PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BLDIX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLDIX and BRK-B is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

BLDIX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Managed Income Fund (BLDIX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
1.00%
5.59%
BLDIX
BRK-B

Key characteristics

Sharpe Ratio

BLDIX:

1.75

BRK-B:

1.18

Sortino Ratio

BLDIX:

2.53

BRK-B:

1.75

Omega Ratio

BLDIX:

1.34

BRK-B:

1.22

Calmar Ratio

BLDIX:

2.38

BRK-B:

2.10

Martin Ratio

BLDIX:

6.64

BRK-B:

4.94

Ulcer Index

BLDIX:

1.16%

BRK-B:

3.56%

Daily Std Dev

BLDIX:

4.39%

BRK-B:

14.94%

Max Drawdown

BLDIX:

-21.04%

BRK-B:

-53.86%

Current Drawdown

BLDIX:

-0.55%

BRK-B:

-1.04%

Returns By Period

In the year-to-date period, BLDIX achieves a 1.77% return, which is significantly lower than BRK-B's 5.62% return. Over the past 10 years, BLDIX has underperformed BRK-B with an annualized return of 3.47%, while BRK-B has yielded a comparatively higher 12.42% annualized return.


BLDIX

YTD

1.77%

1M

1.12%

6M

1.00%

1Y

7.45%

5Y*

3.06%

10Y*

3.47%

BRK-B

YTD

5.62%

1M

3.96%

6M

5.59%

1Y

15.31%

5Y*

15.90%

10Y*

12.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BLDIX vs. BRK-B — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BLDIX
The Risk-Adjusted Performance Rank of BLDIX is 8282
Overall Rank
The Sharpe Ratio Rank of BLDIX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of BLDIX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BLDIX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BLDIX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BLDIX is 7474
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8080
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 7676
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 7373
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9191
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BLDIX vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Managed Income Fund (BLDIX) and Berkshire Hathaway Inc. (BRK-B). 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.


Sharpe ratio
The chart of Sharpe ratio for BLDIX, currently valued at 1.75, compared to the broader market-1.000.001.002.003.004.001.751.14
The chart of Sortino ratio for BLDIX, currently valued at 2.53, compared to the broader market0.002.004.006.008.0010.0012.002.531.70
The chart of Omega ratio for BLDIX, currently valued at 1.34, compared to the broader market1.002.003.004.001.341.21
The chart of Calmar ratio for BLDIX, currently valued at 2.38, compared to the broader market0.005.0010.0015.0020.002.382.03
The chart of Martin ratio for BLDIX, currently valued at 6.64, compared to the broader market0.0020.0040.0060.0080.006.644.77
BLDIX
BRK-B

The current BLDIX Sharpe Ratio is 1.75, which is higher than the BRK-B Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of BLDIX and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.75
1.14
BLDIX
BRK-B

Dividends

BLDIX vs. BRK-B - Dividend Comparison

BLDIX's dividend yield for the trailing twelve months is around 5.68%, while BRK-B has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BLDIX
BlackRock Managed Income Fund
5.68%5.74%4.97%4.42%3.29%3.53%3.87%4.03%3.70%2.79%2.89%3.14%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BLDIX vs. BRK-B - Drawdown Comparison

The maximum BLDIX drawdown since its inception was -21.04%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BLDIX and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.55%
-1.04%
BLDIX
BRK-B

Volatility

BLDIX vs. BRK-B - Volatility Comparison

The current volatility for BlackRock Managed Income Fund (BLDIX) is 1.18%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.27%. This indicates that BLDIX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
1.18%
4.27%
BLDIX
BRK-B
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab