX Sortino Ratio Rank: 37
BROIX Omega Ratio Rank: 37
BROIX Calmar Ratio Rank: 42
BROIX Martin Ratio Rank: 45

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.

DOL vs. BROIX - Risk-Adjusted Trends Comparison

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

	DOL	BROIX	Difference
Sharpe ratio: Return per unit of total volatility	2.13	1.66	+0.46
Sortino ratio: Return per unit of downside risk	2.87	2.35	+0.52
Omega ratio: Gain probability vs. loss probability	1.39	1.30	+0.09
Calmar ratio: Return relative to maximum drawdown	2.93	2.35	+0.58
Martin ratio: Return relative to average drawdown	10.98	9.01	+1.98

DOL vs. BROIX - Sharpe Ratio Comparison

The current DOL Sharpe Ratio is 2.13, which is comparable to the BROIX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of DOL and BROIX, 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

DOL vs. BROIX - Drawdown Comparison

The maximum DOL drawdown since its inception was -60.79%, which is greater than BROIX's maximum drawdown of -54.49%. Use the drawdown chart below to compare losses from any high point for DOL and BROIX.

Drawdown Indicators

	DOL	BROIX	Difference
Max Drawdown Largest peak-to-trough decline	-60.79%	-54.49%	-6.30%
Max Drawdown (1Y) Largest decline over 1 year	-11.33%	-11.12%	-0.21%
Max Drawdown (3Y) Largest decline over 3 years	-12.44%	-14.05%	+1.61%
Max Drawdown (5Y) Largest decline over 5 years	-24.57%	-28.24%	+3.67%
Max Drawdown (10Y) Largest decline over 10 years	-35.99%	-36.24%	+0.25%
Current Drawdown Current decline from peak	-0.33%	0.00%	-0.33%
Average Drawdown Average peak-to-trough decline	-13.60%	-9.82%	-3.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	2.90%	+0.12%

Volatility

DOL vs. BROIX - Volatility Comparison

WisdomTree International LargeCap Dividend Fund (DOL) and BlackRock Advantage International Fund (BROIX) have volatilities of 5.31% and 5.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DOL	BROIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.31%	5.18%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	13.49%	13.14%	+0.35%
Volatility (1Y) Calculated over the trailing 1-year period	15.64%	15.72%	-0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.50%	16.24%	-0.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.69%	16.48%	+0.21%

DOL vs. BROIX - Expense Ratio Comparison

DOL has a 0.48% expense ratio, which is lower than BROIX's 0.50% expense ratio.

Dividends

DOL vs. BROIX - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 2.41%, less than BROIX's 6.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BROIX BlackRock Advantage International Fund	6.36%	7.13%	3.55%	2.71%	3.37%	8.52%	1.72%	2.67%	2.69%	0.72%	2.09%	0.78%
DOL WisdomTree International LargeCap Dividend Fund	2.41%	2.83%	3.78%	4.02%	4.47%	3.58%	2.82%	3.50%	4.03%	3.17%	3.58%	3.66%

Frequently Asked Questions

Can I hold both DOL and BROIX in my portfolio?

With a correlation of 0.95, DOL and BROIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DOL or BROIX?

DOL has higher volatility (5.31%) compared to BROIX (5.18%). In terms of maximum drawdown, DOL dropped -60.79% vs BROIX's -54.49%.

Which has better risk-adjusted returns?

DOL currently has the higher Sharpe Ratio (2.13 vs 1.66), 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.