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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.
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Returns By Period
BlackRock Low Duration Bond Portfolio (BFMSX) has returned -0.36% so far this year and 4.21% over the past 12 months. Over the last ten years, BFMSX has returned 2.21% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
BlackRock Low Duration Bond Portfolio
- 1D
- 0.22%
- 1M
- -1.20%
- YTD
- -0.36%
- 6M
- 0.93%
- 1Y
- 4.21%
- 3Y*
- 4.61%
- 5Y*
- 1.87%
- 10Y*
- 2.21%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 20, 1996, BFMSX's average daily return is +0.01%, while the average monthly return is +0.28%. At this rate, your investment would double in approximately 20.7 years.
Historically, 77% of months were positive and 23% were negative. The best month was May 2009 with a return of +2.2%, while the worst month was Nov 2008 at -5.3%. The longest winning streak lasted 22 consecutive months, and the longest losing streak was 6 months.
On a daily basis, BFMSX closed higher 27% of trading days. The best single day was Mar 26, 2020 with a return of +1.2%, while the worst single day was Nov 20, 2008 at -1.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.49% | 0.35% | -1.20% | -0.36% | |||||||||
| 2025 | 0.61% | 0.68% | 0.25% | 0.70% | 0.17% | 0.94% | 0.07% | 0.95% | 0.38% | 0.39% | 0.50% | 0.39% | 6.20% |
| 2024 | 0.59% | -0.21% | 0.11% | -0.27% | 0.87% | 0.60% | 1.28% | 0.94% | 0.89% | -0.61% | 0.38% | 0.27% | 4.94% |
| 2023 | 1.21% | -0.73% | 1.34% | 0.33% | -0.22% | -0.65% | 0.58% | 0.46% | -0.21% | -0.23% | 1.61% | 1.38% | 4.96% |
| 2022 | -0.94% | -0.84% | -1.34% | -0.81% | 0.38% | -1.52% | 0.77% | -0.55% | -1.63% | -0.43% | 1.18% | 0.29% | -5.34% |
| 2021 | 0.12% | 0.10% | 0.00% | 0.21% | 0.10% | -0.10% | -0.09% | 0.21% | -0.11% | -0.51% | -0.31% | 0.06% | -0.33% |
Benchmark Metrics
BlackRock Low Duration Bond Portfolio has an annualized alpha of 3.38%, beta of -0.00, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since June 21, 1996.
- This fund captured 9.63% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -2.93%) — 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
- 3.38%
- Beta
- -0.00
- R²
- 0.00
- Upside Capture
- 9.63%
- Downside Capture
- -2.93%
Expense Ratio
BFMSX has an expense ratio of 0.41%, placing it in the medium range.
Return for Risk
Risk / Return Rank
BFMSX ranks 96 for risk / return — in the top 96% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for BlackRock Low Duration Bond Portfolio (BFMSX) and compare them to a chosen benchmark (S&P 500 Index).
| BFMSX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 0.90 | +1.31 |
Sortino ratioReturn per unit of downside risk | 3.86 | 1.39 | +2.48 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.21 | +0.40 |
Calmar ratioReturn relative to maximum drawdown | 3.09 | 1.40 | +1.69 |
Martin ratioReturn relative to average drawdown | 14.50 | 6.61 | +7.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore BFMSX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
BlackRock Low Duration Bond Portfolio provided a 4.26% dividend yield over the last twelve months, with an annual payout of $0.39 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.39 | $0.42 | $0.38 | $0.30 | $0.24 | $0.12 | $0.20 | $0.25 | $0.24 | $0.21 | $0.17 | $0.18 |
Dividend yield | 4.26% | 4.56% | 4.14% | 3.34% | 2.67% | 1.23% | 2.04% | 2.63% | 2.51% | 2.17% | 1.76% | 1.87% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.04 | $0.03 | $0.00 | $0.07 | |||||||||
| 2025 | $0.04 | $0.03 | $0.03 | $0.03 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.04 | $0.42 |
| 2024 | $0.03 | $0.03 | $0.00 | $0.04 | $0.04 | $0.03 | $0.04 | $0.04 | $0.03 | $0.03 | $0.03 | $0.03 | $0.38 |
| 2023 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.00 | $0.03 | $0.03 | $0.03 | $0.00 | $0.03 | $0.03 | $0.30 |
| 2022 | $0.01 | $0.01 | $0.01 | $0.02 | $0.02 | $0.00 | $0.00 | $0.02 | $0.02 | $0.02 | $0.02 | $0.09 | $0.24 |
| 2021 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.00 | $0.01 | $0.02 | $0.12 |
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 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 12.70%, occurring on Nov 20, 2008. Recovery took 236 trading sessions.
The current BlackRock Low Duration Bond Portfolio drawdown is 1.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.7% | Mar 4, 2008 | 184 | Nov 20, 2008 | 236 | Oct 29, 2009 | 420 |
| -7.96% | Sep 16, 2021 | 278 | Oct 20, 2022 | 423 | Jun 28, 2024 | 701 |
| -7.39% | Mar 5, 2020 | 14 | Mar 24, 2020 | 71 | Jul 6, 2020 | 85 |
| -1.93% | May 10, 2013 | 31 | Jun 24, 2013 | 132 | Dec 31, 2013 | 163 |
| -1.58% | Nov 8, 2001 | 12 | Nov 26, 2001 | 64 | Feb 28, 2002 | 76 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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