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BSIIX vs. ACSNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSIIX vs. ACSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Strategic Income Opportunities Fund Class I (BSIIX) and American Century Short Duration Fund (ACSNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSIIX achieves a 2.00% return, which is significantly higher than ACSNX's 0.65% return. Over the past 10 years, BSIIX has outperformed ACSNX with an annualized return of 3.85%, while ACSNX has yielded a comparatively lower 2.29% annualized return.


BSIIX

1D
-0.10%
1M
1.02%
YTD
2.00%
6M
2.57%
1Y
6.95%
3Y*
6.84%
5Y*
3.01%
10Y*
3.85%

ACSNX

1D
0.10%
1M
0.35%
YTD
0.65%
6M
1.13%
1Y
3.92%
3Y*
4.92%
5Y*
2.19%
10Y*
2.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSIIX vs. ACSNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSIIX
BlackRock Strategic Income Opportunities Fund Class I
2.00%8.59%5.22%6.18%-6.14%0.80%7.22%7.65%-0.42%4.89%
ACSNX
American Century Short Duration Fund
0.65%5.65%4.69%4.72%-4.68%0.97%4.03%3.95%1.35%1.42%

Correlation

The correlation between BSIIX and ACSNX is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2008

0.52

The correlation between BSIIX and ACSNX shifts across timeframes, from 0.52 (all time) to 0.78 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BSIIX vs. ACSNX — Risk / Return Rank

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

BSIIX
BSIIX Risk / Return Rank: 6868
Overall Rank
BSIIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BSIIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
BSIIX Omega Ratio Rank: 8282
Omega Ratio Rank
BSIIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
BSIIX Martin Ratio Rank: 4949
Martin Ratio Rank

ACSNX
ACSNX Risk / Return Rank: 7777
Overall Rank
ACSNX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ACSNX Sortino Ratio Rank: 8888
Sortino Ratio Rank
ACSNX Omega Ratio Rank: 8787
Omega Ratio Rank
ACSNX Calmar Ratio Rank: 7676
Calmar Ratio Rank
ACSNX Martin Ratio Rank: 7575
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.

BSIIX vs. ACSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Strategic Income Opportunities Fund Class I (BSIIX) and American Century Short Duration Fund (ACSNX). 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.


BSIIXACSNXDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.50

1.56

-0.06

Calmar ratioReturn relative to maximum drawdown

2.46

3.25

-0.79

Martin ratioReturn relative to average drawdown

9.49

13.22

-3.72

BSIIX vs. ACSNX - Sharpe Ratio Comparison

The current BSIIX Sharpe Ratio is 2.36, which is comparable to the ACSNX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of BSIIX and ACSNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BSIIX vs. ACSNX - Drawdown Comparison

The maximum BSIIX drawdown since its inception was -18.76%, which is greater than ACSNX's maximum drawdown of -6.50%. Use the drawdown chart below to compare losses from any high point for BSIIX and ACSNX.


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Drawdown Indicators


BSIIXACSNXDifference

Max Drawdown

Largest peak-to-trough decline

-18.76%

-6.50%

-12.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-1.21%

-1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-2.84%

-1.21%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-9.13%

-6.50%

-2.63%

Max Drawdown (10Y)

Largest decline over 10 years

-9.91%

-6.50%

-3.41%

Current Drawdown

Current decline from peak

-0.31%

-0.31%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.80%

-0.59%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.30%

+0.43%

Volatility

BSIIX vs. ACSNX - Volatility Comparison

BlackRock Strategic Income Opportunities Fund Class I (BSIIX) has a higher volatility of 0.92% compared to American Century Short Duration Fund (ACSNX) at 0.72%. This indicates that BSIIX's price experiences larger fluctuations and is considered to be riskier than ACSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSIIXACSNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

0.72%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

1.43%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

2.96%

1.91%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.65%

2.21%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.15%

1.92%

+1.23%

BSIIX vs. ACSNX - Expense Ratio Comparison

BSIIX has a 0.69% expense ratio, which is higher than ACSNX's 0.57% expense ratio.


Dividends

BSIIX vs. ACSNX - Dividend Comparison

BSIIX's dividend yield for the trailing twelve months is around 5.15%, more than ACSNX's 4.39% yield.


PositionTTM20252024202320222021202020192018201720162015
ACSNX
American Century Short Duration Fund
4.39%4.55%4.56%3.96%1.60%1.74%1.51%2.59%2.53%1.91%1.62%1.73%
BSIIX
BlackRock Strategic Income Opportunities Fund Class I
5.15%5.07%4.75%3.33%3.58%2.98%2.92%3.54%3.32%3.45%2.91%3.19%

Frequently Asked Questions


BSIIX and ACSNX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSIIX has higher volatility (0.92%) compared to ACSNX (0.72%). In terms of maximum drawdown, BSIIX dropped -18.76% vs ACSNX's -6.50%.

BSIIX currently has the higher Sharpe Ratio (2.36 vs 2.07), 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.

Portfolio Optimizer

Find the right allocation for BSIIX and ACSNX

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