VMNFX vs. BDMIX

In the year-to-date period, VMNFX achieves a 1.39% return, which is significantly lower than BDMIX's 8.30% return. Over the past 10 years, VMNFX has underperformed BDMIX with an annualized return of 3.40%, while BDMIX has yielded a comparatively higher 4.01% annualized return.

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VMNFX has a 1.31% expense ratio, which is lower than BDMIX's 1.57% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Vanguard Market Neutral Fund Investor Shares (VMNFX) 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.

The current VMNFX Sharpe Ratio is 0.27, which is lower than the BDMIX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of VMNFX 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.

VMNFX's dividend yield for the trailing twelve months is around 5.60%, less than BDMIX's 12.24% yield.

The maximum VMNFX drawdown since its inception was -25.93%, which is greater than BDMIX's maximum drawdown of -14.89%. Use the drawdown chart below to compare losses from any high point for VMNFX and BDMIX. For additional features, visit the drawdowns tool.

The current volatility for Vanguard Market Neutral Fund Investor Shares (VMNFX) is 1.35%, while BlackRock Global Long/Short Equity Fund Class I (BDMIX) has a volatility of 1.65%. This indicates that VMNFX experiences smaller price fluctuations and is considered to be less risky than BDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.