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BIMBX vs. PMAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIMBX vs. PMAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Systematic Multi-Strategy Class I (BIMBX) and Pioneer Multi-Asset Income Fund A (PMAIX). The values are adjusted to include any dividend payments, if applicable.

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BIMBX vs. PMAIX - 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%
PMAIX
Pioneer Multi-Asset Income Fund A
0.80%23.03%6.09%7.32%-0.79%12.00%5.35%10.88%-6.10%17.97%

Returns By Period

In the year-to-date period, BIMBX achieves a 0.96% return, which is significantly higher than PMAIX's 0.80% return. Over the past 10 years, BIMBX has underperformed PMAIX with an annualized return of 4.70%, while PMAIX has yielded a comparatively higher 8.45% 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%

PMAIX

1D
0.15%
1M
-3.62%
YTD
0.80%
6M
4.12%
1Y
16.77%
3Y*
11.84%
5Y*
7.92%
10Y*
8.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIMBX vs. PMAIX - Expense Ratio Comparison

BIMBX has a 0.98% expense ratio, which is higher than PMAIX's 0.85% expense ratio.


Return for Risk

BIMBX vs. PMAIX — 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

PMAIX
PMAIX Risk / Return Rank: 9393
Overall Rank
PMAIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PMAIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
PMAIX Omega Ratio Rank: 9595
Omega Ratio Rank
PMAIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PMAIX Martin Ratio Rank: 9292
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. PMAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Systematic Multi-Strategy Class I (BIMBX) and Pioneer Multi-Asset Income Fund A (PMAIX). 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.


BIMBXPMAIXDifference

Sharpe ratio

Return per unit of total volatility

0.84

2.39

-1.55

Sortino ratio

Return per unit of downside risk

1.22

3.02

-1.80

Omega ratio

Gain probability vs. loss probability

1.15

1.51

-0.36

Calmar ratio

Return relative to maximum drawdown

0.99

2.32

-1.33

Martin ratio

Return relative to average drawdown

3.57

10.88

-7.31

BIMBX vs. PMAIX - Sharpe Ratio Comparison

The current BIMBX Sharpe Ratio is 0.84, which is lower than the PMAIX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of BIMBX and PMAIX, 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


BIMBXPMAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

2.39

-1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

1.11

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.34

1.12

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

1.12

+0.32

Correlation

The correlation between BIMBX and PMAIX is 0.20, 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. PMAIX - Dividend Comparison

BIMBX's dividend yield for the trailing twelve months is around 2.25%, less than PMAIX's 5.82% 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%
PMAIX
Pioneer Multi-Asset Income Fund A
5.82%6.29%5.30%5.14%4.53%5.50%5.39%5.78%5.83%6.69%5.53%5.92%

Drawdowns

BIMBX vs. PMAIX - Drawdown Comparison

The maximum BIMBX drawdown since its inception was -8.73%, smaller than the maximum PMAIX drawdown of -24.12%. Use the drawdown chart below to compare losses from any high point for BIMBX and PMAIX.


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Drawdown Indicators


BIMBXPMAIXDifference

Max Drawdown

Largest peak-to-trough decline

-8.73%

-24.12%

+15.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.61%

-7.06%

+3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-6.50%

-13.97%

+7.47%

Max Drawdown (10Y)

Largest decline over 10 years

-8.73%

-24.12%

+15.39%

Current Drawdown

Current decline from peak

-3.15%

-3.62%

+0.47%

Average Drawdown

Average peak-to-trough decline

-1.14%

-2.68%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

1.51%

-0.52%

Volatility

BIMBX vs. PMAIX - Volatility Comparison

The current volatility for BlackRock Systematic Multi-Strategy Class I (BIMBX) is 1.54%, while Pioneer Multi-Asset Income Fund A (PMAIX) has a volatility of 2.19%. This indicates that BIMBX experiences smaller price fluctuations and is considered to be less risky than PMAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIMBXPMAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

2.19%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

2.83%

4.15%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

4.03%

7.19%

-3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.53%

7.20%

-3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.52%

7.58%

-4.06%