BLW vs. FDFIX
Compare and contrast key facts about BlackRock Limited Duration Income Trust (BLW) and Fidelity Flex 500 Index Fund (FDFIX).
FDFIX is managed by Fidelity. It was launched on Mar 9, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BLW or FDFIX.
Key characteristics
| BLW | FDFIX | |
|---|---|---|
| YTD Return | 10.00% | 26.98% |
| 1Y Return | 20.74% | 37.64% |
| 3Y Return (Ann) | 2.38% | 10.22% |
| 5Y Return (Ann) | 6.32% | 15.96% |
| Sharpe Ratio | 2.32 | 3.04 |
| Sortino Ratio | 3.50 | 4.05 |
| Omega Ratio | 1.46 | 1.57 |
| Calmar Ratio | 1.86 | 4.45 |
| Martin Ratio | 15.71 | 20.13 |
| Ulcer Index | 1.32% | 1.86% |
| Daily Std Dev | 8.93% | 12.31% |
| Max Drawdown | -44.99% | -33.77% |
| Current Drawdown | -1.66% | -0.27% |
Correlation
The correlation between BLW and FDFIX is 0.41, 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.
Performance
BLW vs. FDFIX - Performance Comparison
In the year-to-date period, BLW achieves a 10.00% return, which is significantly lower than FDFIX's 26.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BLW vs. FDFIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Limited Duration Income Trust (BLW) and Fidelity Flex 500 Index Fund (FDFIX). 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
BLW vs. FDFIX - Dividend Comparison
BLW's dividend yield for the trailing twelve months is around 9.25%, more than FDFIX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLW BlackRock Limited Duration Income Trust | 8.50% | 8.63% | 8.25% | 6.98% | 7.39% | 6.30% | 7.18% | 6.26% | 9.68% | 8.29% | 8.28% | 7.48% |
FDFIX Fidelity Flex 500 Index Fund | 1.22% | 1.48% | 1.70% | 1.18% | 1.52% | 1.78% | 1.81% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BLW vs. FDFIX - Drawdown Comparison
The maximum BLW drawdown since its inception was -44.99%, which is greater than FDFIX's maximum drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for BLW and FDFIX. For additional features, visit the drawdowns tool.
Volatility
BLW vs. FDFIX - Volatility Comparison
The current volatility for BlackRock Limited Duration Income Trust (BLW) is 2.83%, while Fidelity Flex 500 Index Fund (FDFIX) has a volatility of 3.84%. This indicates that BLW experiences smaller price fluctuations and is considered to be less risky than FDFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.