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BBNIX vs. BBMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBNIX vs. BBMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BBH Income Fund (BBNIX) and BBH Select Series - Mid Cap Fund (BBMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBNIX achieves a 0.26% return, which is significantly lower than BBMIX's 2.86% return.


BBNIX

1D
-0.34%
1M
0.62%
YTD
0.26%
6M
0.74%
1Y
4.58%
3Y*
5.79%
5Y*
1.10%
10Y*

BBMIX

1D
0.00%
1M
0.00%
YTD
2.86%
6M
2.86%
1Y
-1.46%
3Y*
6.50%
5Y*
2.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBNIX vs. BBMIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BBNIX
BBH Income Fund
0.26%7.86%3.87%9.07%-14.89%2.35%
BBMIX
BBH Select Series - Mid Cap Fund
2.86%-6.45%11.41%26.01%-24.76%13.50%

Correlation

The correlation between BBNIX and BBMIX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since May 24, 2021

0.14

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Return for Risk

BBNIX vs. BBMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBNIX
BBNIX Risk / Return Rank: 2222
Overall Rank
BBNIX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BBNIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
BBNIX Omega Ratio Rank: 2020
Omega Ratio Rank
BBNIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
BBNIX Martin Ratio Rank: 2020
Martin Ratio Rank

BBMIX
BBMIX Risk / Return Rank: 33
Overall Rank
BBMIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BBMIX Sortino Ratio Rank: 33
Sortino Ratio Rank
BBMIX Omega Ratio Rank: 33
Omega Ratio Rank
BBMIX Calmar Ratio Rank: 33
Calmar Ratio Rank
BBMIX Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBNIX vs. BBMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BBH Income Fund (BBNIX) and BBH Select Series - Mid Cap Fund (BBMIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BBNIXBBMIXDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.80

Omega ratioGain probability vs. loss probability

1.22

1.01

+0.21

Calmar ratioReturn relative to maximum drawdown

1.67

-0.01

+1.68

Martin ratioReturn relative to average drawdown

4.68

-0.02

+4.69

BBNIX vs. BBMIX - Sharpe Ratio Comparison

The current BBNIX Sharpe Ratio is 1.20, which is higher than the BBMIX Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of BBNIX and BBMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBNIX vs. BBMIX - Drawdown Comparison

The maximum BBNIX drawdown since its inception was -18.96%, smaller than the maximum BBMIX drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for BBNIX and BBMIX.


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Drawdown Indicators


BBNIXBBMIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.96%

-28.90%

+9.94%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-8.89%

+5.99%

Max Drawdown (3Y)

Largest decline over 3 years

-5.10%

-23.79%

+18.69%

Max Drawdown (5Y)

Largest decline over 5 years

-18.96%

-28.90%

+9.94%

Current Drawdown

Current decline from peak

-1.62%

-11.28%

+9.66%

Average Drawdown

Average peak-to-trough decline

-4.31%

-10.51%

+6.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

5.30%

-4.27%

Volatility

BBNIX vs. BBMIX - Volatility Comparison

BBH Income Fund (BBNIX) has a higher volatility of 1.14% compared to BBH Select Series - Mid Cap Fund (BBMIX) at 0.00%. This indicates that BBNIX's price experiences larger fluctuations and is considered to be riskier than BBMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBNIXBBMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

0.00%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

6.04%

-3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

11.14%

-7.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.66%

19.70%

-14.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.07%

19.57%

-14.50%

BBNIX vs. BBMIX - Expense Ratio Comparison

BBNIX has a 0.47% expense ratio, which is lower than BBMIX's 0.90% expense ratio.


Dividends

BBNIX vs. BBMIX - Dividend Comparison

BBNIX's dividend yield for the trailing twelve months is around 5.22%, while BBMIX has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
BBMIX
BBH Select Series - Mid Cap Fund
0.00%0.00%0.32%0.10%0.00%0.00%0.00%0.00%
BBNIX
BBH Income Fund
5.22%5.28%5.76%5.23%2.93%2.87%7.07%4.60%

Frequently Asked Questions


BBNIX and BBMIX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBNIX has higher volatility (1.14%) compared to BBMIX (0.00%). In terms of maximum drawdown, BBNIX dropped -18.96% vs BBMIX's -28.90%.

BBNIX currently has the higher Sharpe Ratio (1.20 vs -0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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