BAMBX vs. LIVIX
Compare and contrast key facts about BlackRock Systematic Multi-Strategy Fund (BAMBX) and BlackRock LifePath Index 2055 Fund (LIVIX).
BAMBX is a passively managed fund by BlackRock that tracks the performance of the ICE BofA 3 Month Treasury Bill Index (G0O1) (USD). It was launched on Sep 29, 2020. LIVIX is managed by BlackRock. It was launched on May 30, 2011.
Performance
BAMBX vs. LIVIX - Performance Comparison
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BAMBX vs. LIVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAMBX BlackRock Systematic Multi-Strategy Fund | 0.97% | 4.59% | 6.61% | 6.19% | -3.23% | 5.84% | 3.34% | 8.25% | 1.51% | 9.72% |
LIVIX BlackRock LifePath Index 2055 Fund | -1.33% | 21.57% | 13.60% | 21.62% | -18.38% | 18.75% | 14.99% | 26.76% | -7.83% | 21.38% |
Returns By Period
In the year-to-date period, BAMBX achieves a 0.97% return, which is significantly higher than LIVIX's -1.33% return. Over the past 10 years, BAMBX has underperformed LIVIX with an annualized return of 4.43%, while LIVIX has yielded a comparatively higher 10.77% annualized return.
BAMBX
- 1D
- 0.48%
- 1M
- -3.15%
- YTD
- 0.97%
- 6M
- 2.65%
- 1Y
- 2.75%
- 3Y*
- 6.24%
- 5Y*
- 3.91%
- 10Y*
- 4.43%
LIVIX
- 1D
- 3.07%
- 1M
- -5.50%
- YTD
- -1.33%
- 6M
- 1.19%
- 1Y
- 20.91%
- 3Y*
- 15.72%
- 5Y*
- 8.52%
- 10Y*
- 10.77%
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BAMBX vs. LIVIX - Expense Ratio Comparison
BAMBX has a 1.20% expense ratio, which is higher than LIVIX's 0.10% expense ratio.
Return for Risk
BAMBX vs. LIVIX — Risk / Return Rank
BAMBX
LIVIX
BAMBX vs. LIVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Systematic Multi-Strategy Fund (BAMBX) and BlackRock LifePath Index 2055 Fund (LIVIX). 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.
| BAMBX | LIVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.25 | -0.49 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.85 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.28 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.81 | -0.89 |
Martin ratioReturn relative to average drawdown | 3.30 | 8.47 | -5.17 |
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
| BAMBX | LIVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.25 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 0.54 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.25 | 0.65 | +0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.35 | 0.59 | +0.76 |
Correlation
The correlation between BAMBX and LIVIX is 0.22, 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
BAMBX vs. LIVIX - Dividend Comparison
BAMBX's dividend yield for the trailing twelve months is around 1.95%, less than LIVIX's 2.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAMBX BlackRock Systematic Multi-Strategy Fund | 1.95% | 1.97% | 3.86% | 4.13% | 4.70% | 2.39% | 1.09% | 3.73% | 8.70% | 3.81% | 4.82% | 0.00% |
LIVIX BlackRock LifePath Index 2055 Fund | 2.52% | 2.48% | 0.01% | 2.04% | 1.96% | 2.04% | 1.56% | 2.95% | 2.35% | 2.27% | 1.54% | 2.88% |
Drawdowns
BAMBX vs. LIVIX - Drawdown Comparison
The maximum BAMBX drawdown since its inception was -8.84%, smaller than the maximum LIVIX drawdown of -34.44%. Use the drawdown chart below to compare losses from any high point for BAMBX and LIVIX.
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Drawdown Indicators
| BAMBX | LIVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.84% | -34.44% | +25.60% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -11.82% | +8.21% |
Max Drawdown (5Y)Largest decline over 5 years | -6.66% | -26.45% | +19.79% |
Max Drawdown (10Y)Largest decline over 10 years | -8.84% | -34.44% | +25.60% |
Current DrawdownCurrent decline from peak | -3.15% | -6.66% | +3.51% |
Average DrawdownAverage peak-to-trough decline | -1.21% | -4.56% | +3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 2.53% | -1.52% |
Volatility
BAMBX vs. LIVIX - Volatility Comparison
The current volatility for BlackRock Systematic Multi-Strategy Fund (BAMBX) is 1.49%, while BlackRock LifePath Index 2055 Fund (LIVIX) has a volatility of 6.29%. This indicates that BAMBX experiences smaller price fluctuations and is considered to be less risky than LIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAMBX | LIVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 6.29% | -4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 9.78% | -6.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.02% | 17.10% | -13.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.56% | 15.77% | -12.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.54% | 16.67% | -13.13% |