BFMCX vs. PRCIX
Compare and contrast key facts about BlackRock Core Bond Portfolio (BFMCX) and T. Rowe Price New Income Fund (PRCIX).
BFMCX is managed by BlackRock. It was launched on Dec 9, 1992. PRCIX is managed by T. Rowe Price. It was launched on Aug 31, 1973.
Performance
BFMCX vs. PRCIX - Performance Comparison
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BFMCX vs. PRCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BFMCX BlackRock Core Bond Portfolio | -0.83% | 7.43% | 0.66% | 5.32% | -14.35% | -1.52% | 8.32% | 9.85% | -0.28% | 3.16% |
PRCIX T. Rowe Price New Income Fund | -0.24% | 10.79% | 1.31% | 5.31% | -14.87% | -0.54% | 5.77% | 9.28% | -0.62% | 4.01% |
Returns By Period
In the year-to-date period, BFMCX achieves a -0.83% return, which is significantly lower than PRCIX's -0.24% return. Over the past 10 years, BFMCX has underperformed PRCIX with an annualized return of 1.54%, while PRCIX has yielded a comparatively higher 1.78% annualized return.
BFMCX
- 1D
- 0.49%
- 1M
- -2.72%
- YTD
- -0.83%
- 6M
- 0.16%
- 1Y
- 3.70%
- 3Y*
- 2.90%
- 5Y*
- -0.33%
- 10Y*
- 1.54%
PRCIX
- 1D
- 0.51%
- 1M
- -2.46%
- YTD
- -0.24%
- 6M
- 2.00%
- 1Y
- 7.55%
- 3Y*
- 4.38%
- 5Y*
- 0.50%
- 10Y*
- 1.78%
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BFMCX vs. PRCIX - Expense Ratio Comparison
Both BFMCX and PRCIX have an expense ratio of 0.44%.
Return for Risk
BFMCX vs. PRCIX — Risk / Return Rank
BFMCX
PRCIX
BFMCX vs. PRCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Core Bond Portfolio (BFMCX) and T. Rowe Price New Income Fund (PRCIX). 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.
| BFMCX | PRCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.80 | -0.86 |
Sortino ratioReturn per unit of downside risk | 1.33 | 2.67 | -1.34 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.33 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 2.96 | -1.46 |
Martin ratioReturn relative to average drawdown | 4.75 | 9.93 | -5.19 |
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
| BFMCX | PRCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.80 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.08 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.36 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.79 | +0.08 |
Correlation
The correlation between BFMCX and PRCIX is 0.89, 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.
Dividends
BFMCX vs. PRCIX - Dividend Comparison
BFMCX's dividend yield for the trailing twelve months is around 3.92%, less than PRCIX's 8.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BFMCX BlackRock Core Bond Portfolio | 3.92% | 4.10% | 3.86% | 3.21% | 1.86% | 2.11% | 5.78% | 2.86% | 3.02% | 2.69% | 2.41% | 2.57% |
PRCIX T. Rowe Price New Income Fund | 8.24% | 7.79% | 4.48% | 4.37% | 1.80% | 2.65% | 3.33% | 2.88% | 3.03% | 2.66% | 2.56% | 2.55% |
Drawdowns
BFMCX vs. PRCIX - Drawdown Comparison
The maximum BFMCX drawdown since its inception was -19.49%, smaller than the maximum PRCIX drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for BFMCX and PRCIX.
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Drawdown Indicators
| BFMCX | PRCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.49% | -22.34% | +2.85% |
Max Drawdown (1Y)Largest decline over 1 year | -3.19% | -2.96% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.32% | -19.65% | +0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -19.49% | -19.65% | +0.16% |
Current DrawdownCurrent decline from peak | -4.73% | -2.46% | -2.27% |
Average DrawdownAverage peak-to-trough decline | -2.73% | -4.43% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 0.88% | +0.13% |
Volatility
BFMCX vs. PRCIX - Volatility Comparison
BlackRock Core Bond Portfolio (BFMCX) has a higher volatility of 1.78% compared to T. Rowe Price New Income Fund (PRCIX) at 1.67%. This indicates that BFMCX's price experiences larger fluctuations and is considered to be riskier than PRCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BFMCX | PRCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 1.67% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | 2.81% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 4.58% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.10% | 5.93% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.03% | 4.93% | +0.10% |