BAMBX vs. VFAIX
Compare and contrast key facts about BlackRock Systematic Multi-Strategy Fund (BAMBX) and Vanguard Financials Index Fund Admiral Shares (VFAIX).
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. VFAIX is managed by BlackRock. It was launched on Feb 4, 2004.
Performance
BAMBX vs. VFAIX - Performance Comparison
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BAMBX vs. VFAIX - 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% |
VFAIX Vanguard Financials Index Fund Admiral Shares | -11.11% | 14.90% | 30.46% | 14.07% | -12.26% | 36.27% | -2.15% | 31.63% | -13.47% | 20.05% |
Returns By Period
In the year-to-date period, BAMBX achieves a 0.97% return, which is significantly higher than VFAIX's -11.11% return. Over the past 10 years, BAMBX has underperformed VFAIX with an annualized return of 4.43%, while VFAIX has yielded a comparatively higher 12.12% 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%
VFAIX
- 1D
- 1.06%
- 1M
- -5.57%
- YTD
- -11.11%
- 6M
- -9.20%
- 1Y
- 0.51%
- 3Y*
- 17.09%
- 5Y*
- 9.31%
- 10Y*
- 12.12%
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BAMBX vs. VFAIX - Expense Ratio Comparison
BAMBX has a 1.20% expense ratio, which is higher than VFAIX's 0.10% expense ratio.
Return for Risk
BAMBX vs. VFAIX — Risk / Return Rank
BAMBX
VFAIX
BAMBX vs. VFAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Systematic Multi-Strategy Fund (BAMBX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). 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 | VFAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.08 | +0.68 |
Sortino ratioReturn per unit of downside risk | 1.12 | 0.25 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.04 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | -0.02 | +0.95 |
Martin ratioReturn relative to average drawdown | 3.30 | -0.07 | +3.37 |
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 | VFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.08 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | 0.48 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.25 | 0.54 | +0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.35 | 0.22 | +1.13 |
Correlation
The correlation between BAMBX and VFAIX is 0.15, 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. VFAIX - Dividend Comparison
BAMBX's dividend yield for the trailing twelve months is around 1.95%, more than VFAIX's 1.64% 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% |
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.64% | 1.56% | 1.75% | 2.08% | 2.31% | 2.62% | 2.21% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% |
Drawdowns
BAMBX vs. VFAIX - Drawdown Comparison
The maximum BAMBX drawdown since its inception was -8.84%, smaller than the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for BAMBX and VFAIX.
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Drawdown Indicators
| BAMBX | VFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.84% | -78.64% | +69.80% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -14.72% | +11.11% |
Max Drawdown (5Y)Largest decline over 5 years | -6.66% | -25.71% | +19.05% |
Max Drawdown (10Y)Largest decline over 10 years | -8.84% | -44.37% | +35.53% |
Current DrawdownCurrent decline from peak | -3.15% | -13.82% | +10.67% |
Average DrawdownAverage peak-to-trough decline | -1.21% | -18.69% | +17.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 4.86% | -3.85% |
Volatility
BAMBX vs. VFAIX - Volatility Comparison
The current volatility for BlackRock Systematic Multi-Strategy Fund (BAMBX) is 1.49%, while Vanguard Financials Index Fund Admiral Shares (VFAIX) has a volatility of 4.20%. This indicates that BAMBX experiences smaller price fluctuations and is considered to be less risky than VFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAMBX | VFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 4.20% | -2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 11.53% | -8.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.02% | 19.86% | -15.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.56% | 19.40% | -15.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.54% | 22.62% | -19.08% |