BSIIX vs. BND
Compare and contrast key facts about BlackRock Strategic Income Opportunities Fund Class I (BSIIX) and Vanguard Total Bond Market ETF (BND).
BSIIX is managed by Blackrock. It was launched on Feb 5, 2008. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSIIX or BND.
Key characteristics
| BSIIX | BND | |
|---|---|---|
| YTD Return | 4.70% | 1.55% |
| 1Y Return | 8.94% | 6.53% |
| 3Y Return (Ann) | 1.26% | -2.38% |
| 5Y Return (Ann) | 2.62% | -0.27% |
| 10Y Return (Ann) | 2.49% | 1.40% |
| Sharpe Ratio | 2.65 | 1.34 |
| Sortino Ratio | 4.08 | 1.98 |
| Omega Ratio | 1.52 | 1.24 |
| Calmar Ratio | 1.69 | 0.51 |
| Martin Ratio | 13.22 | 4.70 |
| Ulcer Index | 0.68% | 1.67% |
| Daily Std Dev | 3.44% | 5.84% |
| Max Drawdown | -18.76% | -18.84% |
| Current Drawdown | -1.37% | -9.21% |
Correlation
The correlation between BSIIX and BND is 0.34, 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.
Performance
BSIIX vs. BND - Performance Comparison
In the year-to-date period, BSIIX achieves a 4.70% return, which is significantly higher than BND's 1.55% return. Over the past 10 years, BSIIX has outperformed BND with an annualized return of 2.49%, while BND has yielded a comparatively lower 1.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BSIIX vs. BND - Expense Ratio Comparison
BSIIX has a 0.69% expense ratio, which is higher than BND's 0.03% expense ratio.
Risk-Adjusted Performance
BSIIX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Strategic Income Opportunities Fund Class I (BSIIX) and Vanguard Total Bond Market ETF (BND). 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.
Dividends
BSIIX vs. BND - Dividend Comparison
BSIIX's dividend yield for the trailing twelve months is around 4.65%, more than BND's 3.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSIIX BlackRock Strategic Income Opportunities Fund Class I | 4.65% | 4.43% | 3.22% | 2.29% | 2.69% | 3.39% | 3.31% | 3.47% | 2.92% | 2.24% | 2.44% | 2.63% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
BSIIX vs. BND - Drawdown Comparison
The maximum BSIIX drawdown since its inception was -18.76%, roughly equal to the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for BSIIX and BND. For additional features, visit the drawdowns tool.
Volatility
BSIIX vs. BND - Volatility Comparison
The current volatility for BlackRock Strategic Income Opportunities Fund Class I (BSIIX) is 0.89%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.70%. This indicates that BSIIX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.