ABRSX vs. BDMIX
Compare and contrast key facts about ABR 50/50 Volatility Fund (ABRSX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).
ABRSX is managed by ABR. It was launched on Oct 1, 2017. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.
Performance
ABRSX vs. BDMIX - Performance Comparison
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ABRSX vs. BDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABRSX ABR 50/50 Volatility Fund | -14.32% | 6.22% | 13.84% | 38.75% | -34.12% | 40.73% | 5.69% | 79.73% | -47.83% | 6.74% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 4.32% | 18.30% | 21.39% | 14.55% | 1.80% | 3.34% | 0.29% | -0.85% | 2.20% | 1.76% |
Returns By Period
In the year-to-date period, ABRSX achieves a -14.32% return, which is significantly lower than BDMIX's 4.32% return.
ABRSX
- 1D
- 3.89%
- 1M
- -12.82%
- YTD
- -14.32%
- 6M
- -9.86%
- 1Y
- -3.75%
- 3Y*
- 9.45%
- 5Y*
- 4.26%
- 10Y*
- —
BDMIX
- 1D
- 0.73%
- 1M
- 1.60%
- YTD
- 4.32%
- 6M
- 8.75%
- 1Y
- 17.17%
- 3Y*
- 18.86%
- 5Y*
- 11.38%
- 10Y*
- 7.29%
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ABRSX vs. BDMIX - Expense Ratio Comparison
ABRSX has a 2.00% expense ratio, which is higher than BDMIX's 1.57% expense ratio.
Return for Risk
ABRSX vs. BDMIX — Risk / Return Rank
ABRSX
BDMIX
ABRSX vs. BDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABR 50/50 Volatility Fund (ABRSX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ABRSX | BDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.12 | 2.55 | -2.68 |
Sortino ratioReturn per unit of downside risk | 0.02 | 3.73 | -3.71 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.48 | -0.47 |
Calmar ratioReturn relative to maximum drawdown | -0.14 | 5.14 | -5.28 |
Martin ratioReturn relative to average drawdown | -0.36 | 14.25 | -14.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABRSX | BDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 2.55 | -2.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 1.76 | -1.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 1.15 | -1.03 |
Correlation
The correlation between ABRSX and BDMIX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ABRSX vs. BDMIX - Dividend Comparison
ABRSX's dividend yield for the trailing twelve months is around 0.74%, less than BDMIX's 8.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABRSX ABR 50/50 Volatility Fund | 0.74% | 0.63% | 1.04% | 0.00% | 0.00% | 47.19% | 0.00% | 10.50% | 12.88% | 0.99% | 0.00% | 0.00% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 8.56% | 8.94% | 13.26% | 7.42% | 0.00% | 1.23% | 0.30% | 6.78% | 0.94% | 0.00% | 0.00% | 1.86% |
Drawdowns
ABRSX vs. BDMIX - Drawdown Comparison
The maximum ABRSX drawdown since its inception was -49.78%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for ABRSX and BDMIX.
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Drawdown Indicators
| ABRSX | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.78% | -11.89% | -37.89% |
Max Drawdown (1Y)Largest decline over 1 year | -21.19% | -3.60% | -17.59% |
Max Drawdown (5Y)Largest decline over 5 years | -44.57% | -7.45% | -37.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.44% | — |
Current DrawdownCurrent decline from peak | -15.86% | -0.13% | -15.73% |
Average DrawdownAverage peak-to-trough decline | -16.16% | -2.71% | -13.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.45% | 1.30% | +7.15% |
Volatility
ABRSX vs. BDMIX - Volatility Comparison
ABR 50/50 Volatility Fund (ABRSX) has a higher volatility of 13.73% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.72%. This indicates that ABRSX's price experiences larger fluctuations and is considered to be riskier than BDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABRSX | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.73% | 1.72% | +12.01% |
Volatility (6M)Calculated over the trailing 6-month period | 18.61% | 4.78% | +13.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.16% | 6.93% | +21.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.78% | 6.51% | +21.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.49% | 5.77% | +30.72% |