PHSWX vs. BDMIX
Compare and contrast key facts about Parvin Hedged Equity Solari World Fund (PHSWX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).
PHSWX is managed by Parvin Funds. It was launched on Jan 27, 2021. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.
Performance
PHSWX vs. BDMIX - Performance Comparison
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PHSWX vs. BDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PHSWX Parvin Hedged Equity Solari World Fund | 4.82% | 22.65% | 1.35% | 1.80% | -12.69% | 3.47% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 3.57% | 18.30% | 21.39% | 14.55% | 1.80% | 3.61% |
Returns By Period
In the year-to-date period, PHSWX achieves a 4.82% return, which is significantly higher than BDMIX's 3.57% return.
PHSWX
- 1D
- -0.36%
- 1M
- -11.50%
- YTD
- 4.82%
- 6M
- 5.04%
- 1Y
- 19.46%
- 3Y*
- 8.80%
- 5Y*
- 3.75%
- 10Y*
- —
BDMIX
- 1D
- -0.46%
- 1M
- 0.87%
- YTD
- 3.57%
- 6M
- 6.57%
- 1Y
- 16.65%
- 3Y*
- 18.58%
- 5Y*
- 11.16%
- 10Y*
- 7.21%
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PHSWX vs. BDMIX - Expense Ratio Comparison
PHSWX has a 0.01% expense ratio, which is lower than BDMIX's 1.57% expense ratio.
Return for Risk
PHSWX vs. BDMIX — Risk / Return Rank
PHSWX
BDMIX
PHSWX vs. BDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Parvin Hedged Equity Solari World Fund (PHSWX) 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.
| PHSWX | BDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 2.57 | -1.33 |
Sortino ratioReturn per unit of downside risk | 1.71 | 3.76 | -2.05 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.48 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 4.90 | -3.59 |
Martin ratioReturn relative to average drawdown | 4.99 | 13.59 | -8.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PHSWX | BDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.57 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 1.72 | -1.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.25 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 1.14 | -1.13 |
Correlation
The correlation between PHSWX and BDMIX is 0.03, 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.
Dividends
PHSWX vs. BDMIX - Dividend Comparison
PHSWX's dividend yield for the trailing twelve months is around 0.46%, less than BDMIX's 8.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHSWX Parvin Hedged Equity Solari World Fund | 0.46% | 0.49% | 1.12% | 2.04% | 2.24% | 2.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 8.63% | 8.94% | 13.26% | 7.42% | 0.00% | 1.23% | 0.30% | 6.78% | 0.94% | 0.00% | 0.00% | 1.86% |
Drawdowns
PHSWX vs. BDMIX - Drawdown Comparison
The maximum PHSWX drawdown since its inception was -94.47%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for PHSWX and BDMIX.
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Drawdown Indicators
| PHSWX | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.47% | -11.89% | -82.58% |
Max Drawdown (1Y)Largest decline over 1 year | -14.06% | -3.60% | -10.46% |
Max Drawdown (5Y)Largest decline over 5 years | -94.47% | -7.45% | -87.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.44% | — |
Current DrawdownCurrent decline from peak | -93.08% | -0.85% | -92.23% |
Average DrawdownAverage peak-to-trough decline | -27.28% | -2.72% | -24.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 1.30% | +2.40% |
Volatility
PHSWX vs. BDMIX - Volatility Comparison
Parvin Hedged Equity Solari World Fund (PHSWX) has a higher volatility of 6.32% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.58%. This indicates that PHSWX'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
| PHSWX | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.32% | 1.58% | +4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 13.14% | 4.74% | +8.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.44% | 6.91% | +8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1,067.69% | 6.53% | +1,061.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,043.51% | 5.77% | +1,037.74% |