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MAEFX vs. UEPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAEFX vs. UEPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock EuroFund Fund (MAEFX) and ProFunds Europe 30 Fund (UEPIX). The values are adjusted to include any dividend payments, if applicable.

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MAEFX vs. UEPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAEFX
BlackRock EuroFund Fund
-10.68%20.07%7.21%20.70%-23.85%19.53%19.34%25.17%-19.83%22.42%
UEPIX
ProFunds Europe 30 Fund
5.46%28.46%2.60%18.54%-7.83%24.46%-9.97%17.87%-12.48%19.92%

Returns By Period

In the year-to-date period, MAEFX achieves a -10.68% return, which is significantly lower than UEPIX's 5.46% return. Over the past 10 years, MAEFX has underperformed UEPIX with an annualized return of 5.87%, while UEPIX has yielded a comparatively higher 8.75% 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%

UEPIX

1D
0.29%
1M
-5.45%
YTD
5.46%
6M
12.79%
1Y
27.21%
3Y*
15.84%
5Y*
11.47%
10Y*
8.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MAEFX vs. UEPIX - Expense Ratio Comparison

MAEFX has a 1.10% expense ratio, which is lower than UEPIX's 1.78% expense ratio.


Return for Risk

MAEFX vs. UEPIX — Risk / Return Rank

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

MAEFX
MAEFX Risk / Return Rank: 77
Overall Rank
MAEFX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
MAEFX Sortino Ratio Rank: 77
Sortino Ratio Rank
MAEFX Omega Ratio Rank: 77
Omega Ratio Rank
MAEFX Calmar Ratio Rank: 88
Calmar Ratio Rank
MAEFX Martin Ratio Rank: 88
Martin Ratio Rank

UEPIX
UEPIX Risk / Return Rank: 8484
Overall Rank
UEPIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UEPIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
UEPIX Omega Ratio Rank: 8080
Omega Ratio Rank
UEPIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
UEPIX Martin Ratio Rank: 9090
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.

MAEFX vs. UEPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock EuroFund Fund (MAEFX) and ProFunds Europe 30 Fund (UEPIX). 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.


MAEFXUEPIXDifference

Sharpe ratio

Return per unit of total volatility

0.11

1.60

-1.48

Sortino ratio

Return per unit of downside risk

0.31

2.19

-1.88

Omega ratio

Gain probability vs. loss probability

1.04

1.32

-0.28

Calmar ratio

Return relative to maximum drawdown

0.08

2.02

-1.94

Martin ratio

Return relative to average drawdown

0.28

10.26

-9.98

MAEFX vs. UEPIX - Sharpe Ratio Comparison

The current MAEFX Sharpe Ratio is 0.11, which is lower than the UEPIX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of MAEFX and UEPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MAEFXUEPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

1.60

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.68

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.47

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.07

+0.28

Correlation

The correlation between MAEFX and UEPIX is 0.80, 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. UEPIX - Dividend Comparison

MAEFX's dividend yield for the trailing twelve months is around 12.97%, more than UEPIX's 1.57% yield.


TTM20252024202320222021202020192018201720162015
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%
UEPIX
ProFunds Europe 30 Fund
1.57%1.66%0.00%1.43%1.98%0.87%2.64%0.82%12.56%0.96%3.21%11.73%

Drawdowns

MAEFX vs. UEPIX - Drawdown Comparison

The maximum MAEFX drawdown since its inception was -62.58%, smaller than the maximum UEPIX drawdown of -76.06%. Use the drawdown chart below to compare losses from any high point for MAEFX and UEPIX.


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Drawdown Indicators


MAEFXUEPIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.58%

-76.06%

+13.48%

Max Drawdown (1Y)

Largest decline over 1 year

-17.14%

-12.76%

-4.38%

Max Drawdown (5Y)

Largest decline over 5 years

-40.47%

-26.62%

-13.85%

Max Drawdown (10Y)

Largest decline over 10 years

-40.51%

-40.51%

0.00%

Current Drawdown

Current decline from peak

-17.14%

-5.54%

-11.60%

Average Drawdown

Average peak-to-trough decline

-11.67%

-43.47%

+31.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.80%

2.54%

+2.26%

Volatility

MAEFX vs. UEPIX - Volatility Comparison

BlackRock EuroFund Fund (MAEFX) has a higher volatility of 9.58% compared to ProFunds Europe 30 Fund (UEPIX) at 5.58%. This indicates that MAEFX's price experiences larger fluctuations and is considered to be riskier than UEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAEFXUEPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.58%

5.58%

+4.00%

Volatility (6M)

Calculated over the trailing 6-month period

14.60%

10.26%

+4.34%

Volatility (1Y)

Calculated over the trailing 1-year period

21.58%

16.98%

+4.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.95%

16.88%

+5.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.34%

18.73%

+2.61%