RMBKX vs. BDMAX
RMBKX (RMB Mendon Financial Services Fund) and BDMAX (BlackRock Global Equity Market Neutral Fund Investor A) are both mutual funds - RMBKX is a Financials Equities fund managed by BlackRock, while BDMAX is a Equity Market Neutral fund actively managed by BlackRock. Over the past 10 years, RMBKX returned 11.37%/yr vs 8.21%/yr for BDMAX. Their 0.04 correlation means their historical movements had little consistent relationship. RMBKX charges 1.27%/yr vs 1.59%/yr for BDMAX.
Performance
RMBKX vs. BDMAX - Performance Comparison
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Returns By Period
In the year-to-date period, RMBKX achieves a 20.12% return, which is significantly higher than BDMAX's 11.82% return. Over the past 10 years, RMBKX has outperformed BDMAX with an annualized return of 11.37%, while BDMAX has yielded a comparatively lower 8.21% annualized return.
RMBKX
- 1D
- -0.50%
- 1M
- -0.14%
- 6M
- 16.12%
- YTD
- 20.12%
- 1Y
- 43.23%
- 3Y*
- 19.85%
- 5Y*
- 9.64%
- 10Y*
- 11.37%
- ALL TIME*
- 12.68%
BDMAX
- 1D
- 1.16%
- 1M
- 1.62%
- 6M
- 10.73%
- YTD
- 11.82%
- 1Y
- 23.19%
- 3Y*
- 20.21%
- 5Y*
- 12.85%
- 10Y*
- 8.21%
- ALL TIME*
- 6.60%
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 |
RMBKX vs. BDMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RMBKX RMB Mendon Financial Services Fund | 20.12% | 12.84% | 17.07% | 4.56% | -19.18% | 56.40% | -5.73% | 22.82% | -17.13% | 12.17% |
BDMAX BlackRock Global Equity Market Neutral Fund Investor A | 11.82% | 18.08% | 21.12% | 14.27% | 1.57% | 3.11% | -0.05% | -1.02% | 1.86% | 12.57% |
Correlation
The correlation between RMBKX and BDMAX is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.03 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.04 |
The correlation between RMBKX and BDMAX shifts across timeframes, from 0.02 (10 years) to 0.14 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RMBKX vs. BDMAX — Risk / Return Rank
RMBKX
BDMAX
RMBKX vs. BDMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RMB Mendon Financial Services Fund (RMBKX) and BlackRock Global Equity Market Neutral Fund Investor A (BDMAX). 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.
| RMBKX | BDMAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.60 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 7.28 | -3.18 |
| Martin ratioReturn relative to average drawdown | 11.27 | 19.24 | -7.97 |
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Drawdowns
RMBKX vs. BDMAX - Drawdown Comparison
The maximum RMBKX drawdown since its inception was -55.45%, which is greater than BDMAX's maximum drawdown of -12.37%. Use the drawdown chart below to compare losses from any high point for RMBKX and BDMAX.
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Drawdown Indicators
| RMBKX | BDMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.45% | -12.37% | -43.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -3.25% | -6.23% |
Max Drawdown (3Y)Largest decline over 3 years | -24.98% | -4.15% | -20.83% |
Max Drawdown (5Y)Largest decline over 5 years | -44.33% | -5.56% | -38.77% |
Max Drawdown (10Y)Largest decline over 10 years | -55.45% | -9.71% | -45.74% |
Current DrawdownCurrent decline from peak | -1.91% | -1.15% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -10.97% | -2.80% | -8.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 1.23% | +2.22% |
Volatility
RMBKX vs. BDMAX - Volatility Comparison
RMB Mendon Financial Services Fund (RMBKX) has a higher volatility of 5.72% compared to BlackRock Global Equity Market Neutral Fund Investor A (BDMAX) at 2.58%. This indicates that RMBKX's price experiences larger fluctuations and is considered to be riskier than BDMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RMBKX | BDMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 2.58% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 13.29% | 5.36% | +7.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.41% | 7.39% | +13.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.66% | 6.67% | +17.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.18% | 5.90% | +21.28% |
RMBKX vs. BDMAX - Expense Ratio Comparison
RMBKX has a 1.27% expense ratio, which is lower than BDMAX's 1.59% expense ratio.
Dividends
RMBKX vs. BDMAX - Dividend Comparison
RMBKX's dividend yield for the trailing twelve months is around 5.18%, less than BDMAX's 11.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDMAX BlackRock Global Equity Market Neutral Fund Investor A | 11.66% | 8.94% | 13.39% | 7.14% | 0.00% | 1.25% | 0.04% | 6.60% | 0.85% | 0.00% | 0.00% | 1.56% |
RMBKX RMB Mendon Financial Services Fund | 5.18% | 6.22% | 1.90% | 1.29% | 17.29% | 1.35% | 0.00% | 0.85% | 5.39% | 6.63% | 1.50% | 0.00% |
Frequently Asked Questions
RMBKX and BDMAX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RMBKX has higher volatility (5.72%) compared to BDMAX (2.58%). In terms of maximum drawdown, RMBKX dropped -55.45% vs BDMAX's -12.37%.
BDMAX currently has the higher Sharpe Ratio (3.20 vs 1.91), 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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