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ISIN
US0919366585
Issuer
BlackRock
Inception Date
Nov 15, 2012
Min. Investment
$5,000,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

BBSOX Performance Chart

BlackRock Short Obligations Fund (BBSOX) is up 1.5% since the beginning of the year. BBSOX is currently trading at $10 per share. Investors who bought $1,000 worth of BBSOX shares 5 years ago would now be looking at an investment worth $1,175.


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S&P 500 Index

Returns By Period

BlackRock Short Obligations Fund (BBSOX) has returned 1.49% so far this year and 4.24% over the past 12 months. Over the last ten years, BBSOX has returned 2.48% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


BlackRock Short Obligations Fund

1D
0.00%
1M
0.34%
YTD
1.49%
6M
1.85%
1Y
4.24%
3Y*
4.77%
5Y*
3.27%
10Y*
2.48%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBSOX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2013, BBSOX's average daily return is +0.01%, while the average monthly return is +0.16%. At this rate, an investment would double in approximately 36.1 years.

Historically, 88% of months were positive and 12% were negative. The best month was Apr 2020 with a return of +0.9%, while the worst month was Mar 2020 at -0.8%. The longest winning streak lasted 31 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BBSOX closed higher 9% of trading days. The best single day was May 31, 2024 with a return of +0.6%, while the worst single day was Mar 19, 2020 at -0.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.35%0.31%0.14%0.33%0.34%0.00%1.49%
20250.50%0.35%0.36%0.36%0.39%0.47%0.28%0.48%0.37%0.37%0.35%0.36%4.74%
20240.44%0.31%0.44%0.42%0.56%0.42%0.63%0.53%0.48%0.31%0.40%0.30%5.36%
20230.51%0.20%0.44%0.10%0.36%0.02%0.48%0.49%0.41%-0.00%0.62%0.64%4.36%
2022-0.07%-0.17%-0.26%-0.06%0.17%-0.30%0.10%0.16%-0.01%0.10%0.44%0.49%0.60%
20210.00%-0.10%0.03%0.03%0.03%0.03%0.03%0.03%-0.07%0.03%-0.07%-0.07%-0.10%

Benchmark Metrics

BlackRock Short Obligations Fund has an annualized alpha of 2.00%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

  • This fund captured 4.97% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -3.76%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.00 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.00%
Beta
0.00
0.00
Upside Capture
4.97%
Downside Capture
-3.76%

Expense Ratio

BBSOX has an expense ratio of 0.30%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BBSOX ranks 98 for risk / return — in the top 98% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


BBSOX Risk / Return Rank: 9898
Overall Rank
BBSOX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BBSOX Sortino Ratio Rank: 100100
Sortino Ratio Rank
BBSOX Omega Ratio Rank: 9999
Omega Ratio Rank
BBSOX Calmar Ratio Rank: 100100
Calmar Ratio Rank
BBSOX Martin Ratio Rank: 9999
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BlackRock Short Obligations Fund (BBSOX) and compare them to S&P 500 Index.


BBSOXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.20

2.39

+0.81

Sortino ratio

Return per unit of downside risk

11.68

3.25

+8.42

Omega ratio

Gain probability vs. loss probability

4.23

1.43

+2.80

Calmar ratio

Return relative to maximum drawdown

21.50

3.11

+18.38

Martin ratio

Return relative to average drawdown

70.26

14.38

+55.88

Dividends

Dividend History

BlackRock Short Obligations Fund provided a 4.25% dividend yield over the last twelve months, with an annual payout of $0.43 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.43$0.45$0.50$0.34$0.13$0.03$0.11$0.26$0.22$0.12$0.10$0.06

Dividend yield

4.25%4.43%5.01%3.35%1.29%0.30%1.13%2.56%2.24%1.17%1.03%0.62%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.04$0.03$0.03$0.03$0.03$0.00$0.17
2025$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.45
2024$0.04$0.04$0.04$0.04$0.05$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.50
2023$0.03$0.03$0.03$0.00$0.04$0.00$0.04$0.04$0.04$0.00$0.04$0.04$0.34
2022$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.02$0.02$0.02$0.02$0.03$0.13
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$0.03

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 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 24, 2020. Recovery took 31 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-1.59%Mar 2020
18d1mo 14d
2mo 2dMar 2020 - May 2020
Bear market2022
-1.00%Jun 2022
8mo 13d6mo 2d
1y 2moOct 2021 - Dec 2022
2023 pullback2023
-0.30%Mar 2023
2d15d
17dMar 2023 - Mar 2023
2025 selloff2025
-0.30%Apr 2025
7d19d
26dApr 2025 - Apr 2025
2023 pullback2023
-0.20%Feb 2023
11d14d
25dFeb 2023 - Feb 2023

Drawdown Indicators


BBSOXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-1.59%

-56.78%

+55.19%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-9.10%

+8.90%

Max Drawdown (3Y)

Largest decline over 3 years

-0.30%

-18.90%

+18.60%

Max Drawdown (5Y)

Largest decline over 5 years

-1.00%

-25.43%

+24.43%

Max Drawdown (10Y)

Largest decline over 10 years

-1.59%

-33.92%

+32.33%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.08%

-10.72%

+10.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

1.97%

-1.91%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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