BIMBX vs. DBMF
Compare and contrast key facts about BlackRock Systematic Multi-Strategy Class I (BIMBX) and iM DBi Managed Futures Strategy ETF (DBMF).
BIMBX is managed by Blackrock. It was launched on May 19, 2015. DBMF is an actively managed fund by Litman Gregory Capital Partners LLC. It was launched on May 8, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIMBX or DBMF.
Key characteristics
| BIMBX | DBMF | |
|---|---|---|
| YTD Return | 3.46% | 14.61% |
| 1Y Return | 10.11% | 14.17% |
| 3Y Return (Ann) | 3.16% | 8.19% |
| 5Y Return (Ann) | 4.14% | 9.24% |
| Sharpe Ratio | 3.14 | 1.37 |
| Daily Std Dev | 3.15% | 9.90% |
| Max Drawdown | -8.73% | -20.39% |
| Current Drawdown | -0.49% | -5.89% |
Correlation
The correlation between BIMBX and DBMF is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
BIMBX vs. DBMF - Performance Comparison
In the year-to-date period, BIMBX achieves a 3.46% return, which is significantly lower than DBMF's 14.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BIMBX vs. DBMF - Expense Ratio Comparison
BIMBX has a 0.98% expense ratio, which is higher than DBMF's 0.85% expense ratio.
Risk-Adjusted Performance
BIMBX vs. DBMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Systematic Multi-Strategy Class I (BIMBX) and iM DBi Managed Futures Strategy ETF (DBMF). 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.
Dividends
BIMBX vs. DBMF - Dividend Comparison
BIMBX's dividend yield for the trailing twelve months is around 4.33%, more than DBMF's 3.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIMBX BlackRock Systematic Multi-Strategy Class I | 4.33% | 4.48% | 4.99% | 2.62% | 1.71% | 4.19% | 3.95% | 2.18% | 1.70% | 1.23% |
DBMF iM DBi Managed Futures Strategy ETF | 3.09% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BIMBX vs. DBMF - Drawdown Comparison
The maximum BIMBX drawdown since its inception was -8.73%, smaller than the maximum DBMF drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for BIMBX and DBMF. For additional features, visit the drawdowns tool.
Volatility
BIMBX vs. DBMF - Volatility Comparison
The current volatility for BlackRock Systematic Multi-Strategy Class I (BIMBX) is 0.98%, while iM DBi Managed Futures Strategy ETF (DBMF) has a volatility of 4.37%. This indicates that BIMBX experiences smaller price fluctuations and is considered to be less risky than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.