Correlation
The correlation between MABAX and BROIX is 0.85, 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.
MABAX vs. BROIX
Compare and contrast key facts about BlackRock Large Cap Focus Value Fund (MABAX) and BlackRock Advantage International Fund (BROIX).
MABAX is managed by Blackrock. It was launched on Jul 1, 1977. 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: MABAX or BROIX.
Performance
MABAX vs. BROIX - Performance Comparison
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Key characteristics
MABAX:
0.09
BROIX:
1.00
MABAX:
0.24
BROIX:
1.37
MABAX:
1.04
BROIX:
1.19
MABAX:
0.04
BROIX:
1.15
MABAX:
0.22
BROIX:
3.70
MABAX:
6.84%
BROIX:
4.37%
MABAX:
18.23%
BROIX:
17.09%
MABAX:
-64.28%
BROIX:
-56.21%
MABAX:
-30.76%
BROIX:
-0.27%
Returns By Period
In the year-to-date period, MABAX achieves a 4.80% return, which is significantly lower than BROIX's 18.47% return. Over the past 10 years, MABAX has underperformed BROIX with an annualized return of -1.71%, while BROIX has yielded a comparatively higher 6.24% annualized return.
MABAX
4.80%
4.25%
-7.15%
0.27%
1.98%
4.25%
-1.71%
BROIX
18.47%
5.50%
15.01%
15.68%
13.54%
11.81%
6.24%
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MABAX vs. BROIX - Expense Ratio Comparison
MABAX has a 0.54% expense ratio, which is higher than BROIX's 0.50% expense ratio.
Risk-Adjusted Performance
MABAX vs. BROIX — Risk-Adjusted Performance Rank
MABAX
BROIX
MABAX vs. BROIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Large Cap Focus Value Fund (MABAX) 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.
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Dividends
MABAX vs. BROIX - Dividend Comparison
MABAX's dividend yield for the trailing twelve months is around 8.76%, more than BROIX's 3.00% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MABAX BlackRock Large Cap Focus Value Fund | 8.76% | 9.18% | 4.84% | 11.41% | 19.03% | 12.43% | 12.76% | 29.20% | 4.83% | 3.24% | 14.94% | 23.98% |
BROIX BlackRock Advantage International Fund | 3.00% | 3.55% | 2.71% | 3.37% | 8.51% | 1.72% | 2.67% | 2.69% | 0.72% | 2.09% | 0.79% | 1.80% |
Drawdowns
MABAX vs. BROIX - Drawdown Comparison
The maximum MABAX drawdown since its inception was -64.28%, which is greater than BROIX's maximum drawdown of -56.21%. Use the drawdown chart below to compare losses from any high point for MABAX and BROIX.
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Volatility
MABAX vs. BROIX - Volatility Comparison
BlackRock Large Cap Focus Value Fund (MABAX) has a higher volatility of 4.13% compared to BlackRock Advantage International Fund (BROIX) at 3.42%. This indicates that MABAX's price experiences larger fluctuations and is considered to be riskier than BROIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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