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BSIIX vs. ACSNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSIIX and ACSNX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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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Key characteristics

Sharpe Ratio

BSIIX:

2.34

ACSNX:

2.64

Sortino Ratio

BSIIX:

3.42

ACSNX:

4.95

Omega Ratio

BSIIX:

1.46

ACSNX:

1.68

Calmar Ratio

BSIIX:

3.69

ACSNX:

5.68

Martin Ratio

BSIIX:

9.67

ACSNX:

15.60

Ulcer Index

BSIIX:

0.72%

ACSNX:

0.37%

Daily Std Dev

BSIIX:

3.09%

ACSNX:

2.19%

Max Drawdown

BSIIX:

-18.77%

ACSNX:

-6.32%

Current Drawdown

BSIIX:

0.00%

ACSNX:

-0.41%

Returns By Period

In the year-to-date period, BSIIX achieves a 2.44% return, which is significantly higher than ACSNX's 1.57% return. Over the past 10 years, BSIIX has outperformed ACSNX with an annualized return of 3.09%, while ACSNX has yielded a comparatively lower 2.03% annualized return.


BSIIX

YTD

2.44%

1M

1.54%

6M

3.04%

1Y

7.06%

3Y*

4.45%

5Y*

3.85%

10Y*

3.09%

ACSNX

YTD

1.57%

1M

0.50%

6M

2.47%

1Y

5.74%

3Y*

3.34%

5Y*

2.10%

10Y*

2.03%

*Annualized

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BSIIX vs. ACSNX - Expense Ratio Comparison

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


Risk-Adjusted Performance

BSIIX vs. ACSNX — Risk-Adjusted Performance Rank

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

BSIIX
The Risk-Adjusted Performance Rank of BSIIX is 9494
Overall Rank
The Sharpe Ratio Rank of BSIIX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BSIIX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of BSIIX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of BSIIX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BSIIX is 9393
Martin Ratio Rank

ACSNX
The Risk-Adjusted Performance Rank of ACSNX is 9797
Overall Rank
The Sharpe Ratio Rank of ACSNX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of ACSNX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of ACSNX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of ACSNX is 9898
Calmar Ratio Rank
The Martin Ratio Rank of ACSNX is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BSIIX vs. ACSNX - Risk-Adjusted Performance 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.


The current BSIIX Sharpe Ratio is 2.34, which is comparable to the ACSNX Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of BSIIX and ACSNX, 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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Dividends

BSIIX vs. ACSNX - Dividend Comparison

BSIIX's dividend yield for the trailing twelve months is around 4.78%, more than ACSNX's 4.65% yield.


TTM20242023202220212020201920182017201620152014
BSIIX
BlackRock Strategic Income Opportunities Fund Class I
4.78%4.73%4.44%4.16%3.16%2.92%3.55%3.32%3.45%2.91%3.19%4.39%
ACSNX
American Century Short Duration Fund
4.65%4.55%4.23%2.17%1.61%1.52%2.57%2.52%1.93%1.63%1.73%1.82%

Drawdowns

BSIIX vs. ACSNX - Drawdown Comparison

The maximum BSIIX drawdown since its inception was -18.77%, which is greater than ACSNX's maximum drawdown of -6.32%. Use the drawdown chart below to compare losses from any high point for BSIIX and ACSNX. For additional features, visit the drawdowns tool.


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Volatility

BSIIX vs. ACSNX - Volatility Comparison

BlackRock Strategic Income Opportunities Fund Class I (BSIIX) and American Century Short Duration Fund (ACSNX) have volatilities of 0.71% and 0.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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