BMSIX vs. ACP
BMSIX (BlackRock Income Fund) and ACP (abrdn Income Credit Strategies Fund) are both Multisector Bonds funds. Over the past 10 years, BMSIX returned 3.64%/yr vs 5.37%/yr for ACP. Their 0.28 correlation means their historical movements had little consistent relationship. BMSIX charges 0.62%/yr vs 1.97%/yr for ACP.
Performance
BMSIX vs. ACP - Performance Comparison
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Returns By Period
In the year-to-date period, BMSIX achieves a -0.13% return, which is significantly lower than ACP's 2.65% return. Over the past 10 years, BMSIX has underperformed ACP with an annualized return of 3.64%, while ACP has yielded a comparatively higher 5.37% annualized return.
BMSIX
- 1D
- 0.00%
- 1M
- -0.78%
- 6M
- -0.33%
- YTD
- -0.13%
- 1Y
- 3.24%
- 3Y*
- 6.42%
- 5Y*
- 1.73%
- 10Y*
- 3.64%
- ALL TIME*
- 4.36%
ACP
- 1D
- -0.79%
- 1M
- -3.51%
- 6M
- -2.71%
- YTD
- 2.65%
- 1Y
- -0.14%
- 3Y*
- 6.94%
- 5Y*
- -0.18%
- 10Y*
- 5.37%
- ALL TIME*
- 3.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.09M | $2.75M | $2.45M | |
| $0.00 | $0.00 | $0.00 |
BMSIX vs. ACP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BMSIX BlackRock Income Fund | -0.13% | 8.38% | 5.96% | 7.84% | -10.08% | -0.29% | 6.94% | 12.03% | -1.03% | 6.62% |
ACP abrdn Income Credit Strategies Fund | 2.65% | 6.48% | 4.81% | 19.27% | -22.87% | 6.65% | 7.51% | 26.93% | -17.64% | 15.60% |
Correlation
The correlation between BMSIX and ACP is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2011 | 0.28 |
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Return for Risk
BMSIX vs. ACP — Risk / Return Rank
BMSIX
ACP
BMSIX vs. ACP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Income Fund (BMSIX) and abrdn Income Credit Strategies Fund (ACP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BMSIX | ACP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.01 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | -0.01 | +1.40 |
| Martin ratioReturn relative to average drawdown | 5.55 | -0.04 | +5.59 |
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Drawdowns
BMSIX vs. ACP - Drawdown Comparison
The maximum BMSIX drawdown since its inception was -18.60%, smaller than the maximum ACP drawdown of -51.03%. Use the drawdown chart below to compare losses from any high point for BMSIX and ACP.
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Drawdown Indicators
| BMSIX | ACP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.60% | -51.03% | +32.43% |
Max Drawdown (1Y)Largest decline over 1 year | -2.51% | -10.51% | +8.00% |
Max Drawdown (3Y)Largest decline over 3 years | -2.58% | -18.97% | +16.39% |
Max Drawdown (5Y)Largest decline over 5 years | -16.52% | -38.83% | +22.31% |
Max Drawdown (10Y)Largest decline over 10 years | -18.60% | -51.03% | +32.43% |
Current DrawdownCurrent decline from peak | -0.89% | -7.88% | +6.99% |
Average DrawdownAverage peak-to-trough decline | -2.02% | -11.06% | +9.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 3.86% | -3.23% |
Volatility
BMSIX vs. ACP - Volatility Comparison
The current volatility for BlackRock Income Fund (BMSIX) is 0.61%, while abrdn Income Credit Strategies Fund (ACP) has a volatility of 3.78%. This indicates that BMSIX experiences smaller price fluctuations and is considered to be less risky than ACP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMSIX | ACP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 3.78% | -3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 2.38% | 10.07% | -7.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.87% | 12.30% | -9.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.78% | 17.03% | -13.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.14% | 21.09% | -16.95% |
BMSIX vs. ACP - Expense Ratio Comparison
BMSIX has a 0.62% expense ratio, which is lower than ACP's 1.97% expense ratio.
Dividends
BMSIX vs. ACP - Dividend Comparison
BMSIX's dividend yield for the trailing twelve months is around 5.17%, less than ACP's 18.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACP abrdn Income Credit Strategies Fund | 18.53% | 17.19% | 19.72% | 17.65% | 17.70% | 11.76% | 12.73% | 12.27% | 12.60% | 10.26% | 10.72% | 12.69% |
BMSIX BlackRock Income Fund | 5.17% | 5.66% | 5.99% | 4.38% | 3.71% | 5.31% | 4.19% | 4.90% | 5.13% | 4.03% | 4.49% | 4.35% |
Frequently Asked Questions
BMSIX and ACP have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACP has higher volatility (3.78%) compared to BMSIX (0.61%). In terms of maximum drawdown, BMSIX dropped -18.60% vs ACP's -51.03%.
BMSIX currently has the higher Sharpe Ratio (1.23 vs -0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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