BDMIX vs. VOO
Compare and contrast key facts about BlackRock Global Long/Short Equity Fund Class I (BDMIX) and Vanguard S&P 500 ETF (VOO).
BDMIX is managed by BlackRock. It was launched on Dec 20, 2012. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
BDMIX vs. VOO - Performance Comparison
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BDMIX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, BDMIX achieves a 4.32% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, BDMIX has underperformed VOO with an annualized return of 7.29%, while VOO has yielded a comparatively higher 14.14% 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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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BDMIX vs. VOO - Expense Ratio Comparison
BDMIX has a 1.57% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
BDMIX vs. VOO — Risk / Return Rank
BDMIX
VOO
BDMIX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.55 | 1.01 | +1.55 |
Sortino ratioReturn per unit of downside risk | 3.73 | 1.53 | +2.20 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.23 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 5.14 | 1.55 | +3.58 |
Martin ratioReturn relative to average drawdown | 14.25 | 7.31 | +6.94 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.55 | 1.01 | +1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.76 | 0.71 | +1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.27 | 0.79 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.83 | +0.31 |
Correlation
The correlation between BDMIX and VOO is 0.12, 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.
Dividends
BDMIX vs. VOO - Dividend Comparison
BDMIX's dividend yield for the trailing twelve months is around 8.56%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
BDMIX vs. VOO - Drawdown Comparison
The maximum BDMIX drawdown since its inception was -11.89%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BDMIX and VOO.
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Drawdown Indicators
| BDMIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.89% | -33.99% | +22.10% |
Max Drawdown (1Y)Largest decline over 1 year | -3.60% | -11.98% | +8.38% |
Max Drawdown (5Y)Largest decline over 5 years | -7.45% | -24.52% | +17.07% |
Max Drawdown (10Y)Largest decline over 10 years | -9.44% | -33.99% | +24.55% |
Current DrawdownCurrent decline from peak | -0.13% | -5.55% | +5.42% |
Average DrawdownAverage peak-to-trough decline | -2.71% | -3.72% | +1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 2.55% | -1.25% |
Volatility
BDMIX vs. VOO - Volatility Comparison
The current volatility for BlackRock Global Long/Short Equity Fund Class I (BDMIX) is 1.72%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that BDMIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDMIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.72% | 5.34% | -3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 4.78% | 9.47% | -4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.93% | 18.11% | -11.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.51% | 16.82% | -10.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.77% | 17.99% | -12.22% |