BXMIX vs. MSFT
Compare and contrast key facts about Blackstone Alternative Multi-Strategy Fund (BXMIX) and Microsoft Corporation (MSFT).
BXMIX is managed by Blackstone. It was launched on Jun 15, 2014.
Performance
BXMIX vs. MSFT - Performance Comparison
Loading graphics...
BXMIX vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BXMIX Blackstone Alternative Multi-Strategy Fund | -0.46% | 10.45% | 7.45% | 7.92% | -4.62% | 5.27% | -1.10% | 6.78% | -1.51% | 7.20% |
MSFT Microsoft Corporation | -23.28% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Returns By Period
In the year-to-date period, BXMIX achieves a -0.46% return, which is significantly higher than MSFT's -23.28% return. Over the past 10 years, BXMIX has underperformed MSFT with an annualized return of 4.04%, while MSFT has yielded a comparatively higher 22.44% annualized return.
BXMIX
- 1D
- 0.00%
- 1M
- -1.36%
- YTD
- -0.46%
- 6M
- 3.02%
- 1Y
- 9.53%
- 3Y*
- 8.15%
- 5Y*
- 4.66%
- 10Y*
- 4.04%
MSFT
- 1D
- 3.12%
- 1M
- -5.75%
- YTD
- -23.28%
- 6M
- -28.23%
- 1Y
- -0.64%
- 3Y*
- 9.54%
- 5Y*
- 9.74%
- 10Y*
- 22.44%
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. MSFT — Risk / Return Rank
BXMIX
MSFT
BXMIX vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone Alternative Multi-Strategy Fund (BXMIX) and Microsoft Corporation (MSFT). 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.
| BXMIX | MSFT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | -0.02 | +2.29 |
Sortino ratioReturn per unit of downside risk | 2.97 | 0.15 | +2.81 |
Omega ratioGain probability vs. loss probability | 1.56 | 1.02 | +0.54 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | -0.05 | +1.91 |
Martin ratioReturn relative to average drawdown | 8.71 | -0.12 | +8.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BXMIX | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | -0.02 | +2.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.37 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.84 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.74 | 0.00 |
Correlation
The correlation between BXMIX and MSFT 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.
Dividends
BXMIX vs. MSFT - Dividend Comparison
BXMIX's dividend yield for the trailing twelve months is around 7.79%, more than MSFT's 0.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BXMIX Blackstone Alternative Multi-Strategy Fund | 7.79% | 7.75% | 5.75% | 3.48% | 0.00% | 1.68% | 3.12% | 3.67% | 1.91% | 2.00% | 0.45% | 2.52% |
MSFT Microsoft Corporation | 0.94% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Drawdowns
BXMIX vs. MSFT - Drawdown Comparison
The maximum BXMIX drawdown since its inception was -19.28%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for BXMIX and MSFT.
Loading graphics...
Drawdown Indicators
| BXMIX | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.28% | -69.38% | +50.10% |
Max Drawdown (1Y)Largest decline over 1 year | -3.53% | -33.91% | +30.38% |
Max Drawdown (5Y)Largest decline over 5 years | -8.56% | -37.15% | +28.59% |
Max Drawdown (10Y)Largest decline over 10 years | -19.28% | -37.15% | +17.87% |
Current DrawdownCurrent decline from peak | -1.53% | -31.43% | +29.90% |
Average DrawdownAverage peak-to-trough decline | -2.55% | -21.77% | +19.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 12.46% | -11.40% |
Volatility
BXMIX vs. MSFT - Volatility Comparison
The current volatility for Blackstone Alternative Multi-Strategy Fund (BXMIX) is 0.95%, while Microsoft Corporation (MSFT) has a volatility of 6.48%. This indicates that BXMIX experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BXMIX | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.95% | 6.48% | -5.53% |
Volatility (6M)Calculated over the trailing 6-month period | 2.44% | 19.15% | -16.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.10% | 26.46% | -21.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.96% | 26.19% | -20.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.24% | 26.89% | -21.65% |