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

Correlation

The correlation between ACSNX and BSIIX is 0.48, 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.


-0.50.00.51.00.5

Performance

ACSNX vs. BSIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Short Duration Fund (ACSNX) and BlackRock Strategic Income Opportunities Fund Class I (BSIIX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
2.46%
2.80%
ACSNX
BSIIX

Key characteristics

Sharpe Ratio

ACSNX:

1.92

BSIIX:

1.55

Sortino Ratio

ACSNX:

3.26

BSIIX:

2.27

Omega Ratio

ACSNX:

1.44

BSIIX:

1.29

Calmar Ratio

ACSNX:

4.10

BSIIX:

2.26

Martin Ratio

ACSNX:

9.09

BSIIX:

6.53

Ulcer Index

ACSNX:

0.46%

BSIIX:

0.76%

Daily Std Dev

ACSNX:

2.16%

BSIIX:

3.19%

Max Drawdown

ACSNX:

-6.32%

BSIIX:

-18.76%

Current Drawdown

ACSNX:

-0.94%

BSIIX:

-1.57%

Returns By Period

In the year-to-date period, ACSNX achieves a 4.03% return, which is significantly lower than BSIIX's 4.48% return. Over the past 10 years, ACSNX has underperformed BSIIX with an annualized return of 1.88%, while BSIIX has yielded a comparatively higher 2.59% annualized return.


ACSNX

YTD

4.03%

1M

-0.10%

6M

2.45%

1Y

4.14%

5Y*

1.86%

10Y*

1.88%

BSIIX

YTD

4.48%

1M

-0.21%

6M

2.80%

1Y

4.97%

5Y*

2.41%

10Y*

2.59%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for ACSNX, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.001.921.52
The chart of Sortino ratio for ACSNX, currently valued at 3.26, compared to the broader market-2.000.002.004.006.008.0010.003.262.22
The chart of Omega ratio for ACSNX, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.003.501.441.28
The chart of Calmar ratio for ACSNX, currently valued at 4.10, compared to the broader market0.002.004.006.008.0010.0012.0014.004.102.21
The chart of Martin ratio for ACSNX, currently valued at 9.09, compared to the broader market0.0020.0040.0060.009.096.38
ACSNX
BSIIX

The current ACSNX Sharpe Ratio is 1.92, which is comparable to the BSIIX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of ACSNX and BSIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.92
1.52
ACSNX
BSIIX

Dividends

ACSNX vs. BSIIX - Dividend Comparison

ACSNX's dividend yield for the trailing twelve months is around 4.15%, less than BSIIX's 4.29% yield.


TTM20232022202120202019201820172016201520142013
ACSNX
American Century Short Duration Fund
4.15%4.23%2.17%1.61%1.52%2.57%2.52%1.93%1.63%1.73%1.82%1.22%
BSIIX
BlackRock Strategic Income Opportunities Fund Class I
4.29%4.43%3.22%2.29%2.69%3.39%3.31%3.47%2.92%2.24%2.44%2.63%

Drawdowns

ACSNX vs. BSIIX - Drawdown Comparison

The maximum ACSNX drawdown since its inception was -6.32%, 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.


-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.94%
-1.57%
ACSNX
BSIIX

Volatility

ACSNX vs. BSIIX - Volatility Comparison

The current volatility for American Century Short Duration Fund (ACSNX) is 0.40%, while BlackRock Strategic Income Opportunities Fund Class I (BSIIX) has a volatility of 0.73%. 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%JulyAugustSeptemberOctoberNovemberDecember
0.40%
0.73%
ACSNX
BSIIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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