PortfoliosLab logoPortfoliosLab logo
MAILX vs. BROIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

MAILX vs. BROIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAILX
BlackRock International Fund of BlackRock Series, Inc.
-1.49%15.60%0.46%19.67%-24.24%9.32%21.82%31.77%-21.45%31.87%
BROIX
BlackRock Advantage International Fund
1.44%32.45%6.76%19.44%-13.48%13.07%7.34%21.61%-15.07%24.20%

Returns By Period

In the year-to-date period, MAILX achieves a -1.49% return, which is significantly lower than BROIX's 1.44% return. Over the past 10 years, MAILX has underperformed BROIX with an annualized return of 7.08%, while BROIX has yielded a comparatively higher 9.43% annualized return.


MAILX

1D
3.12%
1M
-7.93%
YTD
-1.49%
6M
1.55%
1Y
12.33%
3Y*
7.60%
5Y*
0.48%
10Y*
7.08%

BROIX

1D
3.15%
1M
-5.83%
YTD
1.44%
6M
4.92%
1Y
22.45%
3Y*
16.38%
5Y*
9.73%
10Y*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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.


Return for Risk

MAILX vs. BROIX — Risk / Return Rank

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

MAILX
MAILX Risk / Return Rank: 2828
Overall Rank
MAILX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MAILX Sortino Ratio Rank: 2727
Sortino Ratio Rank
MAILX Omega Ratio Rank: 2626
Omega Ratio Rank
MAILX Calmar Ratio Rank: 2929
Calmar Ratio Rank
MAILX Martin Ratio Rank: 2929
Martin Ratio Rank

BROIX
BROIX Risk / Return Rank: 7171
Overall Rank
BROIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BROIX Sortino Ratio Rank: 6969
Sortino Ratio Rank
BROIX Omega Ratio Rank: 6767
Omega Ratio Rank
BROIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
BROIX Martin Ratio Rank: 7474
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.

MAILX vs. BROIX - Risk-Adjusted Trends 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.


MAILXBROIXDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.30

-0.54

Sortino ratio

Return per unit of downside risk

1.12

1.78

-0.66

Omega ratio

Gain probability vs. loss probability

1.16

1.26

-0.11

Calmar ratio

Return relative to maximum drawdown

0.95

1.92

-0.97

Martin ratio

Return relative to average drawdown

3.54

7.38

-3.84

MAILX vs. BROIX - Sharpe Ratio Comparison

The current MAILX Sharpe Ratio is 0.76, which is lower than the BROIX Sharpe Ratio of 1.30. 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.


Loading graphics...

Sharpe Ratios by Period


MAILXBROIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.30

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.61

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.58

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.35

-0.14

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.


Dividends

MAILX vs. BROIX - Dividend Comparison

MAILX's dividend yield for the trailing twelve months is around 1.82%, less than BROIX's 7.03% yield.


TTM20252024202320222021202020192018201720162015
MAILX
BlackRock International Fund of BlackRock Series, Inc.
1.82%1.79%0.90%1.08%1.13%7.30%0.33%1.11%1.83%1.39%1.62%0.65%
BROIX
BlackRock Advantage International Fund
7.03%7.13%3.55%2.71%3.37%8.52%1.72%2.67%2.69%0.72%2.09%0.78%

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.


Loading graphics...

Drawdown Indicators


MAILXBROIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.57%

-54.49%

-5.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-11.24%

-1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-41.68%

-28.24%

-13.44%

Max Drawdown (10Y)

Largest decline over 10 years

-41.68%

-36.24%

-5.44%

Current Drawdown

Current decline from peak

-9.61%

-7.62%

-1.99%

Average Drawdown

Average peak-to-trough decline

-16.22%

-9.90%

-6.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

2.92%

+0.39%

Volatility

MAILX vs. BROIX - Volatility Comparison

BlackRock International Fund of BlackRock Series, Inc. (MAILX) and BlackRock Advantage International Fund (BROIX) have volatilities of 7.88% and 7.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MAILXBROIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

7.93%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.31%

11.41%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.79%

17.61%

-0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.69%

15.99%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

16.32%

+1.97%