BFMSX vs. USD=X
BFMSX (BlackRock Low Duration Bond Portfolio) is Short-Term Bond fund managed by BlackRock, while USD=X (USD Cash) is a currency. Over the past 10 years, BFMSX returned 2.30%/yr vs 0.00%/yr for USD=X.
Performance
BFMSX vs. USD=X - Performance Comparison
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Returns By Period
BFMSX
- 1D
- 0.11%
- 1M
- 0.17%
- YTD
- 0.92%
- 6M
- 1.43%
- 1Y
- 4.52%
- 3Y*
- 5.06%
- 5Y*
- 2.07%
- 10Y*
- 2.30%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
BFMSX vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BFMSX BlackRock Low Duration Bond Portfolio | 0.92% | 6.20% | 4.94% | 4.96% | -5.34% | -0.33% | 3.47% | 4.75% | 1.15% | 1.98% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
BFMSX vs. USD=X — Risk / Return Rank
BFMSX
USD=X
BFMSX vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Low Duration Bond Portfolio (BFMSX) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.57 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | — | — |
| Martin ratioReturn relative to average drawdown | 13.58 | — | — |
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 | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.60 | — | — |
Drawdowns
BFMSX vs. USD=X - Drawdown Comparison
The maximum BFMSX drawdown since its inception was -12.70%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BFMSX and USD=X.
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Drawdown Indicators
| BFMSX | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.70% | 0.00% | -12.70% |
Max Drawdown (1Y)Largest decline over 1 year | -1.52% | 0.00% | -1.52% |
Max Drawdown (3Y)Largest decline over 3 years | -1.52% | 0.00% | -1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -7.96% | 0.00% | -7.96% |
Max Drawdown (10Y)Largest decline over 10 years | -7.96% | 0.00% | -7.96% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -0.82% | 0.00% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 0.00% | +0.33% |
Volatility
BFMSX vs. USD=X - Volatility Comparison
BlackRock Low Duration Bond Portfolio (BFMSX) has a higher volatility of 0.65% compared to USD Cash (USD=X) at 0.00%. This indicates that BFMSX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BFMSX | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.65% | 0.00% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 1.66% | 0.00% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.12% | 0.00% | +2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.35% | 0.00% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.11% | 0.00% | +2.11% |
Frequently Asked Questions
BFMSX has higher volatility (0.65%) compared to USD=X (0.00%). In terms of maximum drawdown, BFMSX dropped -12.70% vs USD=X's 0.00%.
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