Compare Performance
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BKCC BlackRock Capital Investment Corporation | Financial Services | 50% |
FOCIX Fairholme Focused Income Fund | High Yield Bonds | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 31, 2009, corresponding to the inception date of FOCIX
Returns By Period
As of May 21, 2025, the Compare Performance returned 2.11% Year-To-Date and 4.22% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| Compare Performance | 2.11% | 1.78% | 1.76% | 6.04% | 13.58% | 4.22% |
| Portfolio components: | ||||||
BKCC BlackRock Capital Investment Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 16.04% | 0.70% |
FOCIX Fairholme Focused Income Fund | 4.21% | 3.63% | 3.51% | 12.28% | 10.55% | 5.75% |
Monthly Returns
The table below presents the monthly returns of Compare Performance, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.67% | 0.29% | 0.36% | -1.99% | 1.81% | 2.11% | |||||||
| 2024 | 0.97% | -2.43% | 3.21% | -0.43% | 0.47% | 0.21% | 1.09% | 0.12% | -0.17% | 0.34% | 4.80% | -2.16% | 5.95% |
| 2023 | 5.08% | -1.38% | -2.02% | -3.22% | -1.33% | 4.60% | 5.78% | -0.81% | 4.21% | -6.11% | 8.96% | 2.52% | 16.31% |
| 2022 | 2.38% | 0.36% | 4.36% | -2.25% | 1.97% | -8.01% | 5.91% | 0.74% | -8.91% | 8.00% | 3.44% | -2.06% | 4.55% |
| 2021 | 4.89% | 5.64% | 4.17% | 9.65% | 4.03% | -2.21% | -2.17% | 4.66% | -2.88% | 7.37% | -2.99% | 0.21% | 33.65% |
| 2020 | -0.04% | -5.75% | -28.22% | 17.45% | -2.26% | -0.68% | -2.24% | 8.83% | -9.08% | -2.33% | 19.64% | -4.54% | -16.82% |
| 2019 | 9.35% | 0.54% | 1.49% | 2.25% | -0.64% | 1.07% | -0.53% | -6.17% | -0.49% | -3.96% | 2.26% | 2.02% | 6.60% |
| 2018 | -1.99% | -5.26% | 5.14% | 4.35% | 0.47% | -2.70% | 1.80% | 2.11% | -3.02% | -3.34% | 0.98% | -3.42% | -5.36% |
| 2017 | 3.57% | 3.48% | -2.24% | -0.25% | 1.09% | -1.11% | 2.67% | -3.23% | 4.98% | -4.48% | -4.79% | -1.98% | -2.85% |
| 2016 | -5.82% | 1.91% | 5.60% | -0.43% | -3.45% | 2.52% | 4.78% | 2.27% | -1.16% | -4.16% | 6.68% | -1.80% | 6.23% |
| 2015 | -0.85% | 6.94% | 2.73% | 2.68% | 0.77% | -1.72% | 3.00% | 0.35% | -1.67% | 3.10% | 2.29% | -5.77% | 11.88% |
| 2014 | 0.95% | 3.71% | -1.78% | -0.32% | -2.11% | 3.78% | -1.57% | 3.53% | -4.59% | -1.34% | 1.12% | -4.69% | -3.72% |
Expense Ratio
Compare Performance has an expense ratio of 0.50%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 85, Compare Performance is among the top 15% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BKCC BlackRock Capital Investment Corporation | — | — | — | 0.00 | — |
FOCIX Fairholme Focused Income Fund | 1.34 | 1.91 | 1.27 | 1.67 | 5.97 |
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Dividends
Dividend yield
Compare Performance provided a 1.11% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.11% | 2.59% | 6.58% | 8.03% | 5.56% | 8.50% | 7.80% | 9.09% | 8.34% | 8.42% | 6.85% | 6.60% |
| Portfolio components: | ||||||||||||
BKCC BlackRock Capital Investment Corporation | 0.00% | 2.72% | 10.34% | 13.81% | 10.00% | 16.36% | 12.86% | 13.61% | 11.56% | 12.07% | 8.94% | 10.85% |
FOCIX Fairholme Focused Income Fund | 2.22% | 2.47% | 2.81% | 2.24% | 1.12% | 0.65% | 2.74% | 4.57% | 5.12% | 4.78% | 4.77% | 2.34% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Compare Performance. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Compare Performance was 46.52%, occurring on Mar 18, 2020. Recovery took 306 trading sessions.
The current Compare Performance drawdown is 0.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.52% | Feb 21, 2017 | 774 | Mar 18, 2020 | 306 | Jun 4, 2021 | 1080 |
| -26.99% | Mar 7, 2011 | 147 | Oct 3, 2011 | 236 | Sep 10, 2012 | 383 |
| -14.66% | Dec 3, 2015 | 48 | Feb 11, 2016 | 52 | Apr 27, 2016 | 100 |
| -13.64% | Apr 21, 2022 | 113 | Sep 30, 2022 | 84 | Feb 1, 2023 | 197 |
| -12.38% | Apr 28, 2016 | 16 | May 19, 2016 | 63 | Aug 18, 2016 | 79 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | FOCIX | BKCC | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.42 | 0.43 | 0.49 |
| FOCIX | 0.42 | 1.00 | 0.27 | 0.54 |
| BKCC | 0.43 | 0.27 | 1.00 | 0.93 |
| Portfolio | 0.49 | 0.54 | 0.93 | 1.00 |