ABRVX vs. BDMIX
Compare and contrast key facts about ABR Dynamic Blend Equity & Volatility Fund (ABRVX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).
ABRVX is managed by ABR. It was launched on Aug 2, 2015. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.
Performance
ABRVX vs. BDMIX - Performance Comparison
Loading graphics...
ABRVX vs. BDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABRVX ABR Dynamic Blend Equity & Volatility Fund | -2.33% | -0.70% | 11.76% | 8.89% | -27.36% | 15.95% | 49.42% | 9.08% | -3.28% | 9.50% |
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% | 12.85% |
Returns By Period
In the year-to-date period, ABRVX achieves a -2.33% return, which is significantly lower than BDMIX's 4.32% return. Over the past 10 years, ABRVX has underperformed BDMIX with an annualized return of 5.55%, while BDMIX has yielded a comparatively higher 7.29% annualized return.
ABRVX
- 1D
- 2.15%
- 1M
- -2.33%
- YTD
- -2.33%
- 6M
- -1.63%
- 1Y
- 3.14%
- 3Y*
- 4.63%
- 5Y*
- -0.60%
- 10Y*
- 5.55%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ABRVX vs. BDMIX - Expense Ratio Comparison
ABRVX has a 1.98% expense ratio, which is higher than BDMIX's 1.57% expense ratio.
Return for Risk
ABRVX vs. BDMIX — Risk / Return Rank
ABRVX
BDMIX
ABRVX vs. BDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABR Dynamic Blend Equity & Volatility Fund (ABRVX) 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.
| ABRVX | BDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 2.55 | -2.26 |
Sortino ratioReturn per unit of downside risk | 0.46 | 3.73 | -3.28 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.48 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | 0.36 | 5.14 | -4.77 |
Martin ratioReturn relative to average drawdown | 1.03 | 14.25 | -13.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ABRVX | BDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 2.55 | -2.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 1.76 | -1.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 1.27 | -0.86 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 1.15 | -0.74 |
Correlation
The correlation between ABRVX and BDMIX is 0.05, 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
ABRVX vs. BDMIX - Dividend Comparison
ABRVX's dividend yield for the trailing twelve months is around 1.29%, less than BDMIX's 8.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABRVX ABR Dynamic Blend Equity & Volatility Fund | 1.29% | 1.26% | 2.07% | 0.00% | 0.00% | 8.33% | 24.49% | 0.80% | 3.95% | 3.26% | 1.29% | 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
ABRVX vs. BDMIX - Drawdown Comparison
The maximum ABRVX drawdown since its inception was -29.71%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for ABRVX and BDMIX.
Loading graphics...
Drawdown Indicators
| ABRVX | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.71% | -11.89% | -17.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.85% | -3.60% | -7.25% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -7.45% | -22.26% |
Max Drawdown (10Y)Largest decline over 10 years | -29.71% | -9.44% | -20.27% |
Current DrawdownCurrent decline from peak | -14.71% | -0.13% | -14.58% |
Average DrawdownAverage peak-to-trough decline | -11.44% | -2.71% | -8.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 1.30% | +2.50% |
Volatility
ABRVX vs. BDMIX - Volatility Comparison
ABR Dynamic Blend Equity & Volatility Fund (ABRVX) has a higher volatility of 3.18% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.72%. This indicates that ABRVX'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.
Loading graphics...
Volatility by Period
| ABRVX | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 1.72% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 7.07% | 4.78% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.61% | 6.93% | +4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.46% | 6.51% | +5.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.64% | 5.77% | +7.87% |