BMSIX vs. PEY
Compare and contrast key facts about BlackRock Income Fund (BMSIX) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY).
BMSIX is managed by BlackRock. It was launched on Feb 25, 2010. PEY is a passively managed fund by Invesco that tracks the performance of the NASDAQ US Dividend Achievers 50 Index. It was launched on Dec 9, 2004.
Performance
BMSIX vs. PEY - Performance Comparison
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BMSIX vs. PEY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BMSIX BlackRock Income Fund | -1.60% | 8.38% | 5.96% | 7.84% | -10.08% | -0.29% | 6.94% | 12.03% | -1.03% | 6.62% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 6.22% | 0.56% | 5.25% | 7.29% | 2.45% | 26.15% | -3.85% | 24.76% | -7.49% | 8.78% |
Returns By Period
In the year-to-date period, BMSIX achieves a -1.60% return, which is significantly lower than PEY's 6.22% return. Over the past 10 years, BMSIX has underperformed PEY with an annualized return of 3.86%, while PEY has yielded a comparatively higher 8.66% annualized return.
BMSIX
- 1D
- 0.22%
- 1M
- -2.30%
- YTD
- -1.60%
- 6M
- -0.11%
- 1Y
- 5.03%
- 3Y*
- 6.03%
- 5Y*
- 1.62%
- 10Y*
- 3.86%
PEY
- 1D
- 0.84%
- 1M
- -1.27%
- YTD
- 6.22%
- 6M
- 4.11%
- 1Y
- 4.68%
- 3Y*
- 7.44%
- 5Y*
- 5.66%
- 10Y*
- 8.66%
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BMSIX vs. PEY - Expense Ratio Comparison
BMSIX has a 0.62% expense ratio, which is higher than PEY's 0.54% expense ratio.
Return for Risk
BMSIX vs. PEY — Risk / Return Rank
BMSIX
PEY
BMSIX vs. PEY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Income Fund (BMSIX) and Invesco High Yield Equity Dividend Achievers™ ETF (PEY). 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.
| BMSIX | PEY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.85 | 0.26 | +1.59 |
Sortino ratioReturn per unit of downside risk | 2.77 | 0.50 | +2.27 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.06 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 2.23 | 0.42 | +1.81 |
Martin ratioReturn relative to average drawdown | 9.30 | 1.25 | +8.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BMSIX | PEY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 0.26 | +1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.35 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.46 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.27 | +0.93 |
Correlation
The correlation between BMSIX and PEY is 0.18, 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
BMSIX vs. PEY - Dividend Comparison
BMSIX's dividend yield for the trailing twelve months is around 5.33%, more than PEY's 4.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMSIX BlackRock Income Fund | 5.33% | 5.66% | 5.99% | 4.38% | 3.71% | 5.31% | 4.19% | 4.90% | 5.13% | 4.03% | 4.49% | 4.35% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 4.66% | 4.85% | 4.44% | 4.58% | 4.22% | 3.83% | 4.30% | 3.78% | 4.33% | 3.21% | 3.12% | 3.44% |
Drawdowns
BMSIX vs. PEY - Drawdown Comparison
The maximum BMSIX drawdown since its inception was -18.60%, smaller than the maximum PEY drawdown of -72.81%. Use the drawdown chart below to compare losses from any high point for BMSIX and PEY.
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Drawdown Indicators
| BMSIX | PEY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.60% | -72.81% | +54.21% |
Max Drawdown (1Y)Largest decline over 1 year | -2.51% | -13.28% | +10.77% |
Max Drawdown (5Y)Largest decline over 5 years | -16.52% | -17.90% | +1.38% |
Max Drawdown (10Y)Largest decline over 10 years | -18.60% | -41.55% | +22.95% |
Current DrawdownCurrent decline from peak | -2.30% | -3.40% | +1.10% |
Average DrawdownAverage peak-to-trough decline | -2.05% | -12.97% | +10.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 4.44% | -3.84% |
Volatility
BMSIX vs. PEY - Volatility Comparison
The current volatility for BlackRock Income Fund (BMSIX) is 1.24%, while Invesco High Yield Equity Dividend Achievers™ ETF (PEY) has a volatility of 3.26%. This indicates that BMSIX experiences smaller price fluctuations and is considered to be less risky than PEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMSIX | PEY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 3.26% | -2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 1.95% | 9.87% | -7.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.99% | 17.86% | -14.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.71% | 16.38% | -12.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.12% | 18.90% | -14.78% |