BDMIX vs. QAMNX

In the year-to-date period, BDMIX achieves a 21.49% return, which is significantly higher than QAMNX's 16.77% return.

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BDMIX has a 1.57% expense ratio, which is lower than QAMNX's 1.86% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Long/Short Equity Fund Class I (BDMIX) and Federated Hermes MDT Market Neutral A (QAMNX). 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 current BDMIX Sharpe Ratio is 3.04, which is higher than the QAMNX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of BDMIX and QAMNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BDMIX's dividend yield for the trailing twelve months is around 13.25%, more than QAMNX's 2.55% yield.

The maximum BDMIX drawdown since its inception was -14.89%, smaller than the maximum QAMNX drawdown of -24.51%. Use the drawdown chart below to compare losses from any high point for BDMIX and QAMNX. For additional features, visit the drawdowns tool.

BlackRock Global Long/Short Equity Fund Class I (BDMIX) and Federated Hermes MDT Market Neutral A (QAMNX) have volatilities of 2.16% and 2.10%, 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.