LFLIX vs. BMSIX
LFLIX (BrandywineGLOBAL - Flexible Bond Fund) and BMSIX (BlackRock Income Fund) are both Multisector Bonds funds. Over the past 5 years, LFLIX returned 2.21%/yr vs 1.73%/yr for BMSIX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. LFLIX charges 0.75%/yr vs 0.62%/yr for BMSIX.
Performance
LFLIX vs. BMSIX - Performance Comparison
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Returns By Period
In the year-to-date period, LFLIX achieves a 3.07% return, which is significantly higher than BMSIX's -0.13% return.
LFLIX
- 1D
- 0.32%
- 1M
- -0.11%
- 6M
- 1.67%
- YTD
- 3.07%
- 1Y
- 6.97%
- 3Y*
- 6.16%
- 5Y*
- 2.21%
- 10Y*
- —
- ALL TIME*
- 4.21%
BMSIX
- 1D
- 0.11%
- 1M
- -0.78%
- 6M
- -0.44%
- YTD
- -0.13%
- 1Y
- 3.24%
- 3Y*
- 6.34%
- 5Y*
- 1.73%
- 10Y*
- 3.63%
- ALL TIME*
- 4.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LFLIX vs. BMSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LFLIX BrandywineGLOBAL - Flexible Bond Fund | 3.07% | 8.82% | 2.95% | 9.57% | -10.87% | 1.05% | 15.00% | 10.84% | -2.07% | 4.29% |
BMSIX BlackRock Income Fund | -0.13% | 8.38% | 5.96% | 7.84% | -10.08% | -0.29% | 6.94% | 12.03% | -1.03% | 6.62% |
Correlation
The correlation between LFLIX and BMSIX is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.67 |
The correlation between LFLIX and BMSIX has been stable across timeframes, ranging from 0.64 to 0.73 - a consistent structural relationship.
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Return for Risk
LFLIX vs. BMSIX — Risk / Return Rank
LFLIX
BMSIX
LFLIX vs. BMSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Flexible Bond Fund (LFLIX) and BlackRock Income Fund (BMSIX). 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.
| LFLIX | BMSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.27 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 1.58 | +1.12 |
| Martin ratioReturn relative to average drawdown | 9.44 | 6.35 | +3.09 |
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Drawdowns
LFLIX vs. BMSIX - Drawdown Comparison
The maximum LFLIX drawdown since its inception was -16.73%, smaller than the maximum BMSIX drawdown of -18.60%. Use the drawdown chart below to compare losses from any high point for LFLIX and BMSIX.
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Drawdown Indicators
| LFLIX | BMSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.73% | -18.60% | +1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -2.72% | -2.51% | -0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -6.20% | -2.58% | -3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -16.73% | -16.52% | -0.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.60% | — |
Current DrawdownCurrent decline from peak | -0.48% | -0.89% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -2.82% | -2.02% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 0.62% | +0.16% |
Volatility
LFLIX vs. BMSIX - Volatility Comparison
BrandywineGLOBAL - Flexible Bond Fund (LFLIX) has a higher volatility of 0.91% compared to BlackRock Income Fund (BMSIX) at 0.61%. This indicates that LFLIX's price experiences larger fluctuations and is considered to be riskier than BMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LFLIX | BMSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.91% | 0.61% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 3.47% | 2.38% | +1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.04% | 2.88% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.75% | 3.78% | +1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.07% | 4.14% | +0.93% |
LFLIX vs. BMSIX - Expense Ratio Comparison
LFLIX has a 0.75% expense ratio, which is higher than BMSIX's 0.62% expense ratio.
Dividends
LFLIX vs. BMSIX - Dividend Comparison
LFLIX's dividend yield for the trailing twelve months is around 6.64%, more than BMSIX's 5.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMSIX BlackRock Income Fund | 5.17% | 5.66% | 5.99% | 4.38% | 3.71% | 5.31% | 4.19% | 4.90% | 5.13% | 4.03% | 4.49% | 4.35% |
LFLIX BrandywineGLOBAL - Flexible Bond Fund | 6.64% | 6.67% | 8.94% | 5.36% | 3.28% | 2.90% | 3.62% | 6.04% | 3.67% | 3.06% | 0.00% | 0.00% |
Frequently Asked Questions
LFLIX and BMSIX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LFLIX has higher volatility (0.91%) compared to BMSIX (0.61%). In terms of maximum drawdown, LFLIX dropped -16.73% vs BMSIX's -18.60%.
LFLIX currently has the higher Sharpe Ratio (1.82 vs 1.38), 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.
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