PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BlackRock Short Obligations Fund (BBSOX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS0919366585
IssuerBlackrock
Inception DateNov 15, 2012
CategoryUltrashort Bond
Min. Investment$5,000,000
Asset ClassBond

Expense Ratio

The BlackRock Short Obligations Fund has a high expense ratio of 0.30%, indicating higher-than-average management fees.


Expense ratio chart for BBSOX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BlackRock Short Obligations Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BlackRock Short Obligations 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%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
2.89%
21.13%
BBSOX (BlackRock Short Obligations Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

BlackRock Short Obligations Fund had a return of 1.19% year-to-date (YTD) and 5.42% in the last 12 months. Over the past 10 years, BlackRock Short Obligations Fund had an annualized return of 1.71%, while the S&P 500 had an annualized return of 10.55%, indicating that BlackRock Short Obligations Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.19%6.33%
1 month0.34%-2.81%
6 months2.89%21.13%
1 year5.42%24.56%
5 years (annualized)2.20%11.55%
10 years (annualized)1.71%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.44%0.31%0.44%
20230.40%0.42%0.62%0.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of BBSOX is 99, placing it in the top 1% 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 BBSOX is 9999
BlackRock Short Obligations Fund(BBSOX)
The Sharpe Ratio Rank of BBSOX is 9898Sharpe Ratio Rank
The Sortino Ratio Rank of BBSOX is 9999Sortino Ratio Rank
The Omega Ratio Rank of BBSOX is 9999Omega Ratio Rank
The Calmar Ratio Rank of BBSOX is 100100Calmar Ratio Rank
The Martin Ratio Rank of BBSOX is 9999Martin 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 BlackRock Short Obligations Fund (BBSOX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BBSOX
Sharpe ratio
The chart of Sharpe ratio for BBSOX, currently valued at 3.65, compared to the broader market-1.000.001.002.003.004.003.65
Sortino ratio
The chart of Sortino ratio for BBSOX, currently valued at 12.86, compared to the broader market-2.000.002.004.006.008.0010.0012.0012.86
Omega ratio
The chart of Omega ratio for BBSOX, currently valued at 4.12, compared to the broader market0.501.001.502.002.503.004.12
Calmar ratio
The chart of Calmar ratio for BBSOX, currently valued at 27.02, compared to the broader market0.002.004.006.008.0010.0012.0027.02
Martin ratio
The chart of Martin ratio for BBSOX, currently valued at 87.23, compared to the broader market0.0010.0020.0030.0040.0050.0060.0087.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.0010.0012.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.0012.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio

The current BlackRock Short Obligations Fund Sharpe ratio is 3.65. A Sharpe ratio of 3.0 or higher is considered excellent.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
3.65
1.91
BBSOX (BlackRock Short Obligations Fund)
Benchmark (^GSPC)

Dividends

Dividend History

BlackRock Short Obligations Fund granted a 4.76% dividend yield in the last twelve months. The annual payout for that period amounted to $0.48 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$0.48$0.44$0.15$0.04$0.12$0.26$0.23$0.13$0.10$0.06$0.01

Dividend yield

4.76%4.41%1.50%0.35%1.14%2.56%2.29%1.28%1.04%0.62%0.14%

Monthly Dividends

The table displays the monthly dividend distributions for BlackRock Short Obligations 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$0.03$0.03$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04
2022$0.00$0.00$0.00$0.00$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.03
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.00$0.00
2019$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02
2018$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03
2017$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.00$0.02
2016$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01
2015$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01
2014$0.01$0.00$0.01

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
-0.10%
-3.48%
BBSOX (BlackRock Short Obligations Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BlackRock Short Obligations 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 BlackRock Short Obligations Fund was 1.59%, occurring on Mar 23, 2020. Recovery took 32 trading sessions.

The current BlackRock Short Obligations Fund drawdown is 0.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-1.59%Mar 6, 202012Mar 23, 202032May 7, 202044
-1.01%Oct 4, 2021176Jun 14, 2022117Nov 30, 2022293
-0.3%Mar 14, 20233Mar 16, 202311Mar 31, 202314
-0.2%Feb 3, 20238Feb 14, 20239Feb 28, 202317
-0.2%May 5, 202314May 24, 20234May 31, 202318

Volatility

Volatility Chart

The current BlackRock Short Obligations Fund volatility is 0.49%, 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.


0.00%1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
0.49%
3.59%
BBSOX (BlackRock Short Obligations Fund)
Benchmark (^GSPC)