PortfoliosLab logoPortfoliosLab logo
BXMIX vs. BGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BXMIX vs. BGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackstone Alternative Multi-Strategy Fund (BXMIX) and Blackstone Long-Short Credit Income Fund (BGX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BXMIX achieves a 4.38% return, which is significantly higher than BGX's -3.70% return. Over the past 10 years, BXMIX has underperformed BGX with an annualized return of 4.42%, while BGX has yielded a comparatively higher 6.63% annualized return.


BXMIX

1D
0.17%
1M
0.97%
YTD
4.38%
6M
4.47%
1Y
12.75%
3Y*
9.55%
5Y*
4.82%
10Y*
4.42%

BGX

1D
0.28%
1M
0.57%
YTD
-3.70%
6M
-3.10%
1Y
-3.44%
3Y*
9.16%
5Y*
2.85%
10Y*
6.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BXMIX vs. BGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BXMIX
Blackstone Alternative Multi-Strategy Fund
4.38%10.45%7.45%7.92%-4.62%5.27%-1.10%6.78%-1.51%7.20%
BGX
Blackstone Long-Short Credit Income Fund
-3.70%2.09%19.83%18.92%-20.57%17.54%-5.67%24.98%-4.19%7.28%

Correlation

The correlation between BXMIX and BGX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2015

0.24

Compare stocks, funds, or ETFs

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


Return for Risk

BXMIX vs. BGX — Risk / Return Rank

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

BXMIX
BXMIX Risk / Return Rank: 9999
Overall Rank
BXMIX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BXMIX Sortino Ratio Rank: 9999
Sortino Ratio Rank
BXMIX Omega Ratio Rank: 9898
Omega Ratio Rank
BXMIX Calmar Ratio Rank: 9999
Calmar Ratio Rank
BXMIX Martin Ratio Rank: 9999
Martin Ratio Rank

BGX
BGX Risk / Return Rank: 22
Overall Rank
BGX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BGX Sortino Ratio Rank: 11
Sortino Ratio Rank
BGX Omega Ratio Rank: 11
Omega Ratio Rank
BGX Calmar Ratio Rank: 22
Calmar Ratio Rank
BGX Martin Ratio Rank: 22
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.

BXMIX vs. BGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone Alternative Multi-Strategy Fund (BXMIX) and Blackstone Long-Short Credit Income Fund (BGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BXMIXBGXDifference
Sharpe ratioReturn per unit of total volatility

+5.11

Sortino ratioReturn per unit of downside risk

+8.36

Omega ratioGain probability vs. loss probability

2.02

0.93

+1.09

Calmar ratioReturn relative to maximum drawdown

10.51

-0.28

+10.79

Martin ratioReturn relative to average drawdown

41.80

-0.56

+42.36

BXMIX vs. BGX - Sharpe Ratio Comparison

The current BXMIX Sharpe Ratio is 4.67, which is higher than the BGX Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of BXMIX and BGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BXMIX vs. BGX - Drawdown Comparison

The maximum BXMIX drawdown since its inception was -19.28%, smaller than the maximum BGX drawdown of -47.40%. Use the drawdown chart below to compare losses from any high point for BXMIX and BGX.


Loading charts...

Drawdown Indicators


BXMIXBGXDifference

Max Drawdown

Largest peak-to-trough decline

-19.28%

-47.40%

+28.12%

Max Drawdown (1Y)

Largest decline over 1 year

-1.53%

-12.43%

+10.90%

Max Drawdown (3Y)

Largest decline over 3 years

-8.47%

-14.08%

+5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-8.56%

-25.94%

+17.38%

Max Drawdown (10Y)

Largest decline over 10 years

-19.28%

-47.40%

+28.12%

Current Drawdown

Current decline from peak

-0.09%

-7.39%

+7.30%

Average Drawdown

Average peak-to-trough decline

-2.50%

-6.99%

+4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

6.19%

-5.82%

Volatility

BXMIX vs. BGX - Volatility Comparison

Blackstone Alternative Multi-Strategy Fund (BXMIX) has a higher volatility of 1.47% compared to Blackstone Long-Short Credit Income Fund (BGX) at 0.98%. This indicates that BXMIX's price experiences larger fluctuations and is considered to be riskier than BGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BXMIXBGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

0.98%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

5.88%

-3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.45%

7.92%

-4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

11.77%

-5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

17.52%

-12.26%

BXMIX vs. BGX - Expense Ratio Comparison

BXMIX has a 2.33% expense ratio, which is higher than BGX's 1.46% expense ratio.


Dividends

BXMIX vs. BGX - Dividend Comparison

BXMIX's dividend yield for the trailing twelve months is around 7.43%, less than BGX's 9.03% yield.


PositionTTM20252024202320222021202020192018201720162015
BGX
Blackstone Long-Short Credit Income Fund
9.03%8.87%9.89%11.71%8.15%7.01%8.76%9.35%11.74%7.12%9.01%8.72%
BXMIX
Blackstone Alternative Multi-Strategy Fund
7.43%7.75%5.75%3.48%0.00%1.68%3.12%3.67%1.91%2.00%0.45%2.52%

Frequently Asked Questions


BXMIX and BGX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BXMIX has higher volatility (1.47%) compared to BGX (0.98%). In terms of maximum drawdown, BXMIX dropped -19.28% vs BGX's -47.40%.

BXMIX currently has the higher Sharpe Ratio (4.67 vs -0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BXMIX and BGX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer