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BDSIX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BDSIX and BRK-B is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BDSIX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Advantage Small Cap Core Fund (BDSIX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BDSIX:

-0.02

BRK-B:

1.23

Sortino Ratio

BDSIX:

0.02

BRK-B:

1.56

Omega Ratio

BDSIX:

1.00

BRK-B:

1.22

Calmar Ratio

BDSIX:

-0.10

BRK-B:

2.44

Martin Ratio

BDSIX:

-0.29

BRK-B:

5.90

Ulcer Index

BDSIX:

9.18%

BRK-B:

3.64%

Daily Std Dev

BDSIX:

24.83%

BRK-B:

19.81%

Max Drawdown

BDSIX:

-43.36%

BRK-B:

-53.86%

Current Drawdown

BDSIX:

-14.95%

BRK-B:

-6.73%

Returns By Period

In the year-to-date period, BDSIX achieves a -7.45% return, which is significantly lower than BRK-B's 11.07% return. Over the past 10 years, BDSIX has underperformed BRK-B with an annualized return of 7.40%, while BRK-B has yielded a comparatively higher 13.36% annualized return.


BDSIX

YTD

-7.45%

1M

4.23%

6M

-13.62%

1Y

-1.30%

3Y*

7.17%

5Y*

10.12%

10Y*

7.40%

BRK-B

YTD

11.07%

1M

-5.30%

6M

5.64%

1Y

23.58%

3Y*

17.65%

5Y*

23.54%

10Y*

13.36%

*Annualized

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Berkshire Hathaway Inc.

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Risk-Adjusted Performance

BDSIX vs. BRK-B — Risk-Adjusted Performance Rank

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

BDSIX
The Risk-Adjusted Performance Rank of BDSIX is 1313
Overall Rank
The Sharpe Ratio Rank of BDSIX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of BDSIX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of BDSIX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of BDSIX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of BDSIX is 1212
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8686
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8080
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BDSIX vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Small Cap Core Fund (BDSIX) and Berkshire Hathaway Inc. (BRK-B). 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 BDSIX Sharpe Ratio is -0.02, which is lower than the BRK-B Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of BDSIX and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BDSIX vs. BRK-B - Dividend Comparison

BDSIX's dividend yield for the trailing twelve months is around 0.82%, while BRK-B has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BDSIX
BlackRock Advantage Small Cap Core Fund
0.82%0.76%0.97%2.81%12.04%2.56%0.88%5.67%2.75%0.75%5.72%10.45%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BDSIX vs. BRK-B - Drawdown Comparison

The maximum BDSIX drawdown since its inception was -43.36%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BDSIX and BRK-B.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BDSIX vs. BRK-B - Volatility Comparison

The current volatility for BlackRock Advantage Small Cap Core Fund (BDSIX) is 6.03%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.42%. This indicates that BDSIX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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