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BXMIX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BXMIX and SCHD is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

BXMIX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackstone Alternative Multi-Strategy Fund (BXMIX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
26.74%
186.07%
BXMIX
SCHD

Key characteristics

Sharpe Ratio

BXMIX:

1.17

SCHD:

0.18

Sortino Ratio

BXMIX:

1.66

SCHD:

0.35

Omega Ratio

BXMIX:

1.22

SCHD:

1.05

Calmar Ratio

BXMIX:

1.21

SCHD:

0.18

Martin Ratio

BXMIX:

4.15

SCHD:

0.64

Ulcer Index

BXMIX:

0.96%

SCHD:

4.44%

Daily Std Dev

BXMIX:

3.41%

SCHD:

15.99%

Max Drawdown

BXMIX:

-19.28%

SCHD:

-33.37%

Current Drawdown

BXMIX:

-1.56%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, BXMIX achieves a -0.00% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, BXMIX has underperformed SCHD with an annualized return of 2.04%, while SCHD has yielded a comparatively higher 10.43% annualized return.


BXMIX

YTD

-0.00%

1M

-0.56%

6M

1.66%

1Y

4.00%

5Y*

5.67%

10Y*

2.04%

SCHD

YTD

-5.19%

1M

-6.93%

6M

-7.13%

1Y

3.21%

5Y*

12.59%

10Y*

10.43%

*Annualized

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BXMIX vs. SCHD - Expense Ratio Comparison

BXMIX has a 2.33% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for BXMIX: current value is 2.33%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BXMIX: 2.33%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

BXMIX vs. SCHD — Risk-Adjusted Performance Rank

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

BXMIX
The Risk-Adjusted Performance Rank of BXMIX is 8282
Overall Rank
The Sharpe Ratio Rank of BXMIX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of BXMIX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of BXMIX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BXMIX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BXMIX is 8181
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BXMIX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackstone Alternative Multi-Strategy Fund (BXMIX) and Schwab US Dividend Equity ETF (SCHD). 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.


The chart of Sharpe ratio for BXMIX, currently valued at 1.17, compared to the broader market-1.000.001.002.003.00
BXMIX: 1.17
SCHD: 0.18
The chart of Sortino ratio for BXMIX, currently valued at 1.66, compared to the broader market-2.000.002.004.006.008.00
BXMIX: 1.66
SCHD: 0.35
The chart of Omega ratio for BXMIX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.00
BXMIX: 1.22
SCHD: 1.05
The chart of Calmar ratio for BXMIX, currently valued at 1.21, compared to the broader market0.002.004.006.008.0010.00
BXMIX: 1.21
SCHD: 0.18
The chart of Martin ratio for BXMIX, currently valued at 4.15, compared to the broader market0.0010.0020.0030.0040.0050.00
BXMIX: 4.15
SCHD: 0.64

The current BXMIX Sharpe Ratio is 1.17, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of BXMIX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.17
0.18
BXMIX
SCHD

Dividends

BXMIX vs. SCHD - Dividend Comparison

BXMIX's dividend yield for the trailing twelve months is around 5.75%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
BXMIX
Blackstone Alternative Multi-Strategy Fund
5.75%5.75%3.48%0.00%0.00%3.12%1.97%1.25%0.76%0.45%0.12%0.22%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

BXMIX vs. SCHD - Drawdown Comparison

The maximum BXMIX drawdown since its inception was -19.28%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BXMIX and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.56%
-11.47%
BXMIX
SCHD

Volatility

BXMIX vs. SCHD - Volatility Comparison

The current volatility for Blackstone Alternative Multi-Strategy Fund (BXMIX) is 1.78%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that BXMIX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
1.78%
11.20%
BXMIX
SCHD