FABZX vs. BIMBX

In the year-to-date period, FABZX achieves a 1.28% return, which is significantly lower than BIMBX's 2.77% return. Over the past 10 years, FABZX has underperformed BIMBX with an annualized return of 1.39%, while BIMBX has yielded a comparatively higher 3.33% annualized return.

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FABZX has a 1.95% expense ratio, which is higher than BIMBX's 0.98% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Franklin K2 Alternative Strategies Fund (FABZX) 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.

The current FABZX Sharpe Ratio is 0.17, which is lower than the BIMBX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FABZX and BIMBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FABZX's dividend yield for the trailing twelve months is around 6.53%, more than BIMBX's 3.97% yield.

The maximum FABZX drawdown since its inception was -14.58%, which is greater than BIMBX's maximum drawdown of -8.73%. Use the drawdown chart below to compare losses from any high point for FABZX and BIMBX. For additional features, visit the drawdowns tool.

The current volatility for Franklin K2 Alternative Strategies Fund (FABZX) is 0.52%, while BlackRock Systematic Multi-Strategy Class I (BIMBX) has a volatility of 1.01%. This indicates that FABZX experiences smaller price fluctuations and is considered to be less risky than BIMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.