MAEFX vs. BIAHX
Compare and contrast key facts about BlackRock EuroFund Fund (MAEFX) and Brown Advisory - WMC Strategic European Equity Fund (BIAHX).
MAEFX is managed by BlackRock. It was launched on Oct 25, 1988. BIAHX is managed by Brown Advisory Funds. It was launched on Oct 20, 2013.
Performance
MAEFX vs. BIAHX - Performance Comparison
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MAEFX vs. BIAHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAEFX BlackRock EuroFund Fund | -10.68% | 20.07% | 7.21% | 20.70% | -23.85% | 19.53% | 19.34% | 25.17% | -19.83% | 22.42% |
BIAHX Brown Advisory - WMC Strategic European Equity Fund | -5.32% | 47.26% | 10.85% | 19.36% | -11.95% | 14.54% | 11.34% | 29.43% | -16.60% | 32.37% |
Returns By Period
In the year-to-date period, MAEFX achieves a -10.68% return, which is significantly lower than BIAHX's -5.32% return. Over the past 10 years, MAEFX has underperformed BIAHX with an annualized return of 5.87%, while BIAHX has yielded a comparatively higher 11.38% annualized return.
MAEFX
- 1D
- -0.25%
- 1M
- -13.84%
- YTD
- -10.68%
- 6M
- -11.11%
- 1Y
- 3.71%
- 3Y*
- 6.43%
- 5Y*
- 4.30%
- 10Y*
- 5.87%
BIAHX
- 1D
- 0.36%
- 1M
- -10.81%
- YTD
- -5.32%
- 6M
- -1.89%
- 1Y
- 20.51%
- 3Y*
- 18.50%
- 5Y*
- 12.67%
- 10Y*
- 11.38%
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MAEFX vs. BIAHX - Expense Ratio Comparison
MAEFX has a 1.10% expense ratio, which is lower than BIAHX's 1.19% expense ratio.
Return for Risk
MAEFX vs. BIAHX — Risk / Return Rank
MAEFX
BIAHX
MAEFX vs. BIAHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock EuroFund Fund (MAEFX) and Brown Advisory - WMC Strategic European Equity Fund (BIAHX). 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.
| MAEFX | BIAHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.11 | 1.31 | -1.20 |
Sortino ratioReturn per unit of downside risk | 0.31 | 1.76 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.26 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 1.40 | -1.32 |
Martin ratioReturn relative to average drawdown | 0.28 | 5.69 | -5.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MAEFX | BIAHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | 1.31 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.79 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.66 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.56 | -0.21 |
Correlation
The correlation between MAEFX and BIAHX is 0.89, 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.
Dividends
MAEFX vs. BIAHX - Dividend Comparison
MAEFX's dividend yield for the trailing twelve months is around 12.97%, more than BIAHX's 8.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAEFX BlackRock EuroFund Fund | 12.97% | 11.58% | 1.29% | 1.24% | 0.76% | 0.00% | 0.00% | 0.45% | 2.81% | 1.19% | 2.32% | 1.64% |
BIAHX Brown Advisory - WMC Strategic European Equity Fund | 8.03% | 7.60% | 5.16% | 1.13% | 2.66% | 9.72% | 6.39% | 9.78% | 12.12% | 0.83% | 1.19% | 0.00% |
Drawdowns
MAEFX vs. BIAHX - Drawdown Comparison
The maximum MAEFX drawdown since its inception was -62.58%, which is greater than BIAHX's maximum drawdown of -34.90%. Use the drawdown chart below to compare losses from any high point for MAEFX and BIAHX.
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Drawdown Indicators
| MAEFX | BIAHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.58% | -34.90% | -27.68% |
Max Drawdown (1Y)Largest decline over 1 year | -17.14% | -13.18% | -3.96% |
Max Drawdown (5Y)Largest decline over 5 years | -40.47% | -30.95% | -9.52% |
Max Drawdown (10Y)Largest decline over 10 years | -40.51% | -34.90% | -5.61% |
Current DrawdownCurrent decline from peak | -17.14% | -12.61% | -4.53% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -6.02% | -5.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.80% | 3.25% | +1.55% |
Volatility
MAEFX vs. BIAHX - Volatility Comparison
BlackRock EuroFund Fund (MAEFX) has a higher volatility of 9.58% compared to Brown Advisory - WMC Strategic European Equity Fund (BIAHX) at 6.05%. This indicates that MAEFX's price experiences larger fluctuations and is considered to be riskier than BIAHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MAEFX | BIAHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.58% | 6.05% | +3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 14.60% | 9.39% | +5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.58% | 14.98% | +6.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.95% | 16.13% | +5.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.34% | 17.17% | +4.17% |