BISIX vs. SPY
Compare and contrast key facts about BlackRock International Dividend Fund (BISIX) and SPDR S&P 500 ETF (SPY).
BISIX is managed by Blackrock. It was launched on Sep 26, 1997. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BISIX or SPY.
Performance
BISIX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, BISIX achieves a 1.23% return, which is significantly lower than SPY's 24.40% return. Over the past 10 years, BISIX has underperformed SPY with an annualized return of 1.39%, while SPY has yielded a comparatively higher 13.04% annualized return.
BISIX
1.23%
-7.91%
-5.71%
7.42%
5.15%
1.39%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| BISIX | SPY | |
|---|---|---|
| Sharpe Ratio | 0.68 | 2.64 |
| Sortino Ratio | 1.01 | 3.53 |
| Omega Ratio | 1.12 | 1.49 |
| Calmar Ratio | 0.43 | 3.81 |
| Martin Ratio | 2.98 | 17.21 |
| Ulcer Index | 2.81% | 1.86% |
| Daily Std Dev | 12.25% | 12.15% |
| Max Drawdown | -66.03% | -55.19% |
| Current Drawdown | -12.61% | -2.17% |
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BISIX vs. SPY - Expense Ratio Comparison
BISIX has a 0.84% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between BISIX and SPY is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
BISIX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock International Dividend Fund (BISIX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
BISIX vs. SPY - Dividend Comparison
BISIX's dividend yield for the trailing twelve months is around 1.69%, more than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BISIX BlackRock International Dividend Fund | 1.69% | 1.72% | 1.45% | 2.30% | 2.26% | 2.39% | 2.88% | 1.37% | 4.75% | 0.20% | 2.84% | 0.18% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
BISIX vs. SPY - Drawdown Comparison
The maximum BISIX drawdown since its inception was -66.03%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BISIX and SPY. For additional features, visit the drawdowns tool.
Volatility
BISIX vs. SPY - Volatility Comparison
BlackRock International Dividend Fund (BISIX) and SPDR S&P 500 ETF (SPY) have volatilities of 4.27% and 4.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.