PEPFX vs. BADEX
Compare and contrast key facts about PIMCO RAE Emerging Markets Fund (PEPFX) and BlackRock Defensive Advantage Emerging Markets Fund (BADEX).
PEPFX is managed by PIMCO. It was launched on Jun 4, 2015. BADEX is managed by BlackRock. It was launched on Dec 20, 2020.
Performance
PEPFX vs. BADEX - Performance Comparison
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PEPFX vs. BADEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PEPFX PIMCO RAE Emerging Markets Fund | 6.55% | 20.60% | 2.45% | 22.46% | -10.50% | 15.79% | 11.65% |
BADEX BlackRock Defensive Advantage Emerging Markets Fund | -0.28% | 13.95% | 10.15% | 11.67% | -11.34% | 4.49% | 2.32% |
Returns By Period
In the year-to-date period, PEPFX achieves a 6.55% return, which is significantly higher than BADEX's -0.28% return.
PEPFX
- 1D
- 0.08%
- 1M
- -8.61%
- YTD
- 6.55%
- 6M
- 8.38%
- 1Y
- 24.77%
- 3Y*
- 15.73%
- 5Y*
- 8.50%
- 10Y*
- 10.79%
BADEX
- 1D
- -0.65%
- 1M
- -7.80%
- YTD
- -0.28%
- 6M
- 2.63%
- 1Y
- 10.81%
- 3Y*
- 10.26%
- 5Y*
- 4.56%
- 10Y*
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PEPFX vs. BADEX - Expense Ratio Comparison
PEPFX has a 0.85% expense ratio, which is lower than BADEX's 1.06% expense ratio.
Return for Risk
PEPFX vs. BADEX — Risk / Return Rank
PEPFX
BADEX
PEPFX vs. BADEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE Emerging Markets Fund (PEPFX) and BlackRock Defensive Advantage Emerging Markets Fund (BADEX). 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.
| PEPFX | BADEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 1.07 | +0.52 |
Sortino ratioReturn per unit of downside risk | 2.00 | 1.42 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.10 | +0.67 |
Martin ratioReturn relative to average drawdown | 7.22 | 4.45 | +2.77 |
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
| PEPFX | BADEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.07 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.46 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.54 | -0.07 |
Correlation
The correlation between PEPFX and BADEX is 0.83, 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
PEPFX vs. BADEX - Dividend Comparison
PEPFX's dividend yield for the trailing twelve months is around 2.73%, less than BADEX's 7.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEPFX PIMCO RAE Emerging Markets Fund | 2.73% | 2.91% | 1.99% | 4.05% | 11.30% | 9.12% | 9.73% | 2.21% | 11.05% | 8.06% | 2.74% | 2.46% |
BADEX BlackRock Defensive Advantage Emerging Markets Fund | 7.54% | 7.52% | 2.27% | 1.92% | 2.43% | 7.54% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PEPFX vs. BADEX - Drawdown Comparison
The maximum PEPFX drawdown since its inception was -46.88%, which is greater than BADEX's maximum drawdown of -21.86%. Use the drawdown chart below to compare losses from any high point for PEPFX and BADEX.
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Drawdown Indicators
| PEPFX | BADEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.88% | -21.86% | -25.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -8.89% | -3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -28.31% | -21.86% | -6.45% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | — | — |
Current DrawdownCurrent decline from peak | -9.41% | -8.89% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -5.77% | -5.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.19% | +1.01% |
Volatility
PEPFX vs. BADEX - Volatility Comparison
PIMCO RAE Emerging Markets Fund (PEPFX) has a higher volatility of 5.62% compared to BlackRock Defensive Advantage Emerging Markets Fund (BADEX) at 4.93%. This indicates that PEPFX's price experiences larger fluctuations and is considered to be riskier than BADEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEPFX | BADEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 4.93% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 7.13% | +4.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 10.20% | +5.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 9.96% | +4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 10.17% | +7.22% |