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UBVLX vs. BDSKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UBVLX vs. BDSKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Undiscovered Managers Behavioral Value Fund (UBVLX) and BlackRock Advantage Small Cap Core Fund Class K (BDSKX). The values are adjusted to include any dividend payments, if applicable.

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UBVLX vs. BDSKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UBVLX
Undiscovered Managers Behavioral Value Fund
1.23%1.79%13.11%14.69%-1.16%34.25%3.52%23.27%-15.23%12.10%
BDSKX
BlackRock Advantage Small Cap Core Fund Class K
-1.90%13.76%11.96%16.49%-19.20%14.87%19.60%33.45%-8.80%9.97%

Returns By Period

In the year-to-date period, UBVLX achieves a 1.23% return, which is significantly higher than BDSKX's -1.90% return.


UBVLX

1D
-0.11%
1M
-7.06%
YTD
1.23%
6M
0.50%
1Y
7.15%
3Y*
9.97%
5Y*
7.65%
10Y*
9.68%

BDSKX

1D
-1.60%
1M
-7.71%
YTD
-1.90%
6M
1.03%
1Y
22.37%
3Y*
12.30%
5Y*
3.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UBVLX vs. BDSKX - Expense Ratio Comparison

UBVLX has a 0.90% expense ratio, which is higher than BDSKX's 0.45% expense ratio.


Return for Risk

UBVLX vs. BDSKX — Risk / Return Rank

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

UBVLX
UBVLX Risk / Return Rank: 1414
Overall Rank
UBVLX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
UBVLX Sortino Ratio Rank: 1515
Sortino Ratio Rank
UBVLX Omega Ratio Rank: 1414
Omega Ratio Rank
UBVLX Calmar Ratio Rank: 1414
Calmar Ratio Rank
UBVLX Martin Ratio Rank: 1414
Martin Ratio Rank

BDSKX
BDSKX Risk / Return Rank: 5353
Overall Rank
BDSKX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BDSKX Sortino Ratio Rank: 5353
Sortino Ratio Rank
BDSKX Omega Ratio Rank: 4343
Omega Ratio Rank
BDSKX Calmar Ratio Rank: 6060
Calmar Ratio Rank
BDSKX Martin Ratio Rank: 5959
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.

UBVLX vs. BDSKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Undiscovered Managers Behavioral Value Fund (UBVLX) and BlackRock Advantage Small Cap Core Fund Class K (BDSKX). 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.


UBVLXBDSKXDifference

Sharpe ratio

Return per unit of total volatility

0.34

0.96

-0.62

Sortino ratio

Return per unit of downside risk

0.65

1.45

-0.80

Omega ratio

Gain probability vs. loss probability

1.08

1.19

-0.11

Calmar ratio

Return relative to maximum drawdown

0.38

1.41

-1.03

Martin ratio

Return relative to average drawdown

1.25

5.64

-4.39

UBVLX vs. BDSKX - Sharpe Ratio Comparison

The current UBVLX Sharpe Ratio is 0.34, which is lower than the BDSKX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of UBVLX and BDSKX, 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


UBVLXBDSKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.96

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.17

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.37

+0.10

Correlation

The correlation between UBVLX and BDSKX is 0.87, 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

UBVLX vs. BDSKX - Dividend Comparison

UBVLX's dividend yield for the trailing twelve months is around 9.30%, more than BDSKX's 4.89% yield.


TTM20252024202320222021202020192018201720162015
UBVLX
Undiscovered Managers Behavioral Value Fund
9.30%9.41%7.39%8.35%8.96%3.44%0.99%4.98%11.62%4.67%3.24%3.80%
BDSKX
BlackRock Advantage Small Cap Core Fund Class K
4.89%4.80%0.81%1.01%3.59%12.08%2.59%1.72%5.70%2.33%0.00%0.00%

Drawdowns

UBVLX vs. BDSKX - Drawdown Comparison

The maximum UBVLX drawdown since its inception was -67.24%, which is greater than BDSKX's maximum drawdown of -43.30%. Use the drawdown chart below to compare losses from any high point for UBVLX and BDSKX.


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Drawdown Indicators


UBVLXBDSKXDifference

Max Drawdown

Largest peak-to-trough decline

-67.24%

-43.30%

-23.94%

Max Drawdown (1Y)

Largest decline over 1 year

-14.53%

-13.88%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

-31.65%

+10.19%

Max Drawdown (10Y)

Largest decline over 10 years

-52.08%

Current Drawdown

Current decline from peak

-7.81%

-9.88%

+2.07%

Average Drawdown

Average peak-to-trough decline

-9.31%

-9.66%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

3.47%

+0.98%

Volatility

UBVLX vs. BDSKX - Volatility Comparison

The current volatility for Undiscovered Managers Behavioral Value Fund (UBVLX) is 4.41%, while BlackRock Advantage Small Cap Core Fund Class K (BDSKX) has a volatility of 6.85%. This indicates that UBVLX experiences smaller price fluctuations and is considered to be less risky than BDSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBVLXBDSKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

6.85%

-2.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.84%

14.38%

-2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

21.77%

23.16%

-1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.48%

22.53%

-2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.59%

23.87%

+0.72%