PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BSIIX vs. ACSNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSIIX and ACSNX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

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.

0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.79%
2.46%
BSIIX
ACSNX

Key characteristics

Sharpe Ratio

BSIIX:

1.55

ACSNX:

1.96

Sortino Ratio

BSIIX:

2.27

ACSNX:

3.34

Omega Ratio

BSIIX:

1.29

ACSNX:

1.45

Calmar Ratio

BSIIX:

2.26

ACSNX:

4.21

Martin Ratio

BSIIX:

6.59

ACSNX:

9.41

Ulcer Index

BSIIX:

0.75%

ACSNX:

0.45%

Daily Std Dev

BSIIX:

3.19%

ACSNX:

2.16%

Max Drawdown

BSIIX:

-18.76%

ACSNX:

-6.32%

Current Drawdown

BSIIX:

-1.68%

ACSNX:

-0.94%

Returns By Period

In the year-to-date period, BSIIX achieves a 4.37% return, which is significantly higher than ACSNX's 4.03% return. Over the past 10 years, BSIIX has outperformed ACSNX with an annualized return of 2.58%, while ACSNX has yielded a comparatively lower 1.88% annualized return.


BSIIX

YTD

4.37%

1M

-0.42%

6M

2.80%

1Y

4.97%

5Y*

2.39%

10Y*

2.58%

ACSNX

YTD

4.03%

1M

-0.10%

6M

2.45%

1Y

4.25%

5Y*

1.87%

10Y*

1.88%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BSIIX vs. ACSNX - Expense Ratio Comparison

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


BSIIX
BlackRock Strategic Income Opportunities Fund Class I
Expense ratio chart for BSIIX: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for ACSNX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for BSIIX, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.001.521.92
The chart of Sortino ratio for BSIIX, currently valued at 2.22, compared to the broader market-2.000.002.004.006.008.0010.002.223.26
The chart of Omega ratio for BSIIX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.44
The chart of Calmar ratio for BSIIX, currently valued at 2.21, compared to the broader market0.002.004.006.008.0010.0012.0014.002.214.10
The chart of Martin ratio for BSIIX, currently valued at 6.44, compared to the broader market0.0020.0040.0060.006.449.17
BSIIX
ACSNX

The current BSIIX Sharpe Ratio is 1.55, which is comparable to the ACSNX Sharpe Ratio of 1.96. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.52
1.92
BSIIX
ACSNX

Dividends

BSIIX vs. ACSNX - Dividend Comparison

BSIIX's dividend yield for the trailing twelve months is around 4.29%, more than ACSNX's 4.15% yield.


TTM20232022202120202019201820172016201520142013
BSIIX
BlackRock Strategic Income Opportunities Fund Class I
4.29%4.43%3.22%2.29%2.69%3.39%3.31%3.47%2.92%2.24%2.44%2.63%
ACSNX
American Century Short Duration Fund
4.15%4.23%2.17%1.61%1.52%2.57%2.52%1.93%1.63%1.73%1.82%1.22%

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 -6.32%. Use the drawdown chart below to compare losses from any high point for BSIIX and ACSNX. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.68%
-0.94%
BSIIX
ACSNX

Volatility

BSIIX vs. ACSNX - Volatility Comparison

BlackRock Strategic Income Opportunities Fund Class I (BSIIX) has a higher volatility of 0.72% compared to American Century Short Duration Fund (ACSNX) at 0.40%. 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.


0.40%0.60%0.80%1.00%1.20%JulyAugustSeptemberOctoberNovemberDecember
0.72%
0.40%
BSIIX
ACSNX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab