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BDMIX vs. BGCKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDMIX vs. BGCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Global Long/Short Equity Fund Class I (BDMIX) and BlackRock Global Equity Market Neutral Fund Institutional Shares (BGCKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with BDMIX having a 12.48% return and BGCKX slightly higher at 12.50%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: BDMIX at 8.39% and BGCKX at 8.39%.


BDMIX

1D
0.43%
1M
5.33%
YTD
12.48%
6M
15.59%
1Y
21.79%
3Y*
21.82%
5Y*
12.93%
10Y*
8.39%

BGCKX

1D
0.43%
1M
5.31%
YTD
12.50%
6M
15.65%
1Y
21.93%
3Y*
21.89%
5Y*
13.01%
10Y*
8.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDMIX vs. BGCKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDMIX
BlackRock Global Long/Short Equity Fund Class I
12.48%18.30%21.39%14.55%1.80%3.34%0.29%-0.85%2.20%12.85%
BGCKX
BlackRock Global Equity Market Neutral Fund Institutional Shares
12.50%18.38%21.55%14.60%1.80%3.42%0.33%-0.82%2.22%12.83%

Correlation

The correlation between BDMIX and BGCKX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

0.99

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

0.99

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

0.95

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2016

0.94

The correlation between BDMIX and BGCKX has been stable across timeframes, ranging from 0.94 to 1.00 - a consistent structural relationship.

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Return for Risk

BDMIX vs. BGCKX — Risk / Return Rank

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

BDMIX
BDMIX Risk / Return Rank: 9292
Overall Rank
BDMIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BDMIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
BDMIX Omega Ratio Rank: 8787
Omega Ratio Rank
BDMIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
BDMIX Martin Ratio Rank: 8888
Martin Ratio Rank

BGCKX
BGCKX Risk / Return Rank: 9191
Overall Rank
BGCKX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BGCKX Sortino Ratio Rank: 9393
Sortino Ratio Rank
BGCKX Omega Ratio Rank: 8787
Omega Ratio Rank
BGCKX Calmar Ratio Rank: 9696
Calmar Ratio Rank
BGCKX Martin Ratio Rank: 8989
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.

BDMIX vs. BGCKX - 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 BlackRock Global Equity Market Neutral Fund Institutional Shares (BGCKX). 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.


BDMIXBGCKXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.61

1.60

0.00

Calmar ratioReturn relative to maximum drawdown

6.14

6.23

-0.09

Martin ratioReturn relative to average drawdown

17.41

17.51

-0.10

BDMIX vs. BGCKX - Sharpe Ratio Comparison

The current BDMIX Sharpe Ratio is 3.19, which is comparable to the BGCKX Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of BDMIX and BGCKX, 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


BDMIXBGCKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.19

3.20

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.99

2.00

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.45

1.45

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

1.39

-0.15

Drawdowns

BDMIX vs. BGCKX - Drawdown Comparison

The maximum BDMIX drawdown since its inception was -11.89%, which is greater than BGCKX's maximum drawdown of -9.47%. Use the drawdown chart below to compare losses from any high point for BDMIX and BGCKX.


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Drawdown Indicators


BDMIXBGCKXDifference

Max Drawdown

Largest peak-to-trough decline

-11.89%

-9.47%

-2.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

-3.51%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-4.07%

-4.13%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-6.15%

-6.13%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-9.44%

-9.47%

+0.03%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.68%

-2.15%

-0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

1.25%

+0.01%

Volatility

BDMIX vs. BGCKX - Volatility Comparison

BlackRock Global Long/Short Equity Fund Class I (BDMIX) and BlackRock Global Equity Market Neutral Fund Institutional Shares (BGCKX) have volatilities of 1.94% and 1.96%, 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


BDMIXBGCKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

1.96%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.45%

4.45%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

6.83%

6.85%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.52%

6.52%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.81%

5.81%

0.00%

BDMIX vs. BGCKX - Expense Ratio Comparison

BDMIX has a 1.57% expense ratio, which is higher than BGCKX's 1.29% expense ratio.


Dividends

BDMIX vs. BGCKX - Dividend Comparison

BDMIX's dividend yield for the trailing twelve months is around 7.94%, which matches BGCKX's 7.96% yield.


PositionTTM20252024202320222021202020192018201720162015
BDMIX
BlackRock Global Long/Short Equity Fund Class I
7.94%8.94%13.26%7.42%0.00%1.23%0.30%6.78%0.94%0.00%0.00%1.86%
BGCKX
BlackRock Global Equity Market Neutral Fund Institutional Shares
7.96%8.96%13.25%7.49%0.00%1.22%0.34%6.80%0.96%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 1.00, BDMIX and BGCKX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BGCKX has higher volatility (1.96%) compared to BDMIX (1.94%). In terms of maximum drawdown, BDMIX dropped -11.89% vs BGCKX's -9.47%.

BGCKX currently has the higher Sharpe Ratio (3.20 vs 3.19), 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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