DWMF vs. BROIX
Compare and contrast key facts about WisdomTree International Multifactor Fund (DWMF) and BlackRock Advantage International Fund (BROIX).
DWMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018. BROIX is managed by Blackrock. It was launched on Jan 31, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DWMF or BROIX.
Correlation
The correlation between DWMF and BROIX is 0.86, 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.
Performance
DWMF vs. BROIX - Performance Comparison
Key characteristics
DWMF:
1.21
BROIX:
0.54
DWMF:
1.74
BROIX:
0.82
DWMF:
1.21
BROIX:
1.10
DWMF:
2.17
BROIX:
0.71
DWMF:
5.65
BROIX:
2.09
DWMF:
1.99%
BROIX:
3.34%
DWMF:
9.27%
BROIX:
12.93%
DWMF:
-29.70%
BROIX:
-54.49%
DWMF:
-5.12%
BROIX:
-9.89%
Returns By Period
In the year-to-date period, DWMF achieves a 9.47% return, which is significantly higher than BROIX's 4.38% return.
DWMF
9.47%
-0.22%
3.88%
10.18%
4.22%
N/A
BROIX
4.38%
-2.06%
-1.78%
5.37%
5.58%
5.67%
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DWMF vs. BROIX - Expense Ratio Comparison
DWMF has a 0.38% expense ratio, which is lower than BROIX's 0.50% expense ratio.
Risk-Adjusted Performance
DWMF vs. BROIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Multifactor Fund (DWMF) 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.
Dividends
DWMF vs. BROIX - Dividend Comparison
DWMF's dividend yield for the trailing twelve months is around 3.55%, more than BROIX's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DWMF WisdomTree International Multifactor Fund | 3.55% | 4.01% | 3.41% | 3.54% | 2.06% | 2.77% | 1.15% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
DWMF vs. BROIX - Drawdown Comparison
The maximum DWMF drawdown since its inception was -29.70%, smaller than the maximum BROIX drawdown of -54.49%. Use the drawdown chart below to compare losses from any high point for DWMF and BROIX. For additional features, visit the drawdowns tool.
Volatility
DWMF vs. BROIX - Volatility Comparison
The current volatility for WisdomTree International Multifactor Fund (DWMF) is 2.12%, while BlackRock Advantage International Fund (BROIX) has a volatility of 3.58%. This indicates that DWMF experiences smaller price fluctuations and is considered to be less risky than BROIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.