BDSIX vs. ^SP500TR
Compare and contrast key facts about BlackRock Advantage Small Cap Core Fund (BDSIX) and S&P 500 Total Return (^SP500TR).
BDSIX is managed by Blackrock. It was launched on Mar 14, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BDSIX or ^SP500TR.
Key characteristics
| BDSIX | ^SP500TR | |
|---|---|---|
| YTD Return | 16.94% | 26.21% |
| 1Y Return | 31.88% | 33.97% |
| 3Y Return (Ann) | -1.74% | 10.03% |
| 5Y Return (Ann) | 6.25% | 15.64% |
| 10Y Return (Ann) | 6.50% | 13.36% |
| Sharpe Ratio | 1.55 | 2.81 |
| Sortino Ratio | 2.25 | 3.75 |
| Omega Ratio | 1.27 | 1.53 |
| Calmar Ratio | 1.05 | 4.05 |
| Martin Ratio | 9.03 | 18.33 |
| Ulcer Index | 3.54% | 1.87% |
| Daily Std Dev | 20.68% | 12.16% |
| Max Drawdown | -43.36% | -55.25% |
| Current Drawdown | -6.90% | -0.85% |
Correlation
The correlation between BDSIX and ^SP500TR is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BDSIX vs. ^SP500TR - Performance Comparison
In the year-to-date period, BDSIX achieves a 16.94% return, which is significantly lower than ^SP500TR's 26.21% return. Over the past 10 years, BDSIX has underperformed ^SP500TR with an annualized return of 6.50%, while ^SP500TR has yielded a comparatively higher 13.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BDSIX vs. ^SP500TR - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
BDSIX vs. ^SP500TR - Volatility Comparison
BlackRock Advantage Small Cap Core Fund (BDSIX) has a higher volatility of 7.61% compared to S&P 500 Total Return (^SP500TR) at 3.80%. 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.