BIMBX vs. VTI
Compare and contrast key facts about BlackRock Systematic Multi-Strategy Class I (BIMBX) and Vanguard Total Stock Market ETF (VTI).
BIMBX is managed by BlackRock. It was launched on May 19, 2015. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
BIMBX vs. VTI - Performance Comparison
Loading graphics...
BIMBX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIMBX BlackRock Systematic Multi-Strategy Class I | 1.16% | 5.00% | 6.83% | 6.43% | -2.95% | 6.18% | 3.57% | 8.43% | 1.83% | 9.89% |
VTI Vanguard Total Stock Market ETF | -3.29% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Returns By Period
In the year-to-date period, BIMBX achieves a 1.16% return, which is significantly higher than VTI's -3.29% return. Over the past 10 years, BIMBX has underperformed VTI with an annualized return of 4.72%, while VTI has yielded a comparatively higher 13.69% annualized return.
BIMBX
- 1D
- 0.19%
- 1M
- -2.60%
- YTD
- 1.16%
- 6M
- 3.25%
- 1Y
- 3.15%
- 3Y*
- 6.56%
- 5Y*
- 4.18%
- 10Y*
- 4.72%
VTI
- 1D
- 0.76%
- 1M
- -4.38%
- YTD
- -3.29%
- 6M
- -1.26%
- 1Y
- 18.60%
- 3Y*
- 18.14%
- 5Y*
- 10.63%
- 10Y*
- 13.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BIMBX vs. VTI - Expense Ratio Comparison
BIMBX has a 0.98% expense ratio, which is higher than VTI's 0.03% expense ratio.
Return for Risk
BIMBX vs. VTI — Risk / Return Rank
BIMBX
VTI
BIMBX vs. VTI - 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 Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.98 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.52 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.54 | -0.56 |
Martin ratioReturn relative to average drawdown | 3.51 | 7.30 | -3.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BIMBX | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.98 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.19 | 0.61 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.34 | 0.75 | +0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.44 | 0.48 | +0.96 |
Correlation
The correlation between BIMBX and VTI is 0.19, 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. VTI - Dividend Comparison
BIMBX's dividend yield for the trailing twelve months is around 2.24%, more than VTI's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIMBX BlackRock Systematic Multi-Strategy Class I | 2.24% | 2.27% | 4.07% | 4.48% | 4.99% | 2.62% | 1.31% | 3.90% | 8.93% | 4.08% | 5.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
BIMBX vs. VTI - Drawdown Comparison
The maximum BIMBX drawdown since its inception was -8.73%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BIMBX and VTI.
Loading graphics...
Drawdown Indicators
| BIMBX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.73% | -55.45% | +46.72% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -12.30% | +8.69% |
Max Drawdown (5Y)Largest decline over 5 years | -6.50% | -25.36% | +18.86% |
Max Drawdown (10Y)Largest decline over 10 years | -8.73% | -35.00% | +26.27% |
Current DrawdownCurrent decline from peak | -2.96% | -5.54% | +2.58% |
Average DrawdownAverage peak-to-trough decline | -1.14% | -8.08% | +6.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 2.60% | -1.59% |
Volatility
BIMBX vs. VTI - Volatility Comparison
The current volatility for BlackRock Systematic Multi-Strategy Class I (BIMBX) is 1.56%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.48%. This indicates that BIMBX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BIMBX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.56% | 5.48% | -3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 9.75% | -6.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.02% | 19.02% | -15.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.53% | 17.41% | -13.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.52% | 18.29% | -14.77% |