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.
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.
Performance
BDSIX vs. ^SP500TR - Performance Comparison
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Key characteristics
BDSIX:
-0.02
^SP500TR:
0.60
BDSIX:
0.02
^SP500TR:
0.88
BDSIX:
1.00
^SP500TR:
1.13
BDSIX:
-0.10
^SP500TR:
0.56
BDSIX:
-0.29
^SP500TR:
2.15
BDSIX:
9.18%
^SP500TR:
4.91%
BDSIX:
24.83%
^SP500TR:
19.70%
BDSIX:
-43.36%
^SP500TR:
-55.25%
BDSIX:
-14.95%
^SP500TR:
-5.21%
Returns By Period
In the year-to-date period, BDSIX achieves a -7.45% return, which is significantly lower than ^SP500TR's -0.82% return. Over the past 10 years, BDSIX has underperformed ^SP500TR with an annualized return of 7.40%, while ^SP500TR has yielded a comparatively higher 12.67% annualized return.
BDSIX
-7.45%
4.23%
-13.62%
-1.30%
7.17%
10.12%
7.40%
^SP500TR
-0.82%
5.93%
-2.14%
10.86%
15.52%
16.20%
12.67%
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Risk-Adjusted Performance
BDSIX vs. ^SP500TR — Risk-Adjusted Performance Rank
BDSIX
^SP500TR
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.
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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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Volatility
BDSIX vs. ^SP500TR - Volatility Comparison
BlackRock Advantage Small Cap Core Fund (BDSIX) has a higher volatility of 6.03% compared to S&P 500 Total Return (^SP500TR) at 4.37%. 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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