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BlackRock Low Duration Bond Portfolio (BFMSX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS09260B4656
CUSIP09260B465
IssuerBlackrock
Inception DateJul 17, 1992
CategoryShort-Term Bond
Min. Investment$2,000,000
Asset ClassBond

Expense Ratio

The BlackRock Low Duration Bond Portfolio has a high expense ratio of 0.41%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.41%

Share Price Chart


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BlackRock Low Duration Bond Portfolio

Performance

Performance Chart

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


200.00%400.00%600.00%800.00%1,000.00%1,200.00%OctoberNovemberDecember2024FebruaryMarch
134.28%
1,119.73%
BFMSX (BlackRock Low Duration Bond Portfolio)
Benchmark (^GSPC)

S&P 500

Returns By Period

BlackRock Low Duration Bond Portfolio had a return of 0.38% year-to-date (YTD) and 4.85% in the last 12 months. Over the past 10 years, BlackRock Low Duration Bond Portfolio had an annualized return of 1.57%, while the S&P 500 had an annualized return of 10.89%, indicating that BlackRock Low Duration Bond Portfolio did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.38%10.16%
1 month0.58%3.47%
6 months4.05%22.20%
1 year4.85%30.45%
5 years (annualized)1.45%13.16%
10 years (annualized)1.57%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.48%-0.20%
20230.46%-0.22%0.15%1.62%1.50%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for BlackRock Low Duration Bond Portfolio (BFMSX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BFMSX
BlackRock Low Duration Bond Portfolio
1.84
^GSPC
S&P 500
2.79

Sharpe Ratio

The current BlackRock Low Duration Bond Portfolio Sharpe ratio is 1.84. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.84
2.79
BFMSX (BlackRock Low Duration Bond Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

BlackRock Low Duration Bond Portfolio granted a 4.14% dividend yield in the last twelve months. The annual payout for that period amounted to $0.37 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.37$0.36$0.30$0.13$0.20$0.25$0.24$0.21$0.17$0.18$0.22$0.21

Dividend yield

4.14%4.00%3.34%1.31%2.04%2.62%2.50%2.18%1.77%1.88%2.28%2.15%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.03$0.03
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03
2022$0.01$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.11
2021$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.02
2020$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.01
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$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02
2017$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02
2016$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.02$0.02$0.02
2015$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.04
2014$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.01$0.03
2013$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.22%
0
BFMSX (BlackRock Low Duration Bond Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BlackRock Low Duration Bond Portfolio. 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 Low Duration Bond Portfolio was 13.68%, occurring on Nov 20, 2008. Recovery took 298 trading sessions.

The current BlackRock Low Duration Bond Portfolio drawdown is 0.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.68%Mar 5, 2008182Nov 20, 2008298Jan 29, 2010480
-7.55%Jun 10, 2021345Oct 20, 2022299Dec 29, 2023644
-7.39%Mar 5, 202014Mar 24, 202071Jul 6, 202085
-4.69%Sep 9, 1993344Jan 3, 1995477Oct 31, 1996821
-1.73%May 10, 201331Jun 24, 2013111Nov 29, 2013142

Volatility

Volatility Chart

The current BlackRock Low Duration Bond Portfolio volatility is 0.47%, 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%OctoberNovemberDecember2024FebruaryMarch
0.47%
2.80%
BFMSX (BlackRock Low Duration Bond Portfolio)
Benchmark (^GSPC)