VFAIX vs. BDMIX
Compare and contrast key facts about Vanguard Financials Index Fund Admiral Shares (VFAIX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).
VFAIX is managed by BlackRock. It was launched on Feb 4, 2004. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.
Performance
VFAIX vs. BDMIX - Performance Comparison
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VFAIX vs. BDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFAIX Vanguard Financials Index Fund Admiral Shares | -11.11% | 14.90% | 30.46% | 14.07% | -12.26% | 36.27% | -2.15% | 31.63% | -13.47% | 20.05% |
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, VFAIX achieves a -11.11% return, which is significantly lower than BDMIX's 3.57% return. Over the past 10 years, VFAIX has outperformed BDMIX with an annualized return of 12.12%, while BDMIX has yielded a comparatively lower 7.21% annualized return.
VFAIX
- 1D
- 1.06%
- 1M
- -5.57%
- YTD
- -11.11%
- 6M
- -9.20%
- 1Y
- 0.51%
- 3Y*
- 17.09%
- 5Y*
- 9.31%
- 10Y*
- 12.12%
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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VFAIX vs. BDMIX - Expense Ratio Comparison
VFAIX has a 0.10% expense ratio, which is lower than BDMIX's 1.57% expense ratio.
Return for Risk
VFAIX vs. BDMIX — Risk / Return Rank
VFAIX
BDMIX
VFAIX vs. BDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Financials Index Fund Admiral Shares (VFAIX) 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.
| VFAIX | BDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | 2.57 | -2.49 |
Sortino ratioReturn per unit of downside risk | 0.25 | 3.76 | -3.52 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.48 | -0.45 |
Calmar ratioReturn relative to maximum drawdown | -0.02 | 4.90 | -4.92 |
Martin ratioReturn relative to average drawdown | -0.07 | 13.59 | -13.67 |
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
| VFAIX | BDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 2.57 | -2.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 1.72 | -1.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 1.25 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 1.14 | -0.92 |
Correlation
The correlation between VFAIX and BDMIX is 0.09, 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
VFAIX vs. BDMIX - Dividend Comparison
VFAIX's dividend yield for the trailing twelve months is around 1.64%, less than BDMIX's 8.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.64% | 1.56% | 1.75% | 2.08% | 2.31% | 2.62% | 2.21% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% |
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
VFAIX vs. BDMIX - Drawdown Comparison
The maximum VFAIX drawdown since its inception was -78.64%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for VFAIX and BDMIX.
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Drawdown Indicators
| VFAIX | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.64% | -11.89% | -66.75% |
Max Drawdown (1Y)Largest decline over 1 year | -14.72% | -3.60% | -11.12% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -7.45% | -18.26% |
Max Drawdown (10Y)Largest decline over 10 years | -44.37% | -9.44% | -34.93% |
Current DrawdownCurrent decline from peak | -13.82% | -0.85% | -12.97% |
Average DrawdownAverage peak-to-trough decline | -18.69% | -2.72% | -15.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.86% | 1.30% | +3.56% |
Volatility
VFAIX vs. BDMIX - Volatility Comparison
Vanguard Financials Index Fund Admiral Shares (VFAIX) has a higher volatility of 4.20% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.58%. This indicates that VFAIX'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
| VFAIX | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 1.58% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 4.74% | +6.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.86% | 6.91% | +12.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.40% | 6.53% | +12.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.62% | 5.77% | +16.85% |