BFMSX vs. VBISX
Compare and contrast key facts about BlackRock Low Duration Bond Portfolio (BFMSX) and Vanguard Short-Term Bond Index Fund (VBISX).
BFMSX is managed by BlackRock. It was launched on Jul 17, 1992. VBISX is managed by Vanguard. It was launched on Mar 1, 1994.
Performance
BFMSX vs. VBISX - Performance Comparison
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BFMSX vs. VBISX - 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% | 1.98% |
VBISX Vanguard Short-Term Bond Index Fund | -0.24% | 5.67% | 3.66% | 4.54% | -5.61% | -1.35% | 4.63% | 4.78% | 1.27% | 1.10% |
Returns By Period
In the year-to-date period, BFMSX achieves a -0.36% return, which is significantly lower than VBISX's -0.24% return. Over the past 10 years, BFMSX has outperformed VBISX with an annualized return of 2.21%, while VBISX has yielded a comparatively lower 1.77% annualized 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%
VBISX
- 1D
- 0.10%
- 1M
- -0.87%
- YTD
- -0.24%
- 6M
- 0.73%
- 1Y
- 3.56%
- 3Y*
- 3.88%
- 5Y*
- 1.41%
- 10Y*
- 1.77%
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BFMSX vs. VBISX - Expense Ratio Comparison
BFMSX has a 0.41% expense ratio, which is higher than VBISX's 0.15% expense ratio.
Return for Risk
BFMSX vs. VBISX — Risk / Return Rank
BFMSX
VBISX
BFMSX vs. VBISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Low Duration Bond Portfolio (BFMSX) and Vanguard Short-Term Bond Index Fund (VBISX). 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 | VBISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 1.53 | +0.68 |
Sortino ratioReturn per unit of downside risk | 3.86 | 2.48 | +1.38 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.30 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 3.09 | 2.65 | +0.44 |
Martin ratioReturn relative to average drawdown | 14.50 | 9.58 | +4.92 |
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 | VBISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.53 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.49 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.06 | 0.75 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.59 | 1.34 | +0.25 |
Correlation
The correlation between BFMSX and VBISX is 0.71, 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. VBISX - Dividend Comparison
BFMSX's dividend yield for the trailing twelve months is around 4.26%, more than VBISX's 3.51% 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% |
VBISX Vanguard Short-Term Bond Index Fund | 3.51% | 3.44% | 3.29% | 2.10% | 1.38% | 1.16% | 1.72% | 2.16% | 1.92% | 1.58% | 1.42% | 1.34% |
Drawdowns
BFMSX vs. VBISX - Drawdown Comparison
The maximum BFMSX drawdown since its inception was -12.70%, which is greater than VBISX's maximum drawdown of -8.79%. Use the drawdown chart below to compare losses from any high point for BFMSX and VBISX.
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Drawdown Indicators
| BFMSX | VBISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.70% | -8.79% | -3.91% |
Max Drawdown (1Y)Largest decline over 1 year | -1.52% | -1.54% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -7.96% | -8.72% | +0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -7.96% | -8.79% | +0.83% |
Current DrawdownCurrent decline from peak | -1.20% | -1.16% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -0.82% | -0.87% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.32% | 0.43% | -0.11% |
Volatility
BFMSX vs. VBISX - Volatility Comparison
BlackRock Low Duration Bond Portfolio (BFMSX) has a higher volatility of 0.77% compared to Vanguard Short-Term Bond Index Fund (VBISX) at 0.71%. This indicates that BFMSX's price experiences larger fluctuations and is considered to be riskier than VBISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BFMSX | VBISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 0.71% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 1.43% | 1.50% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.09% | 2.44% | -0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.29% | 2.91% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.09% | 2.37% | -0.28% |