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ISIN
US09260B6149
Issuer
BlackRock
Inception Date
Jan 5, 2001
Min. Investment
$5,000,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

BRHYX Performance Chart

BlackRock High Yield K (BRHYX) is up 1.7% since the beginning of the year. BRHYX is currently trading at $7 per share. Investors who bought $1,000 worth of BRHYX shares 5 years ago would now be looking at an investment worth $1,244.


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S&P 500 Index

Returns By Period

BlackRock High Yield K (BRHYX) has returned 1.66% so far this year and 7.55% over the past 12 months. Over the last ten years, BRHYX has returned 5.99% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


BlackRock High Yield K

1D
0.00%
1M
0.71%
YTD
1.66%
6M
2.39%
1Y
7.55%
3Y*
9.15%
5Y*
4.46%
10Y*
5.99%

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)

BRHYX Monthly Returns History

Based on dividend-adjusted daily data since Nov 18, 1998, BRHYX's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2009 with a return of +8.3%, while the worst month was Oct 2008 at -15.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BRHYX closed higher 40% of trading days. The best single day was Apr 9, 2020 with a return of +3.8%, while the worst single day was Mar 16, 2020 at -4.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.43%0.10%-1.10%1.96%0.43%-0.14%1.66%
20251.43%0.54%-1.12%0.13%1.88%1.84%0.73%1.14%0.71%0.43%0.69%0.68%9.44%
20240.16%0.43%1.47%-0.80%1.25%0.87%1.90%1.59%1.24%-0.66%1.29%-0.36%8.65%
20234.18%-1.39%1.18%1.14%-1.17%1.24%1.36%0.31%-1.01%-1.20%4.42%3.70%13.26%
2022-2.55%-0.94%-0.50%-3.47%-0.10%-7.17%5.76%-2.38%-3.90%2.83%1.89%-0.62%-11.18%
2021-0.11%0.78%0.30%1.17%0.42%1.56%0.17%0.52%0.00%-0.51%-1.02%2.10%5.47%

Benchmark Metrics

BlackRock High Yield K has an annualized alpha of 5.99%, beta of 0.11, and R2 of 0.13 versus S&P 500 Index. Calculated based on daily prices since November 18, 1998.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (42.86%) than losses (33.23%) - typical of diversified or defensive assets.
  • Beta of 0.11 may look defensive, but with R2 of 0.13 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 0.13 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
5.99%
Beta
0.11
0.13
Upside Capture
42.86%
Downside Capture
33.23%

Expense Ratio

BRHYX has an expense ratio of 0.48%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BRHYX ranks 81 for risk / return — in the top 81% 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.


BRHYX Risk / Return Rank: 8181
Overall Rank
BRHYX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BRHYX Sortino Ratio Rank: 8888
Sortino Ratio Rank
BRHYX Omega Ratio Rank: 8383
Omega Ratio Rank
BRHYX Calmar Ratio Rank: 7575
Calmar Ratio Rank
BRHYX Martin Ratio Rank: 8989
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 High Yield K (BRHYX) 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.


BRHYXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.51

1.37

+0.14

Calmar ratioReturn relative to maximum drawdown

3.22

2.78

+0.44

Martin ratioReturn relative to average drawdown

16.23

12.44

+3.79

Dividends

Dividend History

BlackRock High Yield K provided a 7.17% dividend yield over the last twelve months, with an annual payout of $0.51 per share.


5.00%5.50%6.00%6.50%7.00%7.50%$0.00$0.10$0.20$0.30$0.40$0.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.51$0.52$0.54$0.44$0.33$0.38$0.41$0.45$0.46$0.46$0.46$0.46

Dividend yield

7.17%7.14%7.56%6.20%4.98%4.80%5.22%5.82%6.48%5.92%6.03%6.42%

Monthly Dividends

The table displays the monthly dividend distributions for BlackRock High Yield K. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.04$0.04$0.04$0.04$0.04$0.00$0.20
2025$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.07$0.52
2024$0.04$0.04$0.04$0.04$0.05$0.04$0.04$0.04$0.04$0.04$0.04$0.07$0.54
2023$0.04$0.03$0.04$0.04$0.04$0.00$0.04$0.04$0.04$0.04$0.04$0.04$0.44
2022$0.03$0.03$0.03$0.03$0.03$0.00$0.00$0.03$0.04$0.03$0.04$0.04$0.33
2021$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.03$0.06$0.38

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 High Yield K. 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 High Yield K was 34.77%, occurring on Dec 16, 2008. Recovery took 212 trading sessions.

The current BlackRock High Yield K drawdown is 0.28%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-34.77%Dec 2008
1y 6mo10mo 8d
2y 4moJun 2007 - Oct 2009
COVID crash2020
-23.20%Mar 2020
1mo 4d6mo 20d
7mo 24dFeb 2020 - Oct 2020
Bear market2022
-15.29%Sep 2022
8mo 28d1y 3mo
1y 11moJan 2022 - Dec 2023
Dot-com crash2000–2002
-11.95%Dec 2000
2mo 28d1y 3mo
1y 6moSep 2000 - Mar 2002
2016 correction2016
-11.82%Feb 2016
8mo 14d5mo 2d
1y 1moJun 2015 - Jul 2016

Drawdown Indicators


BRHYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.77%

-56.78%

+22.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.40%

-9.10%

+6.70%

Max Drawdown (3Y)

Largest decline over 3 years

-4.07%

-18.90%

+14.83%

Max Drawdown (5Y)

Largest decline over 5 years

-15.29%

-25.43%

+10.14%

Max Drawdown (10Y)

Largest decline over 10 years

-23.20%

-33.92%

+10.72%

Current Drawdown

Current decline from peak

-0.28%

-1.80%

+1.52%

Average Drawdown

Average peak-to-trough decline

-2.73%

-10.71%

+7.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

2.03%

-1.55%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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