PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BBH Income Fund (BBNIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS05528C7662
CUSIP05528C766
IssuerBBH
Inception DateJun 27, 2018
CategoryIntermediate Core-Plus Bond
Min. Investment$25,000
Asset ClassBond

Expense Ratio

The BBH Income Fund has a high expense ratio of 0.47%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.47%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with BBNIX

BBH Income Fund

Popular comparisons: BBNIX vs. DODIX, BBNIX vs. FTBFX, BBNIX vs. AGG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BBH Income Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2024FebruaryMarchApril
12.13%
89.78%
BBNIX (BBH Income Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

BBH Income Fund had a return of -1.22% year-to-date (YTD) and 3.54% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-1.22%7.41%
1 month-1.00%-0.81%
6 months6.49%18.38%
1 year3.54%23.57%
5 years (annualized)1.46%12.02%
10 years (annualized)N/A10.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.12%-0.79%1.16%
2023-2.18%-1.44%4.46%4.22%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BBNIX is 22, indicating that it is in the bottom 22% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of BBNIX is 2222
BBH Income Fund(BBNIX)
The Sharpe Ratio Rank of BBNIX is 2222Sharpe Ratio Rank
The Sortino Ratio Rank of BBNIX is 2121Sortino Ratio Rank
The Omega Ratio Rank of BBNIX is 1919Omega Ratio Rank
The Calmar Ratio Rank of BBNIX is 2121Calmar Ratio Rank
The Martin Ratio Rank of BBNIX is 2626Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BBH Income Fund (BBNIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BBNIX
Sharpe ratio
The chart of Sharpe ratio for BBNIX, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.000.53
Sortino ratio
The chart of Sortino ratio for BBNIX, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.0010.0012.000.82
Omega ratio
The chart of Omega ratio for BBNIX, currently valued at 1.09, compared to the broader market1.001.502.002.503.001.09
Calmar ratio
The chart of Calmar ratio for BBNIX, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.000.21
Martin ratio
The chart of Martin ratio for BBNIX, currently valued at 1.75, compared to the broader market0.0010.0020.0030.0040.0050.0060.001.75
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market-1.000.001.002.003.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.008.0010.0012.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.76

Sharpe Ratio

The current BBH Income Fund Sharpe ratio is 0.53. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.53
2.15
BBNIX (BBH Income Fund)
Benchmark (^GSPC)

Dividends

Dividend History

BBH Income Fund granted a 5.51% dividend yield in the last twelve months. The annual payout for that period amounted to $0.48 per share.


PeriodTTM202320222021202020192018
Dividend$0.48$0.47$0.38$0.33$0.35$0.65$0.15

Dividend yield

5.51%5.27%4.36%3.11%3.29%6.39%1.51%

Monthly Dividends

The table displays the monthly dividend distributions for BBH Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.04$0.04$0.04
2023$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04
2022$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.04
2021$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03
2020$0.03$0.02$0.03$0.00$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.06
2019$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.33
2018$0.00$0.02$0.02$0.02$0.03$0.03$0.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.74%
-2.49%
BBNIX (BBH Income Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BBH Income Fund. 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 BBH Income Fund was 18.70%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current BBH Income Fund drawdown is 8.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.7%Dec 30, 2020458Oct 24, 2022
-9.57%Mar 10, 202012Mar 25, 202071Jul 7, 202083
-2.05%Sep 5, 20197Sep 13, 201988Jan 21, 202095
-1.69%Sep 4, 201824Oct 5, 201843Dec 7, 201867
-0.92%Aug 7, 202015Aug 27, 20203Sep 1, 202018

Volatility

Volatility Chart

The current BBH Income Fund volatility is 1.75%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.75%
3.24%
BBNIX (BBH Income Fund)
Benchmark (^GSPC)