BAMBX vs. RMDFX
Compare and contrast key facts about BlackRock Systematic Multi-Strategy Fund (BAMBX) and Aspiriant Defensive Allocation Fund (RMDFX).
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. RMDFX is managed by Aspiriant. It was launched on Dec 13, 2015.
Performance
BAMBX vs. RMDFX - Performance Comparison
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BAMBX vs. RMDFX - 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% |
RMDFX Aspiriant Defensive Allocation Fund | 2.53% | 18.85% | 1.45% | 8.01% | -6.84% | 4.20% | 5.10% | 11.50% | -4.89% | 9.41% |
Returns By Period
In the year-to-date period, BAMBX achieves a 0.97% return, which is significantly lower than RMDFX's 2.53% return. Over the past 10 years, BAMBX has underperformed RMDFX with an annualized return of 4.43%, while RMDFX has yielded a comparatively higher 4.91% 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%
RMDFX
- 1D
- 0.25%
- 1M
- -3.79%
- YTD
- 2.53%
- 6M
- 7.56%
- 1Y
- 17.15%
- 3Y*
- 9.46%
- 5Y*
- 5.23%
- 10Y*
- 4.91%
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BAMBX vs. RMDFX - Expense Ratio Comparison
BAMBX has a 1.20% expense ratio, which is higher than RMDFX's 0.18% expense ratio.
Return for Risk
BAMBX vs. RMDFX — Risk / Return Rank
BAMBX
RMDFX
BAMBX vs. RMDFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Systematic Multi-Strategy Fund (BAMBX) and Aspiriant Defensive Allocation Fund (RMDFX). 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 | RMDFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 3.47 | -2.70 |
Sortino ratioReturn per unit of downside risk | 1.12 | 4.74 | -3.62 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.75 | -0.62 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 4.07 | -3.14 |
Martin ratioReturn relative to average drawdown | 3.30 | 17.19 | -13.89 |
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 | RMDFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 3.47 | -2.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 0.83 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.25 | 0.79 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.35 | 0.78 | +0.57 |
Correlation
The correlation between BAMBX and RMDFX is 0.26, 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. RMDFX - Dividend Comparison
BAMBX's dividend yield for the trailing twelve months is around 1.95%, less than RMDFX's 4.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RMDFX Aspiriant Defensive Allocation Fund | 4.52% | 4.63% | 0.00% | 3.69% | 0.78% | 5.37% | 2.28% | 3.78% | 4.11% | 2.16% | 1.16% |
Drawdowns
BAMBX vs. RMDFX - Drawdown Comparison
The maximum BAMBX drawdown since its inception was -8.84%, smaller than the maximum RMDFX drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for BAMBX and RMDFX.
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Drawdown Indicators
| BAMBX | RMDFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.84% | -15.96% | +7.12% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -4.19% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -6.66% | -14.63% | +7.97% |
Max Drawdown (10Y)Largest decline over 10 years | -8.84% | -15.96% | +7.12% |
Current DrawdownCurrent decline from peak | -3.15% | -3.79% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -1.21% | -3.37% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 0.99% | +0.02% |
Volatility
BAMBX vs. RMDFX - Volatility Comparison
The current volatility for BlackRock Systematic Multi-Strategy Fund (BAMBX) is 1.49%, while Aspiriant Defensive Allocation Fund (RMDFX) has a volatility of 1.99%. This indicates that BAMBX experiences smaller price fluctuations and is considered to be less risky than RMDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAMBX | RMDFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 1.99% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 3.83% | -1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.02% | 5.01% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.56% | 6.34% | -2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.54% | 6.20% | -2.66% |