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ACSNX vs. BSIIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ACSNXBSIIX
YTD Return0.13%-1.20%
1Y Return3.13%4.52%
3Y Return (Ann)0.35%0.15%
5Y Return (Ann)1.58%2.51%
10Y Return (Ann)1.53%2.51%
Sharpe Ratio1.051.06
Daily Std Dev2.63%3.73%
Max Drawdown-5.98%-18.76%
Current Drawdown-0.82%-1.80%

Correlation

-0.50.00.51.00.5

The correlation between ACSNX and BSIIX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

ACSNX vs. BSIIX - Performance Comparison

In the year-to-date period, ACSNX achieves a 0.13% return, which is significantly higher than BSIIX's -1.20% return. Over the past 10 years, ACSNX has underperformed BSIIX with an annualized return of 1.53%, while BSIIX has yielded a comparatively higher 2.51% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2024FebruaryMarchApril
2.77%
4.94%
ACSNX
BSIIX

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American Century Short Duration Fund

BlackRock Strategic Income Opportunities Fund Class I

ACSNX vs. BSIIX - Expense Ratio Comparison

ACSNX has a 0.57% expense ratio, which is lower than BSIIX's 0.69% expense ratio.


BSIIX
BlackRock Strategic Income Opportunities Fund Class I
Expense ratio chart for BSIIX: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for ACSNX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

Risk-Adjusted Performance

ACSNX vs. BSIIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Short Duration Fund (ACSNX) and BlackRock Strategic Income Opportunities Fund Class I (BSIIX). 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.


ACSNX
Sharpe ratio
The chart of Sharpe ratio for ACSNX, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.001.01
Sortino ratio
The chart of Sortino ratio for ACSNX, currently valued at 1.66, compared to the broader market-2.000.002.004.006.008.0010.0012.001.66
Omega ratio
The chart of Omega ratio for ACSNX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.20
Calmar ratio
The chart of Calmar ratio for ACSNX, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.000.72
Martin ratio
The chart of Martin ratio for ACSNX, currently valued at 2.75, compared to the broader market0.0010.0020.0030.0040.0050.002.75
BSIIX
Sharpe ratio
The chart of Sharpe ratio for BSIIX, currently valued at 1.15, compared to the broader market-1.000.001.002.003.004.001.15
Sortino ratio
The chart of Sortino ratio for BSIIX, currently valued at 1.81, compared to the broader market-2.000.002.004.006.008.0010.0012.001.81
Omega ratio
The chart of Omega ratio for BSIIX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.21
Calmar ratio
The chart of Calmar ratio for BSIIX, currently valued at 0.74, compared to the broader market0.002.004.006.008.0010.0012.000.74
Martin ratio
The chart of Martin ratio for BSIIX, currently valued at 4.65, compared to the broader market0.0010.0020.0030.0040.0050.004.65

ACSNX vs. BSIIX - Sharpe Ratio Comparison

The current ACSNX Sharpe Ratio is 1.05, which roughly equals the BSIIX Sharpe Ratio of 1.06. The chart below compares the 12-month rolling Sharpe Ratio of ACSNX and BSIIX.


Rolling 12-month Sharpe Ratio0.801.001.201.401.601.802.002.20NovemberDecember2024FebruaryMarchApril
1.01
1.15
ACSNX
BSIIX

Dividends

ACSNX vs. BSIIX - Dividend Comparison

ACSNX's dividend yield for the trailing twelve months is around 4.54%, which matches BSIIX's 4.57% yield.


TTM20232022202120202019201820172016201520142013
ACSNX
American Century Short Duration Fund
4.54%4.24%2.16%1.97%1.50%2.58%2.52%1.92%1.63%1.73%1.82%1.28%
BSIIX
BlackRock Strategic Income Opportunities Fund Class I
4.57%4.44%4.16%3.16%2.89%3.38%3.30%3.47%2.92%3.19%4.39%2.63%

Drawdowns

ACSNX vs. BSIIX - Drawdown Comparison

The maximum ACSNX drawdown since its inception was -5.98%, smaller than the maximum BSIIX drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for ACSNX and BSIIX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2024FebruaryMarchApril
-0.82%
-1.80%
ACSNX
BSIIX

Volatility

ACSNX vs. BSIIX - Volatility Comparison

The current volatility for American Century Short Duration Fund (ACSNX) is 0.62%, while BlackRock Strategic Income Opportunities Fund Class I (BSIIX) has a volatility of 1.01%. This indicates that ACSNX experiences smaller price fluctuations and is considered to be less risky than BSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%1.40%NovemberDecember2024FebruaryMarchApril
0.62%
1.01%
ACSNX
BSIIX