BIMBX vs. MAFIX
Compare and contrast key facts about BlackRock Systematic Multi-Strategy Class I (BIMBX) and Abbey Capital Multi Asset Fund Class I (MAFIX).
BIMBX is managed by BlackRock. It was launched on May 19, 2015. MAFIX is managed by Abbey Capital. It was launched on Apr 11, 2018.
Performance
BIMBX vs. MAFIX - Performance Comparison
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BIMBX vs. MAFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BIMBX BlackRock Systematic Multi-Strategy Class I | 0.96% | 5.00% | 6.83% | 6.43% | -2.95% | 6.18% | 3.57% | 8.43% | 0.42% |
MAFIX Abbey Capital Multi Asset Fund Class I | -0.62% | 8.41% | 8.99% | 5.02% | 4.08% | 14.79% | 24.89% | 21.63% | -1.46% |
Returns By Period
In the year-to-date period, BIMBX achieves a 0.96% return, which is significantly higher than MAFIX's -0.62% 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%
MAFIX
- 1D
- -0.44%
- 1M
- -7.26%
- YTD
- -0.62%
- 6M
- 4.09%
- 1Y
- 14.51%
- 3Y*
- 7.40%
- 5Y*
- 6.27%
- 10Y*
- —
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BIMBX vs. MAFIX - Expense Ratio Comparison
BIMBX has a 0.98% expense ratio, which is lower than MAFIX's 1.79% expense ratio.
Return for Risk
BIMBX vs. MAFIX — Risk / Return Rank
BIMBX
MAFIX
BIMBX vs. MAFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Systematic Multi-Strategy Class I (BIMBX) and Abbey Capital Multi Asset Fund Class I (MAFIX). 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.
| BIMBX | MAFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.00 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.40 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.19 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.36 | -0.38 |
Martin ratioReturn relative to average drawdown | 3.57 | 4.34 | -0.77 |
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
| BIMBX | MAFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.00 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.19 | 0.51 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.34 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.43 | 0.89 | +0.55 |
Correlation
The correlation between BIMBX and MAFIX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BIMBX vs. MAFIX - Dividend Comparison
BIMBX's dividend yield for the trailing twelve months is around 2.25%, less than MAFIX's 11.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MAFIX Abbey Capital Multi Asset Fund Class I | 11.85% | 11.78% | 4.57% | 3.80% | 4.12% | 10.65% | 10.29% | 12.30% | 9.36% | 0.00% | 0.00% |
Drawdowns
BIMBX vs. MAFIX - Drawdown Comparison
The maximum BIMBX drawdown since its inception was -8.73%, smaller than the maximum MAFIX drawdown of -19.21%. Use the drawdown chart below to compare losses from any high point for BIMBX and MAFIX.
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Drawdown Indicators
| BIMBX | MAFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.73% | -19.21% | +10.48% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -9.44% | +5.83% |
Max Drawdown (5Y)Largest decline over 5 years | -6.50% | -19.21% | +12.71% |
Max Drawdown (10Y)Largest decline over 10 years | -8.73% | — | — |
Current DrawdownCurrent decline from peak | -3.15% | -7.26% | +4.11% |
Average DrawdownAverage peak-to-trough decline | -1.14% | -3.46% | +2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 2.96% | -1.97% |
Volatility
BIMBX vs. MAFIX - Volatility Comparison
The current volatility for BlackRock Systematic Multi-Strategy Class I (BIMBX) is 1.54%, while Abbey Capital Multi Asset Fund Class I (MAFIX) has a volatility of 3.04%. This indicates that BIMBX experiences smaller price fluctuations and is considered to be less risky than MAFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIMBX | MAFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 3.04% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 10.36% | -7.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.03% | 14.54% | -10.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.53% | 12.39% | -8.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.52% | 12.92% | -9.40% |