BEMB vs. BDMIX
Compare and contrast key facts about Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).
BEMB is an actively managed fund by iShares. It was launched on Feb 22, 2023. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.
Performance
BEMB vs. BDMIX - Performance Comparison
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BEMB vs. BDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BEMB Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF | -1.14% | 12.27% | 5.51% | 8.88% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 4.32% | 18.30% | 21.39% | 12.93% |
Returns By Period
In the year-to-date period, BEMB achieves a -1.14% return, which is significantly lower than BDMIX's 4.32% return.
BEMB
- 1D
- 0.21%
- 1M
- -2.24%
- YTD
- -1.14%
- 6M
- 1.05%
- 1Y
- 7.70%
- 3Y*
- 7.88%
- 5Y*
- —
- 10Y*
- —
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%
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BEMB vs. BDMIX - Expense Ratio Comparison
BEMB has a 0.18% expense ratio, which is lower than BDMIX's 1.57% expense ratio.
Return for Risk
BEMB vs. BDMIX — Risk / Return Rank
BEMB
BDMIX
BEMB vs. BDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). 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.
| BEMB | BDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 2.55 | -1.14 |
Sortino ratioReturn per unit of downside risk | 1.99 | 3.73 | -1.74 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.48 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 5.14 | -3.02 |
Martin ratioReturn relative to average drawdown | 8.57 | 14.25 | -5.69 |
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
| BEMB | BDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 2.55 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.76 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.38 | 1.15 | +0.24 |
Correlation
The correlation between BEMB and BDMIX is 0.05, 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
BEMB vs. BDMIX - Dividend Comparison
BEMB's dividend yield for the trailing twelve months is around 6.99%, less than BDMIX's 8.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEMB Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF | 6.99% | 6.88% | 6.31% | 5.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
BEMB vs. BDMIX - Drawdown Comparison
The maximum BEMB drawdown since its inception was -6.17%, smaller than the maximum BDMIX drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for BEMB and BDMIX.
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Drawdown Indicators
| BEMB | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.17% | -11.89% | +5.72% |
Max Drawdown (1Y)Largest decline over 1 year | -3.70% | -3.60% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | — | -7.45% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.44% | — |
Current DrawdownCurrent decline from peak | -2.58% | -0.13% | -2.45% |
Average DrawdownAverage peak-to-trough decline | -0.95% | -2.71% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 1.30% | -0.37% |
Volatility
BEMB vs. BDMIX - Volatility Comparison
Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) has a higher volatility of 2.37% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.72%. This indicates that BEMB's price experiences larger fluctuations and is considered to be riskier than BDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BEMB | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 1.72% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 3.08% | 4.78% | -1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.46% | 6.93% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.92% | 6.51% | -0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.92% | 5.77% | +0.15% |