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BMSIX vs. VFIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BMSIX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Income Fund (BMSIX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

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BMSIX vs. VFIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BMSIX
BlackRock Income Fund
-1.60%8.38%5.96%7.84%-10.08%-0.29%6.94%12.03%-1.03%6.62%
VFIAX
Vanguard 500 Index Fund Admiral Shares
-7.06%17.83%24.97%26.24%-18.16%28.65%18.32%31.46%-4.45%21.78%

Returns By Period

In the year-to-date period, BMSIX achieves a -1.60% return, which is significantly higher than VFIAX's -7.06% return. Over the past 10 years, BMSIX has underperformed VFIAX with an annualized return of 3.86%, while VFIAX has yielded a comparatively higher 13.71% 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%

VFIAX

1D
-0.39%
1M
-7.69%
YTD
-7.06%
6M
-4.61%
1Y
14.41%
3Y*
17.14%
5Y*
11.37%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BMSIX vs. VFIAX - Expense Ratio Comparison

BMSIX has a 0.62% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


Return for Risk

BMSIX vs. VFIAX — Risk / Return Rank

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

BMSIX
BMSIX Risk / Return Rank: 8989
Overall Rank
BMSIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BMSIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
BMSIX Omega Ratio Rank: 8989
Omega Ratio Rank
BMSIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
BMSIX Martin Ratio Rank: 8787
Martin Ratio Rank

VFIAX
VFIAX Risk / Return Rank: 4646
Overall Rank
VFIAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VFIAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VFIAX Omega Ratio Rank: 5050
Omega Ratio Rank
VFIAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VFIAX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BMSIX vs. VFIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Income Fund (BMSIX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.


BMSIXVFIAXDifference

Sharpe ratio

Return per unit of total volatility

1.85

0.84

+1.01

Sortino ratio

Return per unit of downside risk

2.77

1.30

+1.47

Omega ratio

Gain probability vs. loss probability

1.39

1.20

+0.19

Calmar ratio

Return relative to maximum drawdown

2.23

1.06

+1.17

Martin ratio

Return relative to average drawdown

9.30

5.13

+4.18

BMSIX vs. VFIAX - Sharpe Ratio Comparison

The current BMSIX Sharpe Ratio is 1.85, which is higher than the VFIAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of BMSIX and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BMSIXVFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

0.84

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.68

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.76

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.43

+0.77

Correlation

The correlation between BMSIX and VFIAX is 0.20, 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. VFIAX - Dividend Comparison

BMSIX's dividend yield for the trailing twelve months is around 5.33%, more than VFIAX's 1.22% yield.


TTM20252024202320222021202020192018201720162015
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%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.22%1.12%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%

Drawdowns

BMSIX vs. VFIAX - Drawdown Comparison

The maximum BMSIX drawdown since its inception was -18.60%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for BMSIX and VFIAX.


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Drawdown Indicators


BMSIXVFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.60%

-55.20%

+36.60%

Max Drawdown (1Y)

Largest decline over 1 year

-2.51%

-12.12%

+9.61%

Max Drawdown (5Y)

Largest decline over 5 years

-16.52%

-24.53%

+8.01%

Max Drawdown (10Y)

Largest decline over 10 years

-18.60%

-33.83%

+15.23%

Current Drawdown

Current decline from peak

-2.30%

-8.90%

+6.60%

Average Drawdown

Average peak-to-trough decline

-2.05%

-9.46%

+7.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

2.49%

-1.89%

Volatility

BMSIX vs. VFIAX - Volatility Comparison

The current volatility for BlackRock Income Fund (BMSIX) is 1.24%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 4.24%. This indicates that BMSIX experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BMSIXVFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

4.24%

-3.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.95%

9.08%

-7.13%

Volatility (1Y)

Calculated over the trailing 1-year period

2.99%

18.13%

-15.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.71%

16.86%

-13.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.12%

18.03%

-13.91%