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BDMIX vs. FPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDMIX vs. FPI - 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 Farmland Partners Inc. (FPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BDMIX achieves a 11.73% return, which is significantly higher than FPI's 4.47% return. Over the past 10 years, BDMIX has outperformed FPI with an annualized return of 8.42%, while FPI has yielded a comparatively lower 3.71% annualized return.


BDMIX

1D
1.05%
1M
2.20%
YTD
11.73%
6M
13.28%
1Y
21.47%
3Y*
21.45%
5Y*
12.75%
10Y*
8.42%

FPI

1D
0.91%
1M
-4.04%
YTD
4.47%
6M
2.38%
1Y
-9.20%
3Y*
-0.15%
5Y*
-0.55%
10Y*
3.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDMIX vs. FPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDMIX
BlackRock Global Long/Short Equity Fund Class I
11.73%18.30%21.39%14.55%1.80%3.34%0.29%-0.85%2.20%12.85%
FPI
Farmland Partners Inc.
4.47%-14.11%5.66%3.99%6.09%39.70%32.09%53.84%-45.13%-17.84%

Correlation

The correlation between BDMIX and FPI is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

-0.02

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

0.00

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2014

-0.00

The correlation between BDMIX and FPI shifts across timeframes, from -0.02 (3 years) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BDMIX vs. FPI — Risk / Return Rank

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

BDMIX
BDMIX Risk / Return Rank: 9494
Overall Rank
BDMIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BDMIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
BDMIX Omega Ratio Rank: 8989
Omega Ratio Rank
BDMIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BDMIX Martin Ratio Rank: 9595
Martin Ratio Rank

FPI
FPI Risk / Return Rank: 2626
Overall Rank
FPI Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FPI Sortino Ratio Rank: 2323
Sortino Ratio Rank
FPI Omega Ratio Rank: 2323
Omega Ratio Rank
FPI Calmar Ratio Rank: 3030
Calmar Ratio Rank
FPI Martin Ratio Rank: 2727
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. FPI - 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 Farmland Partners Inc. (FPI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BDMIXFPIDifference
Sharpe ratioReturn per unit of total volatility

+3.48

Sortino ratioReturn per unit of downside risk

+4.90

Omega ratioGain probability vs. loss probability

1.58

0.95

+0.63

Calmar ratioReturn relative to maximum drawdown

6.70

-0.39

+7.09

Martin ratioReturn relative to average drawdown

18.34

-0.82

+19.16

BDMIX vs. FPI - Sharpe Ratio Comparison

The current BDMIX Sharpe Ratio is 3.07, which is higher than the FPI Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of BDMIX and FPI, 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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Drawdowns

BDMIX vs. FPI - Drawdown Comparison

The maximum BDMIX drawdown since its inception was -11.89%, smaller than the maximum FPI drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for BDMIX and FPI.


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Drawdown Indicators


BDMIXFPIDifference

Max Drawdown

Largest peak-to-trough decline

-11.89%

-59.77%

+47.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.24%

-23.54%

+20.30%

Max Drawdown (3Y)

Largest decline over 3 years

-4.07%

-23.64%

+19.57%

Max Drawdown (5Y)

Largest decline over 5 years

-5.99%

-39.88%

+33.89%

Max Drawdown (10Y)

Largest decline over 10 years

-9.44%

-57.44%

+48.00%

Current Drawdown

Current decline from peak

-1.33%

-23.54%

+22.21%

Average Drawdown

Average peak-to-trough decline

-2.68%

-23.61%

+20.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

11.21%

-10.03%

Volatility

BDMIX vs. FPI - Volatility Comparison

The current volatility for BlackRock Global Long/Short Equity Fund Class I (BDMIX) is 2.69%, while Farmland Partners Inc. (FPI) has a volatility of 6.49%. This indicates that BDMIX experiences smaller price fluctuations and is considered to be less risky than FPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDMIXFPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

6.49%

-3.80%

Volatility (6M)

Calculated over the trailing 6-month period

4.75%

18.58%

-13.83%

Volatility (1Y)

Calculated over the trailing 1-year period

7.07%

22.92%

-15.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.58%

28.32%

-21.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.84%

35.64%

-29.80%

Dividends

BDMIX vs. FPI - Dividend Comparison

BDMIX's dividend yield for the trailing twelve months is around 8.00%, more than FPI's 4.71% yield.


PositionTTM20252024202320222021202020192018201720162015
BDMIX
BlackRock Global Long/Short Equity Fund Class I
8.00%8.94%13.26%7.42%0.00%1.23%0.30%6.78%0.94%0.00%0.00%1.86%
FPI
Farmland Partners Inc.
4.71%4.54%11.31%3.61%1.85%1.67%2.30%2.95%7.82%5.88%4.57%4.54%

Frequently Asked Questions


BDMIX and FPI have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FPI has higher volatility (6.49%) compared to BDMIX (2.69%). In terms of maximum drawdown, BDMIX dropped -11.89% vs FPI's -59.77%.

BDMIX currently has the higher Sharpe Ratio (3.07 vs -0.40), 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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