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BDHIX vs. BRK-A
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDHIX vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Dynamic High Income Portfolio (BDHIX) and Berkshire Hathaway Inc. (BRK-A). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BDHIX achieves a 4.52% return, which is significantly higher than BRK-A's -4.82% return. Over the past 10 years, BDHIX has underperformed BRK-A with an annualized return of 6.61%, while BRK-A has yielded a comparatively higher 12.93% annualized return.


BDHIX

1D
-0.44%
1M
1.18%
YTD
4.52%
6M
5.16%
1Y
13.13%
3Y*
12.03%
5Y*
4.54%
10Y*
6.61%

BRK-A

1D
0.66%
1M
2.64%
YTD
-4.82%
6M
-4.81%
1Y
-2.63%
3Y*
12.92%
5Y*
10.35%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDHIX vs. BRK-A - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDHIX
BlackRock Dynamic High Income Portfolio
4.52%12.27%10.76%13.87%-18.20%10.44%4.52%20.05%-6.91%14.53%
BRK-A
Berkshire Hathaway Inc.
-4.82%10.85%25.49%15.77%4.00%29.57%2.42%10.98%2.82%21.91%

Correlation

The correlation between BDHIX and BRK-A is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.41

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

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2015

0.54

Over the past year, the correlation between BDHIX and BRK-A has dropped to 0.27 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

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Return for Risk

BDHIX vs. BRK-A — Risk / Return Rank

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

BDHIX
BDHIX Risk / Return Rank: 4343
Overall Rank
BDHIX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BDHIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
BDHIX Omega Ratio Rank: 4646
Omega Ratio Rank
BDHIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
BDHIX Martin Ratio Rank: 4848
Martin Ratio Rank

BRK-A
BRK-A Risk / Return Rank: 3030
Overall Rank
BRK-A Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-A Sortino Ratio Rank: 2727
Sortino Ratio Rank
BRK-A Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-A Calmar Ratio Rank: 3232
Calmar Ratio Rank
BRK-A Martin Ratio Rank: 3131
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.

BDHIX vs. BRK-A - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Dynamic High Income Portfolio (BDHIX) and Berkshire Hathaway Inc. (BRK-A). 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.


BDHIXBRK-ADifference
Sharpe ratioReturn per unit of total volatility

+2.07

Sortino ratioReturn per unit of downside risk

+2.99

Omega ratioGain probability vs. loss probability

1.37

0.98

+0.39

Calmar ratioReturn relative to maximum drawdown

2.17

-0.29

+2.46

Martin ratioReturn relative to average drawdown

9.82

-0.60

+10.42

BDHIX vs. BRK-A - Sharpe Ratio Comparison

The current BDHIX Sharpe Ratio is 1.88, which is higher than the BRK-A Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of BDHIX and BRK-A, 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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Sharpe Ratios by Period


BDHIXBRK-ADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

-0.19

+2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.61

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.68

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.82

-0.18

Drawdowns

BDHIX vs. BRK-A - Drawdown Comparison

The maximum BDHIX drawdown since its inception was -29.13%, smaller than the maximum BRK-A drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for BDHIX and BRK-A.


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Drawdown Indicators


BDHIXBRK-ADifference

Max Drawdown

Largest peak-to-trough decline

-29.13%

-51.47%

+22.34%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

-9.12%

+2.97%

Max Drawdown (3Y)

Largest decline over 3 years

-9.43%

-14.43%

+5.00%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-25.98%

+2.43%

Max Drawdown (10Y)

Largest decline over 10 years

-29.13%

-30.43%

+1.30%

Current Drawdown

Current decline from peak

-0.44%

-11.23%

+10.79%

Average Drawdown

Average peak-to-trough decline

-4.78%

-9.52%

+4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

4.39%

-3.04%

Volatility

BDHIX vs. BRK-A - Volatility Comparison

The current volatility for BlackRock Dynamic High Income Portfolio (BDHIX) is 1.94%, while Berkshire Hathaway Inc. (BRK-A) has a volatility of 3.58%. This indicates that BDHIX experiences smaller price fluctuations and is considered to be less risky than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDHIXBRK-ADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

3.58%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

5.80%

10.42%

-4.62%

Volatility (1Y)

Calculated over the trailing 1-year period

7.09%

13.84%

-6.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.94%

17.15%

-8.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.18%

18.97%

-9.79%

Dividends

BDHIX vs. BRK-A - Dividend Comparison

BDHIX's dividend yield for the trailing twelve months is around 7.91%, while BRK-A has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BDHIX
BlackRock Dynamic High Income Portfolio
7.91%7.54%7.62%5.96%5.17%6.58%5.20%5.68%7.40%6.14%6.33%7.19%
BRK-A
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BDHIX and BRK-A have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRK-A has higher volatility (3.58%) compared to BDHIX (1.94%). In terms of maximum drawdown, BDHIX dropped -29.13% vs BRK-A's -51.47%.

BDHIX currently has the higher Sharpe Ratio (1.88 vs -0.19), 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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