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ISIN
US09260T3005
CUSIP
09260T300
Issuer
BlackRock
Inception Date
Feb 28, 2011
Min. Investment
$2,000,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

BCRIX Performance Chart

BlackRock Advantage CoreAlpha Bond Fund (BCRIX) is up 0.3% since the beginning of the year. BCRIX is currently trading at $9 per share. Investors who bought $1,000 worth of BCRIX shares 5 years ago would now be looking at an investment worth $977.


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S&P 500 Index

Returns By Period

BlackRock Advantage CoreAlpha Bond Fund (BCRIX) has returned 0.28% so far this year and 4.98% over the past 12 months. Over the last ten years, BCRIX has returned 1.59% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


BlackRock Advantage CoreAlpha Bond Fund

1D
0.23%
1M
0.86%
YTD
0.28%
6M
0.79%
1Y
4.98%
3Y*
4.11%
5Y*
-0.46%
10Y*
1.59%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCRIX Monthly Returns History

Based on dividend-adjusted daily data since Feb 28, 2011, BCRIX's average daily return is +0.01%, while the average monthly return is +0.17%. At this rate, an investment would double in approximately 34.0 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2023 with a return of +4.8%, while the worst month was Sep 2022 at -4.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BCRIX closed higher 44% of trading days. The best single day was Nov 10, 2022 with a return of +2.0%, while the worst single day was Mar 18, 2020 at -2.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.27%1.51%-1.90%0.26%0.28%-0.12%0.28%
20250.51%2.01%-0.30%0.47%-1.00%1.79%-0.08%1.20%1.08%0.51%0.63%-0.18%6.81%
2024-0.12%-1.38%0.82%-2.07%1.57%0.97%2.51%1.54%1.63%-2.63%1.07%-1.55%2.21%
20233.38%-2.77%2.36%0.61%-1.19%-0.41%-0.07%-0.64%-2.51%-2.16%4.77%3.96%5.07%
2022-1.98%-1.61%-2.95%-4.18%0.18%-1.85%2.22%-2.53%-4.57%-1.54%3.80%-0.45%-14.70%
2021-0.57%-1.60%-1.16%0.94%0.26%0.73%1.03%-0.03%-0.88%-0.70%0.26%-0.25%-1.97%

Benchmark Metrics

BlackRock Advantage CoreAlpha Bond Fund has an annualized alpha of 2.33%, beta of -0.02, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since February 28, 2011.

  • This fund participated in 12.45% of S&P 500 Index downside but only 11.42% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of -0.02 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
2.33%
Beta
-0.02
0.00
Upside Capture
11.42%
Downside Capture
12.45%

Expense Ratio

BCRIX has an expense ratio of 0.28%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BCRIX ranks 23 for risk / return — below 23% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


BCRIX Risk / Return Rank: 2323
Overall Rank
BCRIX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
BCRIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
BCRIX Omega Ratio Rank: 2222
Omega Ratio Rank
BCRIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
BCRIX Martin Ratio Rank: 2020
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 Advantage CoreAlpha Bond Fund (BCRIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BCRIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.23

1.37

-0.14

Calmar ratioReturn relative to maximum drawdown

1.66

2.78

-1.12

Martin ratioReturn relative to average drawdown

4.69

12.44

-7.75

Dividends

Dividend History

BlackRock Advantage CoreAlpha Bond Fund provided a 4.68% dividend yield over the last twelve months, with an annual payout of $0.40 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%3.00%4.00%5.00%6.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.40$0.40$0.39$0.30$0.16$0.26$0.67$0.40$0.31$0.29$0.33$0.30

Dividend yield

4.68%4.59%4.53%3.41%1.85%2.49%6.25%3.75%3.07%2.81%3.21%2.93%

Monthly Dividends

The table displays the monthly dividend distributions for BlackRock Advantage CoreAlpha Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.03$0.03$0.03$0.03$0.00$0.16
2025$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.40
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.04$0.03$0.03$0.03$0.03$0.39
2023$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.00$0.03$0.06$0.30
2022$0.02$0.02$0.02$0.02$0.02$0.00$0.00$0.02$0.00$0.02$0.02$0.02$0.16
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.02$0.02$0.02$0.02$0.05$0.26

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 Advantage CoreAlpha Bond 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 Advantage CoreAlpha Bond Fund was 20.21%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current BlackRock Advantage CoreAlpha Bond Fund drawdown is 3.81%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-20.21%Oct 2022
1y 9mo
5y 5moJan 2021 - now
COVID crash2020
-8.91%Mar 2020
14d2mo 18d
3mo 2dMar 2020 - Jun 2020
2013 pullback2013
-6.38%Sep 2013
4mo 5d1y 1mo
1y 5moMay 2013 - Oct 2014
2016 pullback2016
-4.72%Dec 2016
3mo 9d8mo 18d
11mo 27dSep 2016 - Aug 2017
2018 pullback2018
-3.03%May 2018
8mo 11d7mo 21d
1y 3moSep 2017 - Jan 2019

Drawdown Indicators


BCRIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.21%

-56.78%

+36.57%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-9.10%

+6.09%

Max Drawdown (3Y)

Largest decline over 3 years

-6.40%

-18.90%

+12.50%

Max Drawdown (5Y)

Largest decline over 5 years

-20.05%

-25.43%

+5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-20.21%

-33.92%

+13.71%

Current Drawdown

Current decline from peak

-3.81%

-1.80%

-2.01%

Average Drawdown

Average peak-to-trough decline

-4.11%

-10.71%

+6.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

2.03%

-0.97%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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