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BTPIX vs. BDMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTPIX vs. BDMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Salient Tactical Plus Fund (BTPIX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). The values are adjusted to include any dividend payments, if applicable.

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BTPIX vs. BDMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTPIX
Salient Tactical Plus Fund
-0.83%-2.44%3.17%4.22%-1.65%6.48%7.46%7.54%2.94%0.26%
BDMIX
BlackRock Global Long/Short Equity Fund Class I
4.32%18.30%21.39%14.55%1.80%3.34%0.29%-0.85%2.20%12.85%

Returns By Period

In the year-to-date period, BTPIX achieves a -0.83% return, which is significantly lower than BDMIX's 4.32% return. Over the past 10 years, BTPIX has underperformed BDMIX with an annualized return of 3.36%, while BDMIX has yielded a comparatively higher 7.29% annualized return.


BTPIX

1D
0.94%
1M
-4.03%
YTD
-0.83%
6M
0.08%
1Y
-0.10%
3Y*
1.45%
5Y*
1.46%
10Y*
3.36%

BDMIX

1D
0.73%
1M
1.60%
YTD
4.32%
6M
8.75%
1Y
17.17%
3Y*
18.86%
5Y*
11.38%
10Y*
7.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BTPIX vs. BDMIX - Expense Ratio Comparison

BTPIX has a 1.08% expense ratio, which is lower than BDMIX's 1.57% expense ratio.


Return for Risk

BTPIX vs. BDMIX — Risk / Return Rank

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

BTPIX
BTPIX Risk / Return Rank: 44
Overall Rank
BTPIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BTPIX Sortino Ratio Rank: 44
Sortino Ratio Rank
BTPIX Omega Ratio Rank: 44
Omega Ratio Rank
BTPIX Calmar Ratio Rank: 55
Calmar Ratio Rank
BTPIX Martin Ratio Rank: 55
Martin Ratio Rank

BDMIX
BDMIX Risk / Return Rank: 9696
Overall Rank
BDMIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BDMIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
BDMIX Omega Ratio Rank: 9393
Omega Ratio Rank
BDMIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BDMIX Martin Ratio Rank: 9696
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.

BTPIX vs. BDMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Salient Tactical Plus Fund (BTPIX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). 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.


BTPIXBDMIXDifference

Sharpe ratio

Return per unit of total volatility

-0.01

2.55

-2.56

Sortino ratio

Return per unit of downside risk

0.04

3.73

-3.69

Omega ratio

Gain probability vs. loss probability

1.01

1.48

-0.47

Calmar ratio

Return relative to maximum drawdown

0.03

5.14

-5.11

Martin ratio

Return relative to average drawdown

0.07

14.25

-14.19

BTPIX vs. BDMIX - Sharpe Ratio Comparison

The current BTPIX Sharpe Ratio is -0.01, which is lower than the BDMIX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of BTPIX and BDMIX, 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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Sharpe Ratios by Period


BTPIXBDMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

2.55

-2.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

1.76

-1.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

1.27

-0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.15

-0.71

Correlation

The correlation between BTPIX and BDMIX is 0.09, 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.


Dividends

BTPIX vs. BDMIX - Dividend Comparison

BTPIX's dividend yield for the trailing twelve months is around 2.83%, less than BDMIX's 8.56% yield.


TTM20252024202320222021202020192018201720162015
BTPIX
Salient Tactical Plus Fund
2.83%2.81%3.80%4.93%7.72%0.00%6.10%6.16%3.08%0.00%4.14%0.00%
BDMIX
BlackRock Global Long/Short Equity Fund Class I
8.56%8.94%13.26%7.42%0.00%1.23%0.30%6.78%0.94%0.00%0.00%1.86%

Drawdowns

BTPIX vs. BDMIX - Drawdown Comparison

The maximum BTPIX drawdown since its inception was -13.30%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for BTPIX and BDMIX.


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Drawdown Indicators


BTPIXBDMIXDifference

Max Drawdown

Largest peak-to-trough decline

-13.30%

-11.89%

-1.41%

Max Drawdown (1Y)

Largest decline over 1 year

-6.84%

-3.60%

-3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-8.90%

-7.45%

-1.45%

Max Drawdown (10Y)

Largest decline over 10 years

-11.04%

-9.44%

-1.60%

Current Drawdown

Current decline from peak

-5.88%

-0.13%

-5.75%

Average Drawdown

Average peak-to-trough decline

-3.90%

-2.71%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

1.30%

+1.33%

Volatility

BTPIX vs. BDMIX - Volatility Comparison

Salient Tactical Plus Fund (BTPIX) has a higher volatility of 2.59% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.72%. This indicates that BTPIX's price experiences larger fluctuations and is considered to be riskier than BDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTPIXBDMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

1.72%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.09%

4.78%

+3.31%

Volatility (1Y)

Calculated over the trailing 1-year period

8.83%

6.93%

+1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.11%

6.51%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.62%

5.77%

+2.85%