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BDHIX vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BDHIX and BTC-USD is 0.13, 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.


-0.50.00.51.00.1

Performance

BDHIX vs. BTC-USD - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
1.43%
48.29%
BDHIX
BTC-USD

Key characteristics

Sharpe Ratio

BDHIX:

1.49

BTC-USD:

1.77

Sortino Ratio

BDHIX:

2.06

BTC-USD:

2.50

Omega Ratio

BDHIX:

1.29

BTC-USD:

1.25

Calmar Ratio

BDHIX:

1.14

BTC-USD:

1.60

Martin Ratio

BDHIX:

7.52

BTC-USD:

8.03

Ulcer Index

BDHIX:

1.25%

BTC-USD:

11.00%

Daily Std Dev

BDHIX:

6.34%

BTC-USD:

43.70%

Max Drawdown

BDHIX:

-29.13%

BTC-USD:

-93.07%

Current Drawdown

BDHIX:

-4.03%

BTC-USD:

-9.05%

Returns By Period

In the year-to-date period, BDHIX achieves a -0.46% return, which is significantly lower than BTC-USD's 3.32% return. Over the past 10 years, BDHIX has underperformed BTC-USD with an annualized return of 4.83%, while BTC-USD has yielded a comparatively higher 85.58% annualized return.


BDHIX

YTD

-0.46%

1M

-2.83%

6M

1.43%

1Y

9.42%

5Y*

2.95%

10Y*

4.83%

BTC-USD

YTD

3.32%

1M

-7.44%

6M

48.29%

1Y

127.07%

5Y*

61.73%

10Y*

85.58%

*Annualized

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Risk-Adjusted Performance

BDHIX vs. BTC-USD — 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 8383
Overall Rank
The Sharpe Ratio Rank of BDHIX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BDHIX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BDHIX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BDHIX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of BDHIX is 8484
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8787
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9191
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8787
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. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Dynamic High Income Portfolio (BDHIX) and Bitcoin (BTC-USD). 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.


Sharpe ratio
The chart of Sharpe ratio for BDHIX, currently valued at 1.20, compared to the broader market-1.000.001.002.003.004.001.201.77
The chart of Sortino ratio for BDHIX, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.001.682.50
The chart of Omega ratio for BDHIX, currently valued at 1.24, compared to the broader market1.002.003.001.241.25
The chart of Calmar ratio for BDHIX, currently valued at 0.35, compared to the broader market0.005.0010.0015.000.351.60
The chart of Martin ratio for BDHIX, currently valued at 5.84, compared to the broader market0.0020.0040.0060.005.848.03
BDHIX
BTC-USD

The current BDHIX Sharpe Ratio is 1.49, which is comparable to the BTC-USD Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of BDHIX and BTC-USD, 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 Ratio1.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.20
1.77
BDHIX
BTC-USD

Drawdowns

BDHIX vs. BTC-USD - Drawdown Comparison

The maximum BDHIX drawdown since its inception was -29.13%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for BDHIX and BTC-USD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.03%
-9.05%
BDHIX
BTC-USD

Volatility

BDHIX vs. BTC-USD - Volatility Comparison

The current volatility for BlackRock Dynamic High Income Portfolio (BDHIX) is 2.51%, while Bitcoin (BTC-USD) has a volatility of 12.81%. This indicates that BDHIX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
2.51%
12.81%
BDHIX
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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