BACAX vs. VGT
Compare and contrast key facts about BlackRock Energy Opportunities Fund (BACAX) and Vanguard Information Technology ETF (VGT).
BACAX is managed by Blackrock. It was launched on Feb 16, 2005. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BACAX or VGT.
Performance
BACAX vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, BACAX achieves a 10.76% return, which is significantly lower than VGT's 25.23% return. Over the past 10 years, BACAX has underperformed VGT with an annualized return of 1.97%, while VGT has yielded a comparatively higher 20.52% annualized return.
BACAX
10.76%
1.97%
-1.47%
9.79%
11.37%
1.97%
VGT
25.23%
0.64%
13.55%
33.20%
21.96%
20.52%
Key characteristics
| BACAX | VGT | |
|---|---|---|
| Sharpe Ratio | 0.62 | 1.60 |
| Sortino Ratio | 0.92 | 2.11 |
| Omega Ratio | 1.11 | 1.29 |
| Calmar Ratio | 0.25 | 2.20 |
| Martin Ratio | 2.08 | 7.92 |
| Ulcer Index | 4.82% | 4.23% |
| Daily Std Dev | 16.08% | 20.99% |
| Max Drawdown | -82.42% | -54.63% |
| Current Drawdown | -31.25% | -3.62% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BACAX vs. VGT - Expense Ratio Comparison
BACAX has a 1.32% expense ratio, which is higher than VGT's 0.10% expense ratio.
Correlation
The correlation between BACAX and VGT is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
BACAX vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Energy Opportunities Fund (BACAX) and Vanguard Information Technology ETF (VGT). 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.
Dividends
BACAX vs. VGT - Dividend Comparison
BACAX's dividend yield for the trailing twelve months is around 2.29%, more than VGT's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BACAX BlackRock Energy Opportunities Fund | 2.29% | 3.06% | 2.20% | 2.39% | 3.39% | 2.69% | 2.88% | 2.48% | 1.95% | 1.98% | 1.22% | 0.42% |
VGT Vanguard Information Technology ETF | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
BACAX vs. VGT - Drawdown Comparison
The maximum BACAX drawdown since its inception was -82.42%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for BACAX and VGT. For additional features, visit the drawdowns tool.
Volatility
BACAX vs. VGT - Volatility Comparison
The current volatility for BlackRock Energy Opportunities Fund (BACAX) is 3.19%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.53%. This indicates that BACAX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.