BDMIX vs. AGG
Compare and contrast key facts about BlackRock Global Long/Short Equity Fund Class I (BDMIX) and iShares Core U.S. Aggregate Bond ETF (AGG).
BDMIX is managed by BlackRock. It was launched on Dec 20, 2012. AGG is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Aggregate Bond Index. It was launched on Sep 22, 2003.
Performance
BDMIX vs. AGG - Performance Comparison
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BDMIX vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDMIX BlackRock Global Long/Short Equity Fund Class I | 4.32% | 18.30% | 21.39% | 14.55% | 1.80% | 3.34% | 0.29% | -0.85% | 2.20% | 12.85% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.09% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Returns By Period
In the year-to-date period, BDMIX achieves a 4.32% return, which is significantly higher than AGG's 0.09% return. Over the past 10 years, BDMIX has outperformed AGG with an annualized return of 7.29%, while AGG has yielded a comparatively lower 1.66% annualized return.
BDMIX
- 1D
- 0.73%
- 1M
- 1.60%
- YTD
- 4.32%
- 6M
- 8.75%
- 1Y
- 17.17%
- 3Y*
- 18.86%
- 5Y*
- 11.38%
- 10Y*
- 7.29%
AGG
- 1D
- 0.07%
- 1M
- -1.33%
- YTD
- 0.09%
- 6M
- 0.78%
- 1Y
- 4.05%
- 3Y*
- 3.62%
- 5Y*
- 0.24%
- 10Y*
- 1.66%
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BDMIX vs. AGG - Expense Ratio Comparison
BDMIX has a 1.57% expense ratio, which is higher than AGG's 0.03% expense ratio.
Return for Risk
BDMIX vs. AGG — Risk / Return Rank
BDMIX
AGG
BDMIX vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Long/Short Equity Fund Class I (BDMIX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| BDMIX | AGG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.55 | 0.93 | +1.62 |
Sortino ratioReturn per unit of downside risk | 3.73 | 1.32 | +2.41 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.17 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 5.14 | 1.76 | +3.37 |
Martin ratioReturn relative to average drawdown | 14.25 | 4.89 | +9.36 |
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
| BDMIX | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.55 | 0.93 | +1.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.76 | 0.04 | +1.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.27 | 0.31 | +0.96 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.60 | +0.55 |
Correlation
The correlation between BDMIX and AGG is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
BDMIX vs. AGG - Dividend Comparison
BDMIX's dividend yield for the trailing twelve months is around 8.56%, more than AGG's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDMIX BlackRock Global Long/Short Equity Fund Class I | 8.56% | 8.94% | 13.26% | 7.42% | 0.00% | 1.23% | 0.30% | 6.78% | 0.94% | 0.00% | 0.00% | 1.86% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.95% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
Drawdowns
BDMIX vs. AGG - Drawdown Comparison
The maximum BDMIX drawdown since its inception was -11.89%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for BDMIX and AGG.
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Drawdown Indicators
| BDMIX | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.89% | -18.43% | +6.54% |
Max Drawdown (1Y)Largest decline over 1 year | -3.60% | -2.52% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -7.45% | -17.82% | +10.37% |
Max Drawdown (10Y)Largest decline over 10 years | -9.44% | -18.43% | +8.99% |
Current DrawdownCurrent decline from peak | -0.13% | -2.30% | +2.17% |
Average DrawdownAverage peak-to-trough decline | -2.71% | -2.71% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 0.91% | +0.39% |
Volatility
BDMIX vs. AGG - Volatility Comparison
BlackRock Global Long/Short Equity Fund Class I (BDMIX) and iShares Core U.S. Aggregate Bond ETF (AGG) have volatilities of 1.72% and 1.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDMIX | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.72% | 1.67% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 4.78% | 2.55% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.93% | 4.37% | +2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.51% | 6.07% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.77% | 5.39% | +0.38% |