VOLSX vs. BDMIX
Compare and contrast key facts about ABR 75/25 Volatility Fund (VOLSX) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).
VOLSX is managed by ABR. It was launched on Aug 2, 2020. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.
Performance
VOLSX vs. BDMIX - Performance Comparison
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VOLSX vs. BDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VOLSX ABR 75/25 Volatility Fund | -8.13% | 2.83% | 15.19% | 24.73% | -29.76% | 27.64% | 2.00% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 4.32% | 18.30% | 21.39% | 14.55% | 1.80% | 3.34% | -2.56% |
Returns By Period
In the year-to-date period, VOLSX achieves a -8.13% return, which is significantly lower than BDMIX's 4.32% return.
VOLSX
- 1D
- 3.22%
- 1M
- -7.36%
- YTD
- -8.13%
- 6M
- -5.09%
- 1Y
- 0.15%
- 3Y*
- 8.46%
- 5Y*
- 2.94%
- 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%
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VOLSX vs. BDMIX - Expense Ratio Comparison
VOLSX has a 1.75% expense ratio, which is higher than BDMIX's 1.57% expense ratio.
Return for Risk
VOLSX vs. BDMIX — Risk / Return Rank
VOLSX
BDMIX
VOLSX vs. BDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABR 75/25 Volatility Fund (VOLSX) 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.
| VOLSX | BDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 2.55 | -2.53 |
Sortino ratioReturn per unit of downside risk | 0.15 | 3.73 | -3.59 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.48 | -0.45 |
Calmar ratioReturn relative to maximum drawdown | 0.06 | 5.14 | -5.08 |
Martin ratioReturn relative to average drawdown | 0.15 | 14.25 | -14.10 |
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
| VOLSX | BDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 2.55 | -2.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 1.76 | -1.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 1.15 | -0.94 |
Correlation
The correlation between VOLSX and BDMIX is 0.12, 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
VOLSX vs. BDMIX - Dividend Comparison
VOLSX's dividend yield for the trailing twelve months is around 2.38%, less than BDMIX's 8.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOLSX ABR 75/25 Volatility Fund | 2.38% | 2.18% | 2.24% | 0.29% | 0.00% | 18.63% | 0.00% | 0.00% | 0.00% | 0.00% | 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
VOLSX vs. BDMIX - Drawdown Comparison
The maximum VOLSX drawdown since its inception was -35.10%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for VOLSX and BDMIX.
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Drawdown Indicators
| VOLSX | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -11.89% | -23.21% |
Max Drawdown (1Y)Largest decline over 1 year | -16.88% | -3.60% | -13.28% |
Max Drawdown (5Y)Largest decline over 5 years | -35.10% | -7.45% | -27.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.44% | — |
Current DrawdownCurrent decline from peak | -9.55% | -0.13% | -9.42% |
Average DrawdownAverage peak-to-trough decline | -11.32% | -2.71% | -8.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.36% | 1.30% | +5.06% |
Volatility
VOLSX vs. BDMIX - Volatility Comparison
ABR 75/25 Volatility Fund (VOLSX) has a higher volatility of 7.20% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.72%. This indicates that VOLSX'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
| VOLSX | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 1.72% | +5.48% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 4.78% | +6.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.51% | 6.93% | +11.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.40% | 6.51% | +11.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.07% | 5.77% | +13.30% |