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IXC vs. BACAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXC vs. BACAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Energy ETF (IXC) and BlackRock Energy Opportunities Fund (BACAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IXC achieves a 32.22% return, which is significantly higher than BACAX's 28.98% return. Over the past 10 years, IXC has outperformed BACAX with an annualized return of 10.29%, while BACAX has yielded a comparatively lower 8.62% annualized return.


IXC

1D
0.87%
1M
-1.75%
YTD
32.22%
6M
30.00%
1Y
48.10%
3Y*
18.84%
5Y*
19.64%
10Y*
10.29%

BACAX

1D
1.35%
1M
-2.76%
YTD
28.98%
6M
27.65%
1Y
41.36%
3Y*
17.11%
5Y*
18.44%
10Y*
8.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXC vs. BACAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXC
iShares Global Energy ETF
32.22%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%
BACAX
BlackRock Energy Opportunities Fund
28.98%10.53%3.78%2.61%43.02%42.93%-29.68%12.64%-19.98%2.07%

Correlation

The correlation between IXC and BACAX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2005

0.95

The correlation between IXC and BACAX has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

IXC vs. BACAX — Risk / Return Rank

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

IXC
IXC Risk / Return Rank: 7676
Overall Rank
IXC Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 7070
Sortino Ratio Rank
IXC Omega Ratio Rank: 6868
Omega Ratio Rank
IXC Calmar Ratio Rank: 8787
Calmar Ratio Rank
IXC Martin Ratio Rank: 7777
Martin Ratio Rank

BACAX
BACAX Risk / Return Rank: 6969
Overall Rank
BACAX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BACAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
BACAX Omega Ratio Rank: 5454
Omega Ratio Rank
BACAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
BACAX Martin Ratio Rank: 7373
Martin Ratio Rank
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.

IXC vs. BACAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) and BlackRock Energy Opportunities Fund (BACAX). 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.


IXCBACAXDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.42

1.41

+0.01

Calmar ratioReturn relative to maximum drawdown

5.00

4.69

+0.31

Martin ratioReturn relative to average drawdown

15.10

13.98

+1.12

IXC vs. BACAX - Sharpe Ratio Comparison

The current IXC Sharpe Ratio is 2.58, which is comparable to the BACAX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of IXC and BACAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IXCBACAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

2.49

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.79

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.32

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.18

+0.14

Drawdowns

IXC vs. BACAX - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, smaller than the maximum BACAX drawdown of -78.88%. Use the drawdown chart below to compare losses from any high point for IXC and BACAX.


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Drawdown Indicators


IXCBACAXDifference

Max Drawdown

Largest peak-to-trough decline

-67.88%

-78.88%

+11.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-9.11%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-18.73%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-25.74%

+0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-64.16%

-65.92%

+1.76%

Current Drawdown

Current decline from peak

-4.84%

-5.81%

+0.97%

Average Drawdown

Average peak-to-trough decline

-17.48%

-34.28%

+16.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

3.05%

+0.15%

Volatility

IXC vs. BACAX - Volatility Comparison

iShares Global Energy ETF (IXC) has a higher volatility of 7.50% compared to BlackRock Energy Opportunities Fund (BACAX) at 6.98%. This indicates that IXC's price experiences larger fluctuations and is considered to be riskier than BACAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXCBACAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

6.98%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

15.42%

14.12%

+1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

18.75%

17.23%

+1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.50%

23.55%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.85%

27.22%

-0.37%

IXC vs. BACAX - Expense Ratio Comparison

IXC has a 0.46% expense ratio, which is lower than BACAX's 1.32% expense ratio.


Dividends

IXC vs. BACAX - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 2.79%, more than BACAX's 1.92% yield.


PositionTTM20252024202320222021202020192018201720162015
BACAX
BlackRock Energy Opportunities Fund
1.92%2.47%2.29%3.06%2.21%2.39%3.38%2.69%2.87%2.48%1.95%1.98%
IXC
iShares Global Energy ETF
2.79%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%

Frequently Asked Questions


With a correlation of 0.98, IXC and BACAX 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.

IXC has higher volatility (7.50%) compared to BACAX (6.98%). In terms of maximum drawdown, IXC dropped -67.88% vs BACAX's -78.88%.

IXC currently has the higher Sharpe Ratio (2.58 vs 2.49), 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.

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