BDSIX vs. ^SP500TR
BDSIX (BlackRock Advantage Small Cap Core Fund) is Small Cap Blend Equities fund managed by BlackRock, while ^SP500TR (S&P 500 Total Return) is an index. Over the past 10 years, BDSIX returned 12.58%/yr vs 15.63%/yr for ^SP500TR. Their correlation of 0.82 suggests significant overlap in exposure.
Performance
BDSIX vs. ^SP500TR - Performance Comparison
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Returns By Period
In the year-to-date period, BDSIX achieves a 22.22% return, which is significantly higher than ^SP500TR's 8.11% return. Over the past 10 years, BDSIX has underperformed ^SP500TR with an annualized return of 12.58%, while ^SP500TR has yielded a comparatively higher 15.63% annualized return.
BDSIX
- 1D
- -1.09%
- 1M
- 3.74%
- YTD
- 22.22%
- 6M
- 19.01%
- 1Y
- 42.48%
- 3Y*
- 20.82%
- 5Y*
- 7.31%
- 10Y*
- 12.58%
^SP500TR
- 1D
- -0.10%
- 1M
- -1.43%
- YTD
- 8.11%
- 6M
- 6.79%
- 1Y
- 22.24%
- 3Y*
- 20.78%
- 5Y*
- 13.06%
- 10Y*
- 15.63%
BDSIX vs. ^SP500TR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BDSIX BlackRock Advantage Small Cap Core Fund | 22.22% | 13.72% | 11.86% | 16.53% | -19.33% | 14.82% | 19.56% | 32.12% | -8.82% | 10.31% |
^SP500TR S&P 500 Total Return | 8.11% | 17.88% | 25.02% | 26.29% | -18.11% | 28.71% | 18.40% | 31.49% | -4.38% | 21.83% |
Correlation
The correlation between BDSIX and ^SP500TR is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.82 |
The correlation between BDSIX and ^SP500TR has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.
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Return for Risk
BDSIX vs. ^SP500TR — Risk / Return Rank
BDSIX
^SP500TR
BDSIX vs. ^SP500TR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Small Cap Core Fund (BDSIX) and S&P 500 Total Return (^SP500TR). 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.
| BDSIX | ^SP500TR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.32 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.52 | 2.51 | +2.01 |
| Martin ratioReturn relative to average drawdown | 16.10 | 11.23 | +4.86 |
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Drawdowns
BDSIX vs. ^SP500TR - Drawdown Comparison
The maximum BDSIX drawdown since its inception was -43.36%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for BDSIX and ^SP500TR.
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Drawdown Indicators
| BDSIX | ^SP500TR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.36% | -55.25% | +11.89% |
Max Drawdown (1Y)Largest decline over 1 year | -9.89% | -8.89% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -26.59% | -18.75% | -7.84% |
Max Drawdown (5Y)Largest decline over 5 years | -31.66% | -24.49% | -7.17% |
Max Drawdown (10Y)Largest decline over 10 years | -43.36% | -33.79% | -9.57% |
Current DrawdownCurrent decline from peak | -1.09% | -3.22% | +2.13% |
Average DrawdownAverage peak-to-trough decline | -8.58% | -8.16% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 1.99% | +0.78% |
Volatility
BDSIX vs. ^SP500TR - Volatility Comparison
BlackRock Advantage Small Cap Core Fund (BDSIX) has a higher volatility of 6.54% compared to S&P 500 Total Return (^SP500TR) at 4.88%. This indicates that BDSIX's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDSIX | ^SP500TR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.54% | 4.88% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 14.38% | 9.90% | +4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.76% | 12.54% | +7.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.67% | 17.00% | +5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.43% | 18.08% | +5.35% |
Frequently Asked Questions
BDSIX and ^SP500TR have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDSIX has higher volatility (6.54%) compared to ^SP500TR (4.88%). In terms of maximum drawdown, BDSIX dropped -43.36% vs ^SP500TR's -55.25%.
BDSIX currently has the higher Sharpe Ratio (2.26 vs 1.79), 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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