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ISIN
US09260B7709
CUSIP
09260B770
Issuer
BlackRock
Inception Date
Nov 2, 1989
Category
Bank Loan
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

BFRAX Performance Chart

BlackRock Floating Rate Income Fund (BFRAX) is up 0.5% since the beginning of the year. BFRAX is currently trading at $9 per share. Investors who bought $1,000 worth of BFRAX shares 5 years ago would now be looking at an investment worth $1,258.


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S&P 500 Index

Returns By Period

BlackRock Floating Rate Income Fund (BFRAX) has returned 0.54% so far this year and 4.25% over the past 12 months. Over the last ten years, BFRAX has returned 4.33% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


BlackRock Floating Rate Income Fund

1D
0.11%
1M
0.19%
YTD
0.54%
6M
1.07%
1Y
4.25%
3Y*
6.42%
5Y*
4.70%
10Y*
4.33%

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)

BFRAX Monthly Returns History

Based on dividend-adjusted daily data since Nov 3, 1989, BFRAX's average daily return is 0.00%, while the average monthly return is +0.10%. At this rate, an investment would double in approximately 57.8 years.

Historically, 50% of months were positive and 50% were negative. The best month was Apr 2009 with a return of +5.8%, while the worst month was Oct 2008 at -14.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 14 months.

On a daily basis, BFRAX closed higher 18% of trading days. The best single day was Mar 26, 2020 with a return of +3.7%, while the worst single day was Mar 18, 2020 at -3.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.44%-0.82%0.60%1.02%0.51%-0.32%0.54%
20250.68%-0.01%-0.61%0.12%1.53%0.76%0.78%0.25%0.55%0.32%0.28%0.60%5.35%
20240.61%0.91%0.92%0.48%0.82%0.25%0.68%0.58%0.61%0.74%0.83%0.40%8.12%
20232.54%0.30%0.28%0.32%-0.30%1.64%1.13%0.93%0.52%-0.83%1.36%1.69%9.94%
20220.14%-0.56%0.09%-0.32%-2.25%-2.94%2.38%1.19%-2.13%1.27%1.44%0.40%-1.43%
20210.68%0.55%-0.03%0.36%0.59%0.27%-0.13%0.36%0.58%-0.10%-0.27%0.68%3.59%

Benchmark Metrics

BlackRock Floating Rate Income Fund has an annualized alpha of 0.81%, beta of 0.03, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since November 03, 1989.

  • This fund participated in 15.77% of S&P 500 Index downside but only 10.93% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.03 may look defensive, but with R2 of 0.04 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 0.04 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
0.81%
Beta
0.03
0.04
Upside Capture
10.93%
Downside Capture
15.77%

Expense Ratio

BFRAX has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BFRAX ranks 62 for risk / return — better than 62% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


BFRAX Risk / Return Rank: 6262
Overall Rank
BFRAX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BFRAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
BFRAX Omega Ratio Rank: 8787
Omega Ratio Rank
BFRAX Calmar Ratio Rank: 4747
Calmar Ratio Rank
BFRAX Martin Ratio Rank: 3737
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 Floating Rate Income Fund (BFRAX) 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.


BFRAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

+1.19

Omega ratioGain probability vs. loss probability

1.57

1.37

+0.20

Calmar ratioReturn relative to maximum drawdown

2.51

2.78

-0.28

Martin ratioReturn relative to average drawdown

7.75

12.44

-4.69

Dividends

Dividend History

BlackRock Floating Rate Income Fund provided a 6.46% dividend yield over the last twelve months, with an annual payout of $0.60 per share.


3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.60$0.64$0.77$0.61$0.38$0.29$0.38$0.47$0.44$0.35$0.40$0.40

Dividend yield

6.46%6.68%8.00%6.24%4.09%2.91%3.81%4.65%4.58%3.45%3.90%4.02%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.05$0.04$0.05$0.05$0.05$0.00$0.23
2025$0.06$0.05$0.05$0.05$0.06$0.05$0.05$0.05$0.05$0.05$0.05$0.07$0.64
2024$0.07$0.07$0.07$0.07$0.07$0.06$0.07$0.07$0.06$0.06$0.06$0.06$0.77
2023$0.06$0.06$0.07$0.00$0.07$0.01$0.07$0.07$0.07$0.00$0.07$0.07$0.61
2022$0.02$0.02$0.03$0.03$0.03$0.00$0.00$0.04$0.05$0.05$0.05$0.06$0.38
2021$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.02$0.03$0.29

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 Floating Rate Income 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 Floating Rate Income Fund was 44.69%, occurring on Dec 16, 2008. Recovery took 2003 trading sessions.

The current BlackRock Floating Rate Income Fund drawdown is 0.32%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-44.69%Dec 2008
14y 2mo7y 11mo
22y 2moOct 1994 - Nov 2016
COVID crash2020
-20.61%Mar 2020
2mo 2d7mo 22d
9mo 24dJan 2020 - Nov 2020
Bear market2022
-6.43%Jul 2022
5mo 12d6mo 26d
1y 3dJan 2022 - Jan 2023
Rate-hike selloffLate 2018
-4.14%Dec 2018
2mo 18d2mo 3d
4mo 21dOct 2018 - Feb 2019
2025 selloff2025
-2.81%Apr 2025
2mo 3d1mo 5d
3mo 8dFeb 2025 - May 2025

Drawdown Indicators


BFRAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-44.69%

-56.78%

+12.09%

Max Drawdown (1Y)

Largest decline over 1 year

-1.70%

-9.10%

+7.40%

Max Drawdown (3Y)

Largest decline over 3 years

-2.81%

-18.90%

+16.09%

Max Drawdown (5Y)

Largest decline over 5 years

-6.43%

-25.43%

+19.00%

Max Drawdown (10Y)

Largest decline over 10 years

-20.61%

-33.92%

+13.31%

Current Drawdown

Current decline from peak

-0.32%

-1.80%

+1.48%

Average Drawdown

Average peak-to-trough decline

-6.78%

-10.71%

+3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

2.03%

-1.48%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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