BIMBX vs. VT
Compare and contrast key facts about BlackRock Systematic Multi-Strategy Class I (BIMBX) and Vanguard Total World Stock ETF (VT).
BIMBX is managed by BlackRock. It was launched on May 19, 2015. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Performance
BIMBX vs. VT - Performance Comparison
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BIMBX vs. VT - 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% |
VT Vanguard Total World Stock ETF | -1.71% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Returns By Period
In the year-to-date period, BIMBX achieves a 0.96% return, which is significantly higher than VT's -1.71% return. Over the past 10 years, BIMBX has underperformed VT with an annualized return of 4.70%, while VT has yielded a comparatively higher 11.53% 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%
VT
- 1D
- 3.08%
- 1M
- -6.22%
- YTD
- -1.71%
- 6M
- 1.42%
- 1Y
- 21.53%
- 3Y*
- 16.86%
- 5Y*
- 9.22%
- 10Y*
- 11.53%
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BIMBX vs. VT - Expense Ratio Comparison
BIMBX has a 0.98% expense ratio, which is higher than VT's 0.06% expense ratio.
Return for Risk
BIMBX vs. VT — Risk / Return Rank
BIMBX
VT
BIMBX vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Systematic Multi-Strategy Class I (BIMBX) and Vanguard Total World Stock ETF (VT). 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 | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.25 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.84 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.27 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.83 | -0.84 |
Martin ratioReturn relative to average drawdown | 3.57 | 8.51 | -4.93 |
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 | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.25 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.19 | 0.58 | +0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.34 | 0.67 | +0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.43 | 0.40 | +1.03 |
Correlation
The correlation between BIMBX and VT is 0.21, 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. VT - Dividend Comparison
BIMBX's dividend yield for the trailing twelve months is around 2.25%, more than VT's 1.82% 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% |
VT Vanguard Total World Stock ETF | 1.82% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Drawdowns
BIMBX vs. VT - Drawdown Comparison
The maximum BIMBX drawdown since its inception was -8.73%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for BIMBX and VT.
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Drawdown Indicators
| BIMBX | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.73% | -50.27% | +41.54% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -11.84% | +8.23% |
Max Drawdown (5Y)Largest decline over 5 years | -6.50% | -26.38% | +19.88% |
Max Drawdown (10Y)Largest decline over 10 years | -8.73% | -34.24% | +25.51% |
Current DrawdownCurrent decline from peak | -3.15% | -6.89% | +3.74% |
Average DrawdownAverage peak-to-trough decline | -1.14% | -7.08% | +5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 2.55% | -1.56% |
Volatility
BIMBX vs. VT - Volatility Comparison
The current volatility for BlackRock Systematic Multi-Strategy Class I (BIMBX) is 1.54%, while Vanguard Total World Stock ETF (VT) has a volatility of 6.33%. This indicates that BIMBX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIMBX | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 6.33% | -4.79% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 9.95% | -7.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.03% | 17.24% | -13.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.53% | 15.98% | -12.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.52% | 17.20% | -13.68% |