PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MAILX vs. BROIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MAILX and BROIX is 0.92, 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.


-0.50.00.51.00.9

Performance

MAILX vs. BROIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock International Fund of BlackRock Series, Inc. (MAILX) and BlackRock Advantage International Fund (BROIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.58%
-1.78%
MAILX
BROIX

Key characteristics

Sharpe Ratio

MAILX:

0.21

BROIX:

0.54

Sortino Ratio

MAILX:

0.40

BROIX:

0.82

Omega Ratio

MAILX:

1.05

BROIX:

1.10

Calmar Ratio

MAILX:

0.16

BROIX:

0.71

Martin Ratio

MAILX:

0.87

BROIX:

2.09

Ulcer Index

MAILX:

3.45%

BROIX:

3.34%

Daily Std Dev

MAILX:

14.04%

BROIX:

12.93%

Max Drawdown

MAILX:

-59.57%

BROIX:

-54.49%

Current Drawdown

MAILX:

-15.69%

BROIX:

-9.89%

Returns By Period

In the year-to-date period, MAILX achieves a 0.17% return, which is significantly lower than BROIX's 4.38% return. Over the past 10 years, MAILX has underperformed BROIX with an annualized return of 4.80%, while BROIX has yielded a comparatively higher 5.67% annualized return.


MAILX

YTD

0.17%

1M

0.93%

6M

-1.58%

1Y

1.36%

5Y*

4.00%

10Y*

4.80%

BROIX

YTD

4.38%

1M

-2.06%

6M

-1.78%

1Y

5.37%

5Y*

5.58%

10Y*

5.67%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MAILX vs. BROIX - Expense Ratio Comparison

MAILX has a 0.65% expense ratio, which is higher than BROIX's 0.50% expense ratio.


MAILX
BlackRock International Fund of BlackRock Series, Inc.
Expense ratio chart for MAILX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for BROIX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

MAILX vs. BROIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock International Fund of BlackRock Series, Inc. (MAILX) 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.


Sharpe ratio
The chart of Sharpe ratio for MAILX, currently valued at 0.21, compared to the broader market-1.000.001.002.003.004.000.210.54
The chart of Sortino ratio for MAILX, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.0010.000.400.82
The chart of Omega ratio for MAILX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.10
The chart of Calmar ratio for MAILX, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.0012.0014.000.160.71
The chart of Martin ratio for MAILX, currently valued at 0.87, compared to the broader market0.0020.0040.0060.000.872.09
MAILX
BROIX

The current MAILX Sharpe Ratio is 0.21, which is lower than the BROIX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of MAILX and BROIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.21
0.54
MAILX
BROIX

Dividends

MAILX vs. BROIX - Dividend Comparison

MAILX's dividend yield for the trailing twelve months is around 0.61%, less than BROIX's 1.88% yield.


TTM20232022202120202019201820172016201520142013
MAILX
BlackRock International Fund of BlackRock Series, Inc.
0.61%1.08%1.13%0.77%0.33%1.11%1.84%1.39%1.63%0.65%2.24%1.81%
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%0.00%

Drawdowns

MAILX vs. BROIX - Drawdown Comparison

The maximum MAILX drawdown since its inception was -59.57%, which is greater than BROIX's maximum drawdown of -54.49%. Use the drawdown chart below to compare losses from any high point for MAILX and BROIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.69%
-9.89%
MAILX
BROIX

Volatility

MAILX vs. BROIX - Volatility Comparison

BlackRock International Fund of BlackRock Series, Inc. (MAILX) has a higher volatility of 3.98% compared to BlackRock Advantage International Fund (BROIX) at 3.58%. This indicates that MAILX'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.


3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.98%
3.58%
MAILX
BROIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab