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BIMBX vs. CSTAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIMBX vs. CSTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Systematic Multi-Strategy Class I (BIMBX) and American Funds College 2027 Fund (CSTAX). The values are adjusted to include any dividend payments, if applicable.

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BIMBX vs. CSTAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIMBX
BlackRock Systematic Multi-Strategy Class I
0.96%5.00%6.83%6.43%-2.95%6.18%3.57%8.43%1.83%9.89%
CSTAX
American Funds College 2027 Fund
-0.65%9.00%5.57%6.57%-9.87%6.52%7.66%13.35%-2.23%11.77%

Returns By Period

In the year-to-date period, BIMBX achieves a 0.96% return, which is significantly higher than CSTAX's -0.65% return. Over the past 10 years, BIMBX has underperformed CSTAX with an annualized return of 4.70%, while CSTAX has yielded a comparatively higher 4.97% annualized return.


BIMBX

1D
0.48%
1M
-3.15%
YTD
0.96%
6M
2.76%
1Y
3.06%
3Y*
6.50%
5Y*
4.19%
10Y*
4.70%

CSTAX

1D
0.25%
1M
-2.48%
YTD
-0.65%
6M
0.73%
1Y
5.79%
3Y*
5.94%
5Y*
2.92%
10Y*
4.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIMBX vs. CSTAX - Expense Ratio Comparison

BIMBX has a 0.98% expense ratio, which is higher than CSTAX's 0.41% expense ratio.


Return for Risk

BIMBX vs. CSTAX — Risk / Return Rank

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

BIMBX
BIMBX Risk / Return Rank: 3636
Overall Rank
BIMBX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BIMBX Sortino Ratio Rank: 3939
Sortino Ratio Rank
BIMBX Omega Ratio Rank: 3030
Omega Ratio Rank
BIMBX Calmar Ratio Rank: 3737
Calmar Ratio Rank
BIMBX Martin Ratio Rank: 3434
Martin Ratio Rank

CSTAX
CSTAX Risk / Return Rank: 8787
Overall Rank
CSTAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CSTAX Sortino Ratio Rank: 8989
Sortino Ratio Rank
CSTAX Omega Ratio Rank: 8585
Omega Ratio Rank
CSTAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
CSTAX Martin Ratio Rank: 8787
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.

BIMBX vs. CSTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Systematic Multi-Strategy Class I (BIMBX) and American Funds College 2027 Fund (CSTAX). 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.


BIMBXCSTAXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.73

-0.89

Sortino ratio

Return per unit of downside risk

1.22

2.47

-1.25

Omega ratio

Gain probability vs. loss probability

1.15

1.35

-0.20

Calmar ratio

Return relative to maximum drawdown

0.99

2.23

-1.24

Martin ratio

Return relative to average drawdown

3.57

9.16

-5.59

BIMBX vs. CSTAX - Sharpe Ratio Comparison

The current BIMBX Sharpe Ratio is 0.84, which is lower than the CSTAX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of BIMBX and CSTAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BIMBXCSTAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.73

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

0.57

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.34

0.86

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

0.86

+0.58

Correlation

The correlation between BIMBX and CSTAX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BIMBX vs. CSTAX - Dividend Comparison

BIMBX's dividend yield for the trailing twelve months is around 2.25%, less than CSTAX's 5.30% yield.


TTM20252024202320222021202020192018201720162015
BIMBX
BlackRock Systematic Multi-Strategy Class I
2.25%2.27%4.07%4.48%4.99%2.62%1.31%3.90%8.93%4.08%5.00%0.00%
CSTAX
American Funds College 2027 Fund
5.30%5.26%3.78%3.17%3.40%7.52%5.72%4.00%4.78%3.90%4.34%4.49%

Drawdowns

BIMBX vs. CSTAX - Drawdown Comparison

The maximum BIMBX drawdown since its inception was -8.73%, smaller than the maximum CSTAX drawdown of -14.52%. Use the drawdown chart below to compare losses from any high point for BIMBX and CSTAX.


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Drawdown Indicators


BIMBXCSTAXDifference

Max Drawdown

Largest peak-to-trough decline

-8.73%

-14.52%

+5.79%

Max Drawdown (1Y)

Largest decline over 1 year

-3.61%

-2.72%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-6.50%

-14.52%

+8.02%

Max Drawdown (10Y)

Largest decline over 10 years

-8.73%

-14.52%

+5.79%

Current Drawdown

Current decline from peak

-3.15%

-2.48%

-0.67%

Average Drawdown

Average peak-to-trough decline

-1.14%

-2.37%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.66%

+0.33%

Volatility

BIMBX vs. CSTAX - Volatility Comparison

BlackRock Systematic Multi-Strategy Class I (BIMBX) has a higher volatility of 1.54% compared to American Funds College 2027 Fund (CSTAX) at 1.32%. This indicates that BIMBX's price experiences larger fluctuations and is considered to be riskier than CSTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIMBXCSTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.32%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

2.05%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

4.03%

3.47%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.53%

5.16%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.52%

5.82%

-2.30%