PG vs. BDMIX
PG (The Procter & Gamble Company) is a stock, while BDMIX (BlackRock Global Long/Short Equity Fund Class I) is Long-Short fund managed by BlackRock. Over the past 10 years, PG returned 8.96%/yr vs 8.42%/yr for BDMIX. At a 0.04 correlation, their price movements are largely independent.
Performance
PG vs. BDMIX - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly lower than BDMIX's 11.73% return. Over the past 10 years, PG has outperformed BDMIX with an annualized return of 8.96%, while BDMIX has yielded a comparatively lower 8.42% annualized return.
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
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%
PG vs. BDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
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 PG and BDMIX is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
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 | 0.04 |
The correlation between PG and BDMIX shifts across timeframes, from -0.13 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PG vs. BDMIX — Risk / Return Rank
PG
BDMIX
PG vs. BDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
| PG | BDMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.38 | ||
| Sortino ratioReturn per unit of downside risk | -4.82 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.58 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 6.70 | -7.07 |
| Martin ratioReturn relative to average drawdown | -0.68 | 18.34 | -19.02 |
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Drawdowns
PG vs. BDMIX - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for PG and BDMIX.
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Drawdown Indicators
| PG | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -11.89% | -42.36% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -3.24% | -12.28% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -4.07% | -17.08% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -5.99% | -17.78% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -9.44% | -14.33% |
Current DrawdownCurrent decline from peak | -13.29% | -1.33% | -11.96% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -2.68% | -9.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 1.18% | +7.62% |
Volatility
PG vs. BDMIX - Volatility Comparison
The Procter & Gamble Company (PG) has a higher volatility of 6.99% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 2.69%. This indicates that PG's price experiences larger fluctuations and is considered to be riskier 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
| PG | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 2.69% | +4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 4.75% | +10.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 7.07% | +11.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 6.58% | +11.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 5.84% | +13.21% |
Dividends
PG vs. BDMIX - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.85%, less than BDMIX's 8.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Frequently Asked Questions
PG and BDMIX have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (6.99%) compared to BDMIX (2.69%). In terms of maximum drawdown, PG dropped -54.25% vs BDMIX's -11.89%.
BDMIX currently has the higher Sharpe Ratio (3.07 vs -0.30), 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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