FCRIX vs. BAMBX
Compare and contrast key facts about FS Credit Income Fund Class I (FCRIX) and BlackRock Systematic Multi-Strategy Fund (BAMBX).
FCRIX is an actively managed fund by FS Investments. It was launched on Nov 1, 2017. BAMBX is a passively managed fund by BlackRock that tracks the performance of the ICE BofA 3 Month Treasury Bill Index (G0O1) (USD). It was launched on Sep 29, 2020.
Performance
FCRIX vs. BAMBX - Performance Comparison
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FCRIX vs. BAMBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FCRIX FS Credit Income Fund Class I | 0.85% | 7.88% | 9.57% | 11.96% | -10.70% | 7.50% | 8.27% | 2.47% |
BAMBX BlackRock Systematic Multi-Strategy Fund | 1.16% | 4.59% | 6.61% | 6.19% | -3.23% | 5.84% | 3.34% | 1.15% |
Returns By Period
In the year-to-date period, FCRIX achieves a 0.85% return, which is significantly lower than BAMBX's 1.16% return.
FCRIX
- 1D
- 0.00%
- 1M
- -0.25%
- YTD
- 0.85%
- 6M
- 2.90%
- 1Y
- 7.47%
- 3Y*
- 9.04%
- 5Y*
- 4.47%
- 10Y*
- —
BAMBX
- 1D
- 0.19%
- 1M
- -2.60%
- YTD
- 1.16%
- 6M
- 3.04%
- 1Y
- 2.95%
- 3Y*
- 6.31%
- 5Y*
- 3.91%
- 10Y*
- 4.45%
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FCRIX vs. BAMBX - Expense Ratio Comparison
FCRIX has a 2.37% expense ratio, which is higher than BAMBX's 1.20% expense ratio.
Return for Risk
FCRIX vs. BAMBX — Risk / Return Rank
FCRIX
BAMBX
FCRIX vs. BAMBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Income Fund Class I (FCRIX) and BlackRock Systematic Multi-Strategy Fund (BAMBX). 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.
| FCRIX | BAMBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.30 | 0.74 | +1.56 |
Sortino ratioReturn per unit of downside risk | 5.70 | 1.09 | +4.61 |
Omega ratioGain probability vs. loss probability | 2.26 | 1.13 | +1.12 |
Calmar ratioReturn relative to maximum drawdown | 5.76 | 0.90 | +4.86 |
Martin ratioReturn relative to average drawdown | 23.55 | 3.15 | +20.41 |
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
| FCRIX | BAMBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 0.74 | +1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 1.10 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.26 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 1.36 | -0.52 |
Correlation
The correlation between FCRIX and BAMBX is 0.25, 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
FCRIX vs. BAMBX - Dividend Comparison
FCRIX's dividend yield for the trailing twelve months is around 9.52%, more than BAMBX's 1.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FCRIX FS Credit Income Fund Class I | 9.52% | 10.54% | 8.27% | 5.56% | 3.25% | 5.62% | 5.72% | 2.91% | 0.00% | 0.00% | 0.00% |
BAMBX BlackRock Systematic Multi-Strategy Fund | 1.94% | 1.97% | 3.86% | 4.13% | 4.70% | 2.39% | 1.09% | 3.73% | 8.70% | 3.81% | 4.82% |
Drawdowns
FCRIX vs. BAMBX - Drawdown Comparison
The maximum FCRIX drawdown since its inception was -26.74%, which is greater than BAMBX's maximum drawdown of -8.84%. Use the drawdown chart below to compare losses from any high point for FCRIX and BAMBX.
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Drawdown Indicators
| FCRIX | BAMBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.74% | -8.84% | -17.90% |
Max Drawdown (1Y)Largest decline over 1 year | -1.31% | -3.61% | +2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -15.33% | -6.66% | -8.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.84% | — |
Current DrawdownCurrent decline from peak | -0.25% | -2.97% | +2.72% |
Average DrawdownAverage peak-to-trough decline | -3.28% | -1.21% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 1.03% | -0.69% |
Volatility
FCRIX vs. BAMBX - Volatility Comparison
The current volatility for FS Credit Income Fund Class I (FCRIX) is 0.22%, while BlackRock Systematic Multi-Strategy Fund (BAMBX) has a volatility of 1.51%. This indicates that FCRIX experiences smaller price fluctuations and is considered to be less risky than BAMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCRIX | BAMBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.22% | 1.51% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 2.06% | 2.83% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.32% | 4.02% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.20% | 3.56% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.47% | 3.54% | +2.93% |