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RMBKX vs. BDMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RMBKX vs. BDMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RMB Mendon Financial Services Fund (RMBKX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). The values are adjusted to include any dividend payments, if applicable.

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RMBKX vs. BDMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RMBKX
RMB Mendon Financial Services Fund
-0.36%12.84%17.07%4.56%-19.18%56.40%-5.73%22.82%-17.13%12.17%
BDMIX
BlackRock Global Long/Short Equity Fund Class I
3.57%18.30%21.39%14.55%1.80%3.34%0.29%-0.85%2.20%12.85%

Returns By Period

In the year-to-date period, RMBKX achieves a -0.36% return, which is significantly lower than BDMIX's 3.57% return. Over the past 10 years, RMBKX has outperformed BDMIX with an annualized return of 9.85%, while BDMIX has yielded a comparatively lower 7.21% annualized return.


RMBKX

1D
0.25%
1M
-3.80%
YTD
-0.36%
6M
10.76%
1Y
19.68%
3Y*
17.89%
5Y*
5.98%
10Y*
9.85%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RMBKX vs. BDMIX - Expense Ratio Comparison

RMBKX has a 1.27% expense ratio, which is lower than BDMIX's 1.57% expense ratio.


Return for Risk

RMBKX vs. BDMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RMBKX
RMBKX Risk / Return Rank: 4444
Overall Rank
RMBKX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
RMBKX Sortino Ratio Rank: 4040
Sortino Ratio Rank
RMBKX Omega Ratio Rank: 3737
Omega Ratio Rank
RMBKX Calmar Ratio Rank: 6464
Calmar Ratio Rank
RMBKX Martin Ratio Rank: 4141
Martin Ratio Rank

BDMIX
BDMIX Risk / Return Rank: 9696
Overall Rank
BDMIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BDMIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
BDMIX Omega Ratio Rank: 9494
Omega Ratio Rank
BDMIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BDMIX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RMBKX vs. BDMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RMB Mendon Financial Services Fund (RMBKX) 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.


RMBKXBDMIXDifference

Sharpe ratio

Return per unit of total volatility

0.85

2.57

-1.72

Sortino ratio

Return per unit of downside risk

1.28

3.76

-2.49

Omega ratio

Gain probability vs. loss probability

1.17

1.48

-0.31

Calmar ratio

Return relative to maximum drawdown

1.48

4.90

-3.42

Martin ratio

Return relative to average drawdown

4.29

13.59

-9.30

RMBKX vs. BDMIX - Sharpe Ratio Comparison

The current RMBKX Sharpe Ratio is 0.85, which is lower than the BDMIX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of RMBKX and BDMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RMBKXBDMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

2.57

-1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

1.72

-1.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

1.25

-0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

1.14

-0.66

Correlation

The correlation between RMBKX and BDMIX is 0.04, 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

RMBKX vs. BDMIX - Dividend Comparison

RMBKX's dividend yield for the trailing twelve months is around 6.24%, less than BDMIX's 8.63% yield.


TTM20252024202320222021202020192018201720162015
RMBKX
RMB Mendon Financial Services Fund
6.24%6.22%1.90%1.29%17.29%1.35%0.00%0.85%5.39%6.63%1.50%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

RMBKX vs. BDMIX - Drawdown Comparison

The maximum RMBKX drawdown since its inception was -55.45%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for RMBKX and BDMIX.


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Drawdown Indicators


RMBKXBDMIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-11.89%

-43.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.67%

-3.60%

-9.07%

Max Drawdown (5Y)

Largest decline over 5 years

-44.33%

-7.45%

-36.88%

Max Drawdown (10Y)

Largest decline over 10 years

-55.45%

-9.44%

-46.01%

Current Drawdown

Current decline from peak

-8.06%

-0.85%

-7.21%

Average Drawdown

Average peak-to-trough decline

-11.19%

-2.72%

-8.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

1.30%

+3.08%

Volatility

RMBKX vs. BDMIX - Volatility Comparison

RMB Mendon Financial Services Fund (RMBKX) has a higher volatility of 4.82% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.58%. This indicates that RMBKX'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


RMBKXBDMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

1.58%

+3.24%

Volatility (6M)

Calculated over the trailing 6-month period

15.55%

4.74%

+10.81%

Volatility (1Y)

Calculated over the trailing 1-year period

24.42%

6.91%

+17.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.97%

6.53%

+18.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.10%

5.77%

+21.33%