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IEI vs. BDMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEI vs. BDMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 3-7 Year Treasury Bond ETF (IEI) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEI achieves a -0.30% return, which is significantly lower than BDMIX's 11.73% return. Over the past 10 years, IEI has underperformed BDMIX with an annualized return of 1.24%, while BDMIX has yielded a comparatively higher 8.42% annualized return.


IEI

1D
-0.12%
1M
-0.00%
YTD
-0.30%
6M
-0.00%
1Y
2.97%
3Y*
3.77%
5Y*
0.21%
10Y*
1.24%

BDMIX

1D
1.05%
1M
2.20%
YTD
11.73%
6M
13.28%
1Y
21.47%
3Y*
21.45%
5Y*
12.75%
10Y*
8.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEI vs. BDMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEI
iShares 3-7 Year Treasury Bond ETF
-0.30%6.96%1.81%4.42%-9.51%-2.54%6.95%5.71%1.36%1.22%
BDMIX
BlackRock Global Long/Short Equity Fund Class I
11.73%18.30%21.39%14.55%1.80%3.34%0.29%-0.85%2.20%12.85%

Correlation

The correlation between IEI and BDMIX is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.00

Correlation (10Y)
Calculated over the trailing 10-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

-0.03

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Return for Risk

IEI vs. BDMIX — Risk / Return Rank

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

IEI
IEI Risk / Return Rank: 2929
Overall Rank
IEI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 3232
Sortino Ratio Rank
IEI Omega Ratio Rank: 2929
Omega Ratio Rank
IEI Calmar Ratio Rank: 2828
Calmar Ratio Rank
IEI Martin Ratio Rank: 2727
Martin Ratio Rank

BDMIX
BDMIX Risk / Return Rank: 9494
Overall Rank
BDMIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BDMIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
BDMIX Omega Ratio Rank: 8989
Omega Ratio Rank
BDMIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BDMIX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IEI vs. BDMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 3-7 Year Treasury Bond ETF (IEI) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IEIBDMIXDifference
Sharpe ratioReturn per unit of total volatility

-2.08

Sortino ratioReturn per unit of downside risk

-2.99

Omega ratioGain probability vs. loss probability

1.17

1.58

-0.40

Calmar ratioReturn relative to maximum drawdown

1.19

6.70

-5.51

Martin ratioReturn relative to average drawdown

3.35

18.34

-14.99

IEI vs. BDMIX - Sharpe Ratio Comparison

The current IEI Sharpe Ratio is 1.00, which is lower than the BDMIX Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of IEI and BDMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IEI vs. BDMIX - Drawdown Comparison

The maximum IEI drawdown since its inception was -14.60%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for IEI and BDMIX.


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Drawdown Indicators


IEIBDMIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.60%

-11.89%

-2.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-3.24%

+0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-3.66%

-4.07%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-13.88%

-5.99%

-7.89%

Max Drawdown (10Y)

Largest decline over 10 years

-14.60%

-9.44%

-5.16%

Current Drawdown

Current decline from peak

-1.74%

-1.33%

-0.41%

Average Drawdown

Average peak-to-trough decline

-2.67%

-2.68%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

1.18%

-0.29%

Volatility

IEI vs. BDMIX - Volatility Comparison

The current volatility for iShares 3-7 Year Treasury Bond ETF (IEI) is 0.98%, while BlackRock Global Long/Short Equity Fund Class I (BDMIX) has a volatility of 2.69%. This indicates that IEI experiences smaller price fluctuations and is considered to be less risky than BDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEIBDMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

2.69%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

4.75%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

3.00%

7.07%

-4.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.78%

6.58%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.93%

5.84%

-1.91%

IEI vs. BDMIX - Expense Ratio Comparison

IEI has a 0.15% expense ratio, which is lower than BDMIX's 1.57% expense ratio.


Dividends

IEI vs. BDMIX - Dividend Comparison

IEI's dividend yield for the trailing twelve months is around 3.64%, less than BDMIX's 8.00% yield.


PositionTTM20252024202320222021202020192018201720162015
BDMIX
BlackRock Global Long/Short Equity Fund Class I
8.00%8.94%13.26%7.42%0.00%1.23%0.30%6.78%0.94%0.00%0.00%1.86%
IEI
iShares 3-7 Year Treasury Bond ETF
3.64%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%

Frequently Asked Questions


IEI and BDMIX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BDMIX has higher volatility (2.69%) compared to IEI (0.98%). In terms of maximum drawdown, IEI dropped -14.60% vs BDMIX's -11.89%.

BDMIX currently has the higher Sharpe Ratio (3.07 vs 1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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