BDMIX vs. VYM
Compare and contrast key facts about BlackRock Global Long/Short Equity Fund Class I (BDMIX) and Vanguard High Dividend Yield ETF (VYM).
BDMIX is managed by BlackRock. It was launched on Dec 20, 2012. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Feb 7, 2019.
Performance
BDMIX vs. VYM - Performance Comparison
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BDMIX vs. VYM - 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% |
VYM Vanguard High Dividend Yield ETF | 3.69% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Returns By Period
In the year-to-date period, BDMIX achieves a 4.32% return, which is significantly higher than VYM's 3.69% return. Over the past 10 years, BDMIX has underperformed VYM with an annualized return of 7.29%, while VYM has yielded a comparatively higher 11.22% 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%
VYM
- 1D
- -0.10%
- 1M
- -4.02%
- YTD
- 3.69%
- 6M
- 6.19%
- 1Y
- 17.89%
- 3Y*
- 15.17%
- 5Y*
- 11.02%
- 10Y*
- 11.22%
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BDMIX vs. VYM - Expense Ratio Comparison
BDMIX has a 1.57% expense ratio, which is higher than VYM's 0.04% expense ratio.
Return for Risk
BDMIX vs. VYM — Risk / Return Rank
BDMIX
VYM
BDMIX vs. VYM - 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 High Dividend Yield ETF (VYM). 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 | VYM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.55 | 1.19 | +1.37 |
Sortino ratioReturn per unit of downside risk | 3.73 | 1.70 | +2.03 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.26 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 5.14 | 1.56 | +3.58 |
Martin ratioReturn relative to average drawdown | 14.25 | 6.86 | +7.40 |
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 | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.55 | 1.19 | +1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.76 | 0.79 | +0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.27 | 0.69 | +0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.49 | +0.66 |
Correlation
The correlation between BDMIX and VYM is 0.09, 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. VYM - Dividend Comparison
BDMIX's dividend yield for the trailing twelve months is around 8.56%, more than VYM's 2.37% 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% |
VYM Vanguard High Dividend Yield ETF | 2.37% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Drawdowns
BDMIX vs. VYM - Drawdown Comparison
The maximum BDMIX drawdown since its inception was -11.89%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for BDMIX and VYM.
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Drawdown Indicators
| BDMIX | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.89% | -56.98% | +45.09% |
Max Drawdown (1Y)Largest decline over 1 year | -3.60% | -11.32% | +7.72% |
Max Drawdown (5Y)Largest decline over 5 years | -7.45% | -15.84% | +8.39% |
Max Drawdown (10Y)Largest decline over 10 years | -9.44% | -35.21% | +25.77% |
Current DrawdownCurrent decline from peak | -0.13% | -4.91% | +4.78% |
Average DrawdownAverage peak-to-trough decline | -2.71% | -7.25% | +4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 2.57% | -1.27% |
Volatility
BDMIX vs. VYM - Volatility Comparison
The current volatility for BlackRock Global Long/Short Equity Fund Class I (BDMIX) is 1.72%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 3.60%. This indicates that BDMIX experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDMIX | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.72% | 3.60% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 4.78% | 7.96% | -3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.93% | 15.14% | -8.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.51% | 13.97% | -7.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.77% | 16.33% | -10.56% |