LLOY.L vs. BLDIX
Compare and contrast key facts about Lloyds Banking Group plc (LLOY.L) and BlackRock Managed Income Fund (BLDIX).
BLDIX is managed by Blackrock. It was launched on Oct 18, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LLOY.L or BLDIX.
Key characteristics
| LLOY.L | BLDIX | |
|---|---|---|
| YTD Return | 18.04% | 4.52% |
| 1Y Return | 40.29% | 13.09% |
| 3Y Return (Ann) | 6.84% | 1.59% |
| 5Y Return (Ann) | 3.87% | 3.36% |
| 10Y Return (Ann) | 0.91% | 3.82% |
| Sharpe Ratio | 1.58 | 2.70 |
| Sortino Ratio | 2.17 | 4.09 |
| Omega Ratio | 1.29 | 1.55 |
| Calmar Ratio | 0.49 | 1.78 |
| Martin Ratio | 7.07 | 17.33 |
| Ulcer Index | 4.93% | 0.76% |
| Daily Std Dev | 22.23% | 4.90% |
| Max Drawdown | -90.48% | -14.48% |
| Current Drawdown | -59.95% | -2.88% |
Correlation
The correlation between LLOY.L and BLDIX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
LLOY.L vs. BLDIX - Performance Comparison
In the year-to-date period, LLOY.L achieves a 18.04% return, which is significantly higher than BLDIX's 4.52% return. Over the past 10 years, LLOY.L has underperformed BLDIX with an annualized return of 0.91%, while BLDIX has yielded a comparatively higher 3.82% annualized 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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Risk-Adjusted Performance
LLOY.L vs. BLDIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LLOY.L) and BlackRock Managed Income Fund (BLDIX). 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
LLOY.L vs. BLDIX - Dividend Comparison
LLOY.L's dividend yield for the trailing twelve months is around 5.43%, more than BLDIX's 4.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLOY.L Lloyds Banking Group plc | 5.43% | 5.28% | 4.69% | 2.59% | 6.17% | 5.22% | 6.02% | 4.70% | 139.18% | 103.67% | 0.00% | 0.00% |
BLDIX BlackRock Managed Income Fund | 4.69% | 4.96% | 3.94% | 5.24% | 3.52% | 3.85% | 4.27% | 4.46% | 4.13% | 2.89% | 3.14% | 11.41% |
Drawdowns
LLOY.L vs. BLDIX - Drawdown Comparison
The maximum LLOY.L drawdown since its inception was -90.48%, which is greater than BLDIX's maximum drawdown of -14.48%. Use the drawdown chart below to compare losses from any high point for LLOY.L and BLDIX. For additional features, visit the drawdowns tool.
Volatility
LLOY.L vs. BLDIX - Volatility Comparison
Lloyds Banking Group plc (LLOY.L) has a higher volatility of 9.90% compared to BlackRock Managed Income Fund (BLDIX) at 1.21%. This indicates that LLOY.L's price experiences larger fluctuations and is considered to be riskier than BLDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.