BIMBX vs. STDAX
Compare and contrast key facts about BlackRock Systematic Multi-Strategy Class I (BIMBX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX).
BIMBX is managed by BlackRock. It was launched on May 19, 2015. STDAX is managed by SEI. It was launched on Nov 16, 2003.
Performance
BIMBX vs. STDAX - Performance Comparison
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BIMBX vs. STDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 0.36% | 4.46% | 5.35% | 4.45% | -1.58% | 1.56% | -19.54% | 19.83% | -3.32% | 9.70% |
Returns By Period
In the year-to-date period, BIMBX achieves a 0.96% return, which is significantly higher than STDAX's 0.36% return. Over the past 10 years, BIMBX has outperformed STDAX with an annualized return of 4.70%, while STDAX has yielded a comparatively lower 2.52% 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%
STDAX
- 1D
- 0.09%
- 1M
- -0.18%
- YTD
- 0.36%
- 6M
- 1.30%
- 1Y
- 3.90%
- 3Y*
- 4.41%
- 5Y*
- 2.77%
- 10Y*
- 2.52%
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BIMBX vs. STDAX - Expense Ratio Comparison
BIMBX has a 0.98% expense ratio, which is higher than STDAX's 0.35% expense ratio.
Return for Risk
BIMBX vs. STDAX — Risk / Return Rank
BIMBX
STDAX
BIMBX vs. STDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Systematic Multi-Strategy Class I (BIMBX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX). 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 | STDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 4.24 | -3.40 |
Sortino ratioReturn per unit of downside risk | 1.22 | 7.10 | -5.88 |
Omega ratioGain probability vs. loss probability | 1.15 | 2.50 | -1.35 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 6.50 | -5.51 |
Martin ratioReturn relative to average drawdown | 3.57 | 31.36 | -27.79 |
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 | STDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 4.24 | -3.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.19 | 1.42 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.34 | 0.38 | +0.96 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.43 | -0.00 | +1.44 |
Correlation
The correlation between BIMBX and STDAX is 0.27, 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. STDAX - Dividend Comparison
BIMBX's dividend yield for the trailing twelve months is around 2.25%, less than STDAX's 4.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 4.47% | 4.49% | 4.97% | 4.77% | 3.54% | 0.87% | 1.71% | 5.19% | 8.53% | 6.92% | 10.19% | 3.84% |
Drawdowns
BIMBX vs. STDAX - Drawdown Comparison
The maximum BIMBX drawdown since its inception was -8.73%, smaller than the maximum STDAX drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for BIMBX and STDAX.
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Drawdown Indicators
| BIMBX | STDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.73% | -76.81% | +68.08% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -0.59% | -3.02% |
Max Drawdown (5Y)Largest decline over 5 years | -6.50% | -2.91% | -3.59% |
Max Drawdown (10Y)Largest decline over 10 years | -8.73% | -26.89% | +18.16% |
Current DrawdownCurrent decline from peak | -3.15% | -9.55% | +6.40% |
Average DrawdownAverage peak-to-trough decline | -1.14% | -31.95% | +30.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 0.12% | +0.87% |
Volatility
BIMBX vs. STDAX - Volatility Comparison
BlackRock Systematic Multi-Strategy Class I (BIMBX) has a higher volatility of 1.54% compared to SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) at 0.39%. This indicates that BIMBX's price experiences larger fluctuations and is considered to be riskier than STDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIMBX | STDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 0.39% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 0.64% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.03% | 0.93% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.53% | 1.95% | +1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.52% | 6.69% | -3.17% |