TTDAX vs. BDMIX
Compare and contrast key facts about Toews Tactical Defensive Alpha Fund (TTDAX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).
TTDAX is managed by Toews Funds. It was launched on Jan 6, 2016. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.
Performance
TTDAX vs. BDMIX - Performance Comparison
Loading graphics...
TTDAX vs. BDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTDAX Toews Tactical Defensive Alpha Fund | -5.84% | 10.90% | 2.87% | 7.65% | -16.61% | 12.36% | 17.14% | 22.12% | -7.35% | 14.90% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 4.32% | 18.30% | 21.39% | 14.55% | 1.80% | 3.34% | 0.29% | -0.85% | 2.20% | 12.64% |
Returns By Period
In the year-to-date period, TTDAX achieves a -5.84% return, which is significantly lower than BDMIX's 4.32% return.
TTDAX
- 1D
- 0.00%
- 1M
- -6.45%
- YTD
- -5.84%
- 6M
- -3.09%
- 1Y
- 9.16%
- 3Y*
- 4.93%
- 5Y*
- 0.27%
- 10Y*
- —
BDMIX
- 1D
- 0.73%
- 1M
- 1.60%
- YTD
- 4.32%
- 6M
- 8.75%
- 1Y
- 17.17%
- 3Y*
- 18.86%
- 5Y*
- 11.38%
- 10Y*
- 7.29%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TTDAX vs. BDMIX - Expense Ratio Comparison
TTDAX has a 1.25% expense ratio, which is lower than BDMIX's 1.57% expense ratio.
Return for Risk
TTDAX vs. BDMIX — Risk / Return Rank
TTDAX
BDMIX
TTDAX vs. BDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toews Tactical Defensive Alpha Fund (TTDAX) 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.
| TTDAX | BDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 2.55 | -1.67 |
Sortino ratioReturn per unit of downside risk | 1.26 | 3.73 | -2.47 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.48 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 5.14 | -3.93 |
Martin ratioReturn relative to average drawdown | 5.70 | 14.25 | -8.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TTDAX | BDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 2.55 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 1.76 | -1.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.15 | -0.81 |
Correlation
The correlation between TTDAX and BDMIX is 0.07, 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
TTDAX vs. BDMIX - Dividend Comparison
TTDAX's dividend yield for the trailing twelve months is around 2.20%, less than BDMIX's 8.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TTDAX Toews Tactical Defensive Alpha Fund | 2.20% | 2.07% | 3.30% | 2.56% | 1.03% | 26.63% | 4.08% | 7.49% | 1.35% | 13.58% | 0.00% | 0.00% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 8.56% | 8.94% | 13.26% | 7.42% | 0.00% | 1.23% | 0.30% | 6.78% | 0.94% | 0.00% | 0.00% | 1.86% |
Drawdowns
TTDAX vs. BDMIX - Drawdown Comparison
The maximum TTDAX drawdown since its inception was -34.31%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for TTDAX and BDMIX.
Loading graphics...
Drawdown Indicators
| TTDAX | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.31% | -11.89% | -22.42% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -3.60% | -3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -25.09% | -7.45% | -17.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.44% | — |
Current DrawdownCurrent decline from peak | -7.30% | -0.13% | -7.17% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -2.71% | -4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 1.30% | +0.25% |
Volatility
TTDAX vs. BDMIX - Volatility Comparison
Toews Tactical Defensive Alpha Fund (TTDAX) has a higher volatility of 3.95% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.72%. This indicates that TTDAX'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.
Loading graphics...
Volatility by Period
| TTDAX | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 1.72% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.52% | 4.78% | +3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.94% | 6.93% | +4.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.37% | 6.51% | +6.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.52% | 5.77% | +10.75% |