BFMSX vs. SWSBX
Compare and contrast key facts about BlackRock Low Duration Bond Portfolio (BFMSX) and Schwab Short-Term Bond Index Fund (SWSBX).
BFMSX is managed by BlackRock. It was launched on Jul 17, 1992. SWSBX is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Government/Credit 1-5 Year Index. It was launched on Feb 23, 2017.
Performance
BFMSX vs. SWSBX - Performance Comparison
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BFMSX vs. SWSBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BFMSX BlackRock Low Duration Bond Portfolio | -0.36% | 6.20% | 4.94% | 4.96% | -5.34% | -0.33% | 3.47% | 4.75% | 1.15% | 1.49% |
SWSBX Schwab Short-Term Bond Index Fund | -0.16% | 6.06% | 3.42% | 3.95% | -5.89% | -1.28% | 4.47% | 4.96% | 1.34% | 0.85% |
Returns By Period
In the year-to-date period, BFMSX achieves a -0.36% return, which is significantly lower than SWSBX's -0.16% return.
BFMSX
- 1D
- 0.22%
- 1M
- -0.98%
- YTD
- -0.36%
- 6M
- 0.82%
- 1Y
- 4.10%
- 3Y*
- 4.61%
- 5Y*
- 1.87%
- 10Y*
- 2.21%
SWSBX
- 1D
- 0.10%
- 1M
- -0.93%
- YTD
- -0.16%
- 6M
- 0.78%
- 1Y
- 3.74%
- 3Y*
- 3.77%
- 5Y*
- 1.27%
- 10Y*
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BFMSX vs. SWSBX - Expense Ratio Comparison
BFMSX has a 0.41% expense ratio, which is higher than SWSBX's 0.06% expense ratio.
Return for Risk
BFMSX vs. SWSBX — Risk / Return Rank
BFMSX
SWSBX
BFMSX vs. SWSBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Low Duration Bond Portfolio (BFMSX) and Schwab Short-Term Bond Index Fund (SWSBX). 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.
| BFMSX | SWSBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 1.59 | +0.62 |
Sortino ratioReturn per unit of downside risk | 3.86 | 2.60 | +1.26 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.33 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 3.09 | 2.71 | +0.37 |
Martin ratioReturn relative to average drawdown | 14.50 | 9.85 | +4.65 |
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
| BFMSX | SWSBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.59 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.43 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.59 | 0.76 | +0.83 |
Correlation
The correlation between BFMSX and SWSBX is 0.73, 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
BFMSX vs. SWSBX - Dividend Comparison
BFMSX's dividend yield for the trailing twelve months is around 4.26%, more than SWSBX's 3.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BFMSX BlackRock Low Duration Bond Portfolio | 4.26% | 4.56% | 4.14% | 3.34% | 2.67% | 1.23% | 2.04% | 2.63% | 2.51% | 2.17% | 1.76% | 1.87% |
SWSBX Schwab Short-Term Bond Index Fund | 3.79% | 4.09% | 3.66% | 2.36% | 1.11% | 0.97% | 1.82% | 2.41% | 2.12% | 1.56% | 0.00% | 0.00% |
Drawdowns
BFMSX vs. SWSBX - Drawdown Comparison
The maximum BFMSX drawdown since its inception was -12.70%, which is greater than SWSBX's maximum drawdown of -9.06%. Use the drawdown chart below to compare losses from any high point for BFMSX and SWSBX.
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Drawdown Indicators
| BFMSX | SWSBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.70% | -9.06% | -3.64% |
Max Drawdown (1Y)Largest decline over 1 year | -1.52% | -1.54% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -7.96% | -9.06% | +1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -7.96% | — | — |
Current DrawdownCurrent decline from peak | -1.20% | -1.13% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -0.82% | -1.81% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.32% | 0.42% | -0.10% |
Volatility
BFMSX vs. SWSBX - Volatility Comparison
BlackRock Low Duration Bond Portfolio (BFMSX) has a higher volatility of 0.77% compared to Schwab Short-Term Bond Index Fund (SWSBX) at 0.73%. This indicates that BFMSX's price experiences larger fluctuations and is considered to be riskier than SWSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BFMSX | SWSBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 0.73% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 1.43% | 1.49% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.09% | 2.40% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.29% | 2.95% | -0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.09% | 2.47% | -0.38% |