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ISIN
US09256H2866
CUSIP
09256H286
Issuer
BlackRock
Inception Date
Feb 5, 2008
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

BSIIX Performance Chart

BlackRock Strategic Income Opportunities Fund Class I (BSIIX) is up 2.0% since the beginning of the year. BSIIX is currently trading at $10 per share. Investors who bought $1,000 worth of BSIIX shares 5 years ago would now be looking at an investment worth $1,160.


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S&P 500 Index

Returns By Period

BlackRock Strategic Income Opportunities Fund Class I (BSIIX) has returned 2.00% so far this year and 6.95% over the past 12 months. Over the last ten years, BSIIX has returned 3.85% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


BlackRock Strategic Income Opportunities Fund Class I

1D
-0.10%
1M
1.02%
YTD
2.00%
6M
2.57%
1Y
6.95%
3Y*
6.84%
5Y*
3.01%
10Y*
3.85%

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)

BSIIX Monthly Returns History

Based on dividend-adjusted daily data since Feb 7, 2008, BSIIX's average daily return is +0.02%, while the average monthly return is +0.33%. At this rate, an investment would double in approximately 17.5 years.

Historically, 70% of months were positive and 30% were negative. The best month was May 2009 with a return of +3.6%, while the worst month was Oct 2008 at -7.9%. The longest winning streak lasted 17 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BSIIX closed higher 36% of trading days. The best single day was Jul 6, 2021 with a return of +3.2%, while the worst single day was Jul 2, 2021 at -3.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.93%0.79%-2.05%1.11%1.03%0.21%2.00%
20250.95%1.22%-0.45%0.57%0.92%1.34%0.19%1.21%0.87%0.70%0.30%0.46%8.59%
20240.16%-0.39%1.03%-1.41%1.33%0.84%1.89%1.06%1.31%-1.47%1.25%-0.43%5.22%
20232.21%-1.18%0.62%-0.00%-0.26%-0.09%0.94%-0.36%-0.92%-0.66%2.73%3.09%6.18%
2022-1.02%-1.06%-0.81%-0.50%-0.26%-2.17%1.27%-0.82%-2.49%-0.17%1.67%0.12%-6.14%
20210.01%0.48%-0.19%0.46%0.29%0.20%0.02%0.31%-0.40%-0.29%-0.44%0.35%0.80%

Benchmark Metrics

BlackRock Strategic Income Opportunities Fund Class I has an annualized alpha of 3.67%, beta of 0.03, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since February 07, 2008.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (19.88%) than losses (16.00%) - typical of diversified or defensive assets.
  • 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
3.67%
Beta
0.03
0.04
Upside Capture
19.88%
Downside Capture
16.00%

Expense Ratio

BSIIX has an expense ratio of 0.69%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BSIIX ranks 68 for risk / return — better than 68% 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.


BSIIX Risk / Return Rank: 6868
Overall Rank
BSIIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BSIIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
BSIIX Omega Ratio Rank: 8282
Omega Ratio Rank
BSIIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
BSIIX Martin Ratio Rank: 4949
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 Strategic Income Opportunities Fund Class I (BSIIX) 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.


BSIIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.50

1.37

+0.13

Calmar ratioReturn relative to maximum drawdown

2.46

2.78

-0.33

Martin ratioReturn relative to average drawdown

9.49

12.44

-2.95

Dividends

Dividend History

BlackRock Strategic Income Opportunities Fund Class I provided a 5.15% dividend yield over the last twelve months, with an annual payout of $0.50 per share. The fund has been increasing its distributions for 2 consecutive years.


3.00%3.50%4.00%4.50%5.00%$0.00$0.10$0.20$0.30$0.40$0.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.50$0.50$0.45$0.31$0.33$0.30$0.30$0.35$0.32$0.34$0.29$0.31

Dividend yield

5.15%5.07%4.75%3.33%3.58%2.98%2.92%3.54%3.32%3.45%2.91%3.19%

Monthly Dividends

The table displays the monthly dividend distributions for BlackRock Strategic Income Opportunities Fund Class I. 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$0.19
2025$0.04$0.04$0.04$0.03$0.04$0.04$0.04$0.04$0.03$0.04$0.04$0.09$0.50
2024$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.03$0.04$0.04$0.04$0.45
2023$0.03$0.03$0.04$0.00$0.04$0.00$0.04$0.04$0.04$0.00$0.04$0.03$0.31
2022$0.02$0.01$0.02$0.02$0.03$0.00$0.00$0.03$0.02$0.02$0.03$0.12$0.33
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.00$0.02$0.11$0.30

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 Strategic Income Opportunities Fund Class I. 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 Strategic Income Opportunities Fund Class I was 18.76%, occurring on Dec 12, 2008. Recovery took 191 trading sessions.

The current BlackRock Strategic Income Opportunities Fund Class I drawdown is 0.31%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-18.76%Dec 2008
6mo 25d9mo 9d
1y 3moMay 2008 - Sep 2009
COVID crash2020
-9.91%Mar 2020
1mo3mo 28d
4mo 28dFeb 2020 - Jul 2020
Bear market2022
-9.13%Oct 2022
1y 1mo1y 7mo
2y 8moSep 2021 - Jun 2024
2011 pullback2011
-3.82%Oct 2011
4mo 5d4mo 26d
9mo 1dJun 2011 - Feb 2012
2016 pullback2016
-3.42%Feb 2016
10mo 4d6mo 5d
1y 4moApr 2015 - Aug 2016

Drawdown Indicators


BSIIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.76%

-56.78%

+38.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-9.10%

+6.26%

Max Drawdown (3Y)

Largest decline over 3 years

-2.84%

-18.90%

+16.06%

Max Drawdown (5Y)

Largest decline over 5 years

-9.13%

-25.43%

+16.30%

Max Drawdown (10Y)

Largest decline over 10 years

-9.91%

-33.92%

+24.01%

Current Drawdown

Current decline from peak

-0.31%

-1.80%

+1.49%

Average Drawdown

Average peak-to-trough decline

-1.80%

-10.71%

+8.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

2.03%

-1.30%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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