CCOR vs. BIMBX
Compare and contrast key facts about Core Alternative ETF (CCOR) and BlackRock Systematic Multi-Strategy Class I (BIMBX).
CCOR is an actively managed fund by Core Alternative Capital. It was launched on May 24, 2017. BIMBX is managed by BlackRock. It was launched on May 19, 2015.
Performance
CCOR vs. BIMBX - Performance Comparison
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CCOR vs. BIMBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCOR Core Alternative ETF | -0.34% | 3.52% | -5.70% | -11.92% | 2.51% | 9.90% | 4.07% | 6.03% | 4.64% | 3.68% |
BIMBX BlackRock Systematic Multi-Strategy Class I | 0.96% | 5.00% | 6.83% | 6.43% | -2.95% | 6.18% | 3.57% | 8.43% | 1.83% | 5.54% |
Returns By Period
In the year-to-date period, CCOR achieves a -0.34% return, which is significantly lower than BIMBX's 0.96% return.
CCOR
- 1D
- 0.65%
- 1M
- -4.07%
- YTD
- -0.34%
- 6M
- 0.35%
- 1Y
- -1.48%
- 3Y*
- -3.32%
- 5Y*
- -0.93%
- 10Y*
- —
BIMBX
- 1D
- 0.48%
- 1M
- -3.15%
- YTD
- 0.96%
- 6M
- 2.76%
- 1Y
- 3.06%
- 3Y*
- 6.50%
- 5Y*
- 4.19%
- 10Y*
- 4.70%
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CCOR vs. BIMBX - Expense Ratio Comparison
CCOR has a 1.09% expense ratio, which is higher than BIMBX's 0.98% expense ratio.
Return for Risk
CCOR vs. BIMBX — Risk / Return Rank
CCOR
BIMBX
CCOR vs. BIMBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Core Alternative ETF (CCOR) and BlackRock Systematic Multi-Strategy Class I (BIMBX). 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.
| CCOR | BIMBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.14 | 0.84 | -0.98 |
Sortino ratioReturn per unit of downside risk | -0.14 | 1.22 | -1.36 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.15 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | -0.19 | 0.99 | -1.17 |
Martin ratioReturn relative to average drawdown | -0.35 | 3.57 | -3.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CCOR | BIMBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.14 | 0.84 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 1.19 | -1.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.34 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 1.43 | -1.28 |
Correlation
The correlation between CCOR and BIMBX is 0.24, 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
CCOR vs. BIMBX - Dividend Comparison
CCOR's dividend yield for the trailing twelve months is around 1.07%, less than BIMBX's 2.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CCOR Core Alternative ETF | 1.07% | 1.07% | 1.18% | 1.21% | 1.11% | 1.02% | 1.50% | 0.73% | 1.53% | 0.89% | 0.00% |
BIMBX BlackRock Systematic Multi-Strategy Class I | 2.25% | 2.27% | 4.07% | 4.48% | 4.99% | 2.62% | 1.31% | 3.90% | 8.93% | 4.08% | 5.00% |
Drawdowns
CCOR vs. BIMBX - Drawdown Comparison
The maximum CCOR drawdown since its inception was -22.99%, which is greater than BIMBX's maximum drawdown of -8.73%. Use the drawdown chart below to compare losses from any high point for CCOR and BIMBX.
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Drawdown Indicators
| CCOR | BIMBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.99% | -8.73% | -14.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -3.61% | -5.56% |
Max Drawdown (5Y)Largest decline over 5 years | -22.99% | -6.50% | -16.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.73% | — |
Current DrawdownCurrent decline from peak | -17.23% | -3.15% | -14.08% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -1.14% | -5.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | 0.99% | +3.96% |
Volatility
CCOR vs. BIMBX - Volatility Comparison
Core Alternative ETF (CCOR) has a higher volatility of 2.17% compared to BlackRock Systematic Multi-Strategy Class I (BIMBX) at 1.54%. This indicates that CCOR's price experiences larger fluctuations and is considered to be riskier than BIMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCOR | BIMBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.17% | 1.54% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 5.44% | 2.83% | +2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.74% | 4.03% | +6.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.13% | 3.53% | +7.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.81% | 3.52% | +7.29% |