BSIIX vs. IUS
Compare and contrast key facts about BlackRock Strategic Income Opportunities Fund Class I (BSIIX) and Invesco RAFI Strategic US ETF (IUS).
BSIIX is managed by Blackrock. It was launched on Feb 5, 2008. IUS is a passively managed fund by Invesco that tracks the performance of the Invesco Strategic US Index. It was launched on Sep 12, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSIIX or IUS.
Key characteristics
| BSIIX | IUS | |
|---|---|---|
| YTD Return | 4.70% | 20.49% |
| 1Y Return | 8.94% | 28.40% |
| 3Y Return (Ann) | 1.26% | 11.08% |
| 5Y Return (Ann) | 2.62% | 15.95% |
| Sharpe Ratio | 2.65 | 2.92 |
| Sortino Ratio | 4.08 | 4.01 |
| Omega Ratio | 1.52 | 1.54 |
| Calmar Ratio | 1.69 | 4.95 |
| Martin Ratio | 13.22 | 19.29 |
| Ulcer Index | 0.68% | 1.60% |
| Daily Std Dev | 3.44% | 10.55% |
| Max Drawdown | -18.76% | -34.67% |
| Current Drawdown | -1.37% | -0.44% |
Correlation
The correlation between BSIIX and IUS is 0.29, 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. IUS - Performance Comparison
In the year-to-date period, BSIIX achieves a 4.70% return, which is significantly lower than IUS's 20.49% 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. IUS - Expense Ratio Comparison
BSIIX has a 0.69% expense ratio, which is higher than IUS's 0.19% expense ratio.
Risk-Adjusted Performance
BSIIX vs. IUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Strategic Income Opportunities Fund Class I (BSIIX) and Invesco RAFI Strategic US ETF (IUS). 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. IUS - Dividend Comparison
BSIIX's dividend yield for the trailing twelve months is around 4.65%, more than IUS's 1.46% 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% |
IUS Invesco RAFI Strategic US ETF | 1.46% | 1.72% | 1.78% | 1.46% | 1.74% | 1.77% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BSIIX vs. IUS - Drawdown Comparison
The maximum BSIIX drawdown since its inception was -18.76%, smaller than the maximum IUS drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for BSIIX and IUS. For additional features, visit the drawdowns tool.
Volatility
BSIIX vs. IUS - Volatility Comparison
The current volatility for BlackRock Strategic Income Opportunities Fund Class I (BSIIX) is 0.89%, while Invesco RAFI Strategic US ETF (IUS) has a volatility of 3.33%. This indicates that BSIIX experiences smaller price fluctuations and is considered to be less risky than IUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.