BMSIX vs. WDI
BMSIX (BlackRock Income Fund) and WDI (Western Asset Diversified Income Fund) are both Multisector Bonds funds. Over the past 5 years, BMSIX returned 1.71%/yr vs 3.47%/yr for WDI. At a 0.36 correlation, their price movements are largely independent. BMSIX charges 0.62%/yr vs 1.73%/yr for WDI.
Performance
BMSIX vs. WDI - Performance Comparison
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Returns By Period
In the year-to-date period, BMSIX achieves a 0.20% return, which is significantly lower than WDI's 3.94% return.
BMSIX
- 1D
- -0.22%
- 1M
- -0.14%
- 6M
- 0.20%
- YTD
- 0.20%
- 1Y
- 4.64%
- 3Y*
- 6.64%
- 5Y*
- 1.71%
- 10Y*
- 3.68%
WDI
- 1D
- -0.22%
- 1M
- 3.63%
- 6M
- 3.71%
- YTD
- 3.94%
- 1Y
- 3.17%
- 3Y*
- 12.76%
- 5Y*
- 3.47%
- 10Y*
- —
BMSIX vs. WDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BMSIX BlackRock Income Fund | 0.20% | 8.38% | 5.96% | 7.84% | -10.08% | -2.19% |
WDI Western Asset Diversified Income Fund | 3.94% | 10.64% | 13.88% | 25.11% | -23.30% | -5.61% |
Correlation
The correlation between BMSIX and WDI is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2021 | 0.36 |
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Return for Risk
BMSIX vs. WDI — Risk / Return Rank
BMSIX
WDI
BMSIX vs. WDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Income Fund (BMSIX) and Western Asset Diversified Income Fund (WDI). 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 | WDI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.06 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 0.38 | +1.43 |
| Martin ratioReturn relative to average drawdown | 7.58 | 0.92 | +6.66 |
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Drawdowns
BMSIX vs. WDI - Drawdown Comparison
The maximum BMSIX drawdown since its inception was -18.60%, smaller than the maximum WDI drawdown of -32.45%. Use the drawdown chart below to compare losses from any high point for BMSIX and WDI.
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Drawdown Indicators
| BMSIX | WDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.60% | -32.45% | +13.85% |
Max Drawdown (1Y)Largest decline over 1 year | -2.51% | -8.47% | +5.96% |
Max Drawdown (3Y)Largest decline over 3 years | -2.58% | -14.14% | +11.56% |
Max Drawdown (5Y)Largest decline over 5 years | -16.52% | -32.45% | +15.93% |
Max Drawdown (10Y)Largest decline over 10 years | -18.60% | — | — |
Current DrawdownCurrent decline from peak | -0.56% | -1.38% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -2.03% | -10.24% | +8.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 3.46% | -2.86% |
Volatility
BMSIX vs. WDI - Volatility Comparison
The current volatility for BlackRock Income Fund (BMSIX) is 0.76%, while Western Asset Diversified Income Fund (WDI) has a volatility of 2.72%. This indicates that BMSIX experiences smaller price fluctuations and is considered to be less risky than WDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMSIX | WDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 2.72% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 2.35% | 7.75% | -5.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.87% | 9.58% | -6.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.78% | 12.96% | -9.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.14% | 12.90% | -8.76% |
BMSIX vs. WDI - Expense Ratio Comparison
BMSIX has a 0.62% expense ratio, which is lower than WDI's 1.73% expense ratio.
Dividends
BMSIX vs. WDI - Dividend Comparison
BMSIX's dividend yield for the trailing twelve months is around 5.62%, less than WDI's 13.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMSIX BlackRock Income Fund | 5.62% | 5.66% | 5.99% | 4.38% | 3.71% | 5.31% | 4.19% | 4.90% | 5.13% | 4.03% | 4.49% | 4.35% |
WDI Western Asset Diversified Income Fund | 13.11% | 13.98% | 12.32% | 11.45% | 11.40% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BMSIX and WDI have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDI has higher volatility (2.72%) compared to BMSIX (0.76%). In terms of maximum drawdown, BMSIX dropped -18.60% vs WDI's -32.45%.
BMSIX currently has the higher Sharpe Ratio (1.59 vs 0.33), 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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