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BHYIX vs. FSHNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BHYIX vs. FSHNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX) and Fidelity Series High Income Fund (FSHNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BHYIX achieves a 1.90% return, which is significantly lower than FSHNX's 3.33% return. Both investments have delivered pretty close results over the past 10 years, with BHYIX having a 5.91% annualized return and FSHNX not far ahead at 6.20%.


BHYIX

1D
0.14%
1M
0.70%
YTD
1.90%
6M
2.44%
1Y
8.04%
3Y*
9.31%
5Y*
4.49%
10Y*
5.91%

FSHNX

1D
0.00%
1M
0.99%
YTD
3.33%
6M
4.07%
1Y
10.75%
3Y*
10.22%
5Y*
5.17%
10Y*
6.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BHYIX vs. FSHNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
1.90%9.18%8.55%13.19%-11.24%5.53%5.87%15.35%-2.81%8.23%
FSHNX
Fidelity Series High Income Fund
3.33%11.17%8.75%11.25%-11.52%6.05%4.57%15.20%-2.14%9.40%

Correlation

The correlation between BHYIX and FSHNX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2011

0.88

The correlation between BHYIX and FSHNX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

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Return for Risk

BHYIX vs. FSHNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BHYIX
BHYIX Risk / Return Rank: 8282
Overall Rank
BHYIX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BHYIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
BHYIX Omega Ratio Rank: 8585
Omega Ratio Rank
BHYIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
BHYIX Martin Ratio Rank: 8787
Martin Ratio Rank

FSHNX
FSHNX Risk / Return Rank: 9797
Overall Rank
FSHNX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FSHNX Sortino Ratio Rank: 9898
Sortino Ratio Rank
FSHNX Omega Ratio Rank: 9797
Omega Ratio Rank
FSHNX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FSHNX Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BHYIX vs. FSHNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX) and Fidelity Series High Income Fund (FSHNX). 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.


BHYIXFSHNXDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-2.30

Omega ratioGain probability vs. loss probability

1.57

1.91

-0.34

Calmar ratioReturn relative to maximum drawdown

3.42

5.75

-2.34

Martin ratioReturn relative to average drawdown

16.95

30.13

-13.19

BHYIX vs. FSHNX - Sharpe Ratio Comparison

The current BHYIX Sharpe Ratio is 2.45, which is comparable to the FSHNX Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of BHYIX and FSHNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BHYIXFSHNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

3.44

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.98

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

1.07

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.22

1.00

+0.22

Drawdowns

BHYIX vs. FSHNX - Drawdown Comparison

The maximum BHYIX drawdown since its inception was -34.82%, which is greater than FSHNX's maximum drawdown of -21.98%. Use the drawdown chart below to compare losses from any high point for BHYIX and FSHNX.


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Drawdown Indicators


BHYIXFSHNXDifference

Max Drawdown

Largest peak-to-trough decline

-34.82%

-21.98%

-12.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

-2.13%

-0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-4.07%

-4.05%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-15.45%

-15.32%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-23.23%

-21.98%

-1.25%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.75%

-2.42%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

0.40%

+0.08%

Volatility

BHYIX vs. FSHNX - Volatility Comparison

BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX) has a higher volatility of 1.10% compared to Fidelity Series High Income Fund (FSHNX) at 0.97%. This indicates that BHYIX's price experiences larger fluctuations and is considered to be riskier than FSHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BHYIXFSHNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.97%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

2.55%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.36%

3.55%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.24%

5.31%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.93%

5.83%

+0.10%

BHYIX vs. FSHNX - Expense Ratio Comparison

BHYIX has a 0.59% expense ratio, which is higher than FSHNX's 0.00% expense ratio.


Dividends

BHYIX vs. FSHNX - Dividend Comparison

BHYIX's dividend yield for the trailing twelve months is around 7.05%, more than FSHNX's 6.96% yield.


PositionTTM20252024202320222021202020192018201720162015
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
7.05%7.05%7.46%6.15%4.91%4.73%5.12%5.70%6.33%5.82%5.96%6.33%
FSHNX
Fidelity Series High Income Fund
6.96%7.04%5.97%6.21%4.90%5.01%5.57%6.35%6.95%6.03%6.24%5.79%

Frequently Asked Questions


BHYIX and FSHNX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BHYIX has higher volatility (1.10%) compared to FSHNX (0.97%). In terms of maximum drawdown, BHYIX dropped -34.82% vs FSHNX's -21.98%.

FSHNX currently has the higher Sharpe Ratio (3.44 vs 2.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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