IUS vs. BSIIX
Compare and contrast key facts about Invesco RAFI Strategic US ETF (IUS) and BlackRock Strategic Income Opportunities Fund Class I (BSIIX).
IUS is a passively managed fund by Invesco that tracks the performance of the Invesco Strategic US Index. It was launched on Sep 12, 2018. BSIIX is managed by Blackrock. It was launched on Feb 5, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUS or BSIIX.
Key characteristics
| IUS | BSIIX | |
|---|---|---|
| YTD Return | 20.49% | 4.70% |
| 1Y Return | 28.40% | 8.94% |
| 3Y Return (Ann) | 11.08% | 1.26% |
| 5Y Return (Ann) | 15.95% | 2.62% |
| Sharpe Ratio | 2.92 | 2.65 |
| Sortino Ratio | 4.01 | 4.08 |
| Omega Ratio | 1.54 | 1.52 |
| Calmar Ratio | 4.95 | 1.69 |
| Martin Ratio | 19.29 | 13.22 |
| Ulcer Index | 1.60% | 0.68% |
| Daily Std Dev | 10.55% | 3.44% |
| Max Drawdown | -34.67% | -18.76% |
| Current Drawdown | -0.44% | -1.37% |
Correlation
The correlation between IUS and BSIIX is 0.29, 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.
Performance
IUS vs. BSIIX - Performance Comparison
In the year-to-date period, IUS achieves a 20.49% return, which is significantly higher than BSIIX's 4.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUS vs. BSIIX - Expense Ratio Comparison
IUS has a 0.19% expense ratio, which is lower than BSIIX's 0.69% expense ratio.
Risk-Adjusted Performance
IUS vs. BSIIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI Strategic US ETF (IUS) and BlackRock Strategic Income Opportunities Fund Class I (BSIIX). 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.
Dividends
IUS vs. BSIIX - Dividend Comparison
IUS's dividend yield for the trailing twelve months is around 1.46%, less than BSIIX's 4.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS Invesco RAFI Strategic US ETF | 1.46% | 1.72% | 1.78% | 1.46% | 1.74% | 1.77% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BSIIX BlackRock Strategic Income Opportunities Fund Class I | 4.65% | 4.43% | 3.22% | 2.29% | 2.69% | 3.39% | 3.31% | 3.47% | 2.92% | 2.24% | 2.44% | 2.63% |
Drawdowns
IUS vs. BSIIX - Drawdown Comparison
The maximum IUS drawdown since its inception was -34.67%, which is greater than BSIIX's maximum drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for IUS and BSIIX. For additional features, visit the drawdowns tool.
Volatility
IUS vs. BSIIX - Volatility Comparison
Invesco RAFI Strategic US ETF (IUS) has a higher volatility of 3.33% compared to BlackRock Strategic Income Opportunities Fund Class I (BSIIX) at 0.89%. This indicates that IUS's price experiences larger fluctuations and is considered to be riskier than BSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.