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BDHIX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BDHIX and BRK-B is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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Performance

BDHIX vs. BRK-B - 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-B). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.56%
8.12%
BDHIX
BRK-B

Key characteristics

Sharpe Ratio

BDHIX:

2.12

BRK-B:

2.06

Sortino Ratio

BDHIX:

2.94

BRK-B:

2.87

Omega Ratio

BDHIX:

1.42

BRK-B:

1.37

Calmar Ratio

BDHIX:

1.77

BRK-B:

3.61

Martin Ratio

BDHIX:

11.16

BRK-B:

8.71

Ulcer Index

BDHIX:

1.22%

BRK-B:

3.47%

Daily Std Dev

BDHIX:

6.41%

BRK-B:

14.70%

Max Drawdown

BDHIX:

-29.13%

BRK-B:

-53.86%

Current Drawdown

BDHIX:

-1.83%

BRK-B:

-3.13%

Returns By Period

In the year-to-date period, BDHIX achieves a 1.16% return, which is significantly lower than BRK-B's 3.24% return. Over the past 10 years, BDHIX has underperformed BRK-B with an annualized return of 5.08%, while BRK-B has yielded a comparatively higher 12.29% annualized return.


BDHIX

YTD

1.16%

1M

2.05%

6M

5.07%

1Y

13.18%

5Y*

3.52%

10Y*

5.08%

BRK-B

YTD

3.24%

1M

4.14%

6M

7.71%

1Y

27.51%

5Y*

15.28%

10Y*

12.29%

*Annualized

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Risk-Adjusted Performance

BDHIX vs. BRK-B — Risk-Adjusted Performance Rank

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

BDHIX
The Risk-Adjusted Performance Rank of BDHIX is 8787
Overall Rank
The Sharpe Ratio Rank of BDHIX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BDHIX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BDHIX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BDHIX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of BDHIX is 8888
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9292
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BDHIX vs. BRK-B - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for BDHIX, currently valued at 2.12, compared to the broader market-1.000.001.002.003.004.002.121.98
The chart of Sortino ratio for BDHIX, currently valued at 2.94, compared to the broader market0.005.0010.002.942.78
The chart of Omega ratio for BDHIX, currently valued at 1.42, compared to the broader market1.002.003.004.001.421.36
The chart of Calmar ratio for BDHIX, currently valued at 1.77, compared to the broader market0.005.0010.0015.0020.001.773.48
The chart of Martin ratio for BDHIX, currently valued at 11.16, compared to the broader market0.0020.0040.0060.0080.0011.168.39
BDHIX
BRK-B

The current BDHIX Sharpe Ratio is 2.12, which is comparable to the BRK-B Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of BDHIX and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
2.12
1.98
BDHIX
BRK-B

Dividends

BDHIX vs. BRK-B - Dividend Comparison

BDHIX's dividend yield for the trailing twelve months is around 7.81%, while BRK-B has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BDHIX
BlackRock Dynamic High Income Portfolio
7.81%7.90%6.40%6.23%4.92%5.20%5.66%7.39%5.92%6.15%6.87%0.65%
BRK-B
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%

Drawdowns

BDHIX vs. BRK-B - Drawdown Comparison

The maximum BDHIX drawdown since its inception was -29.13%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BDHIX and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.83%
-3.13%
BDHIX
BRK-B

Volatility

BDHIX vs. BRK-B - Volatility Comparison

The current volatility for BlackRock Dynamic High Income Portfolio (BDHIX) is 2.85%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.55%. This indicates that BDHIX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
2.85%
4.55%
BDHIX
BRK-B