BCAT vs. VYM
Compare and contrast key facts about BlackRock Capital Allocation Trust (BCAT) and Vanguard High Dividend Yield ETF (VYM).
VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCAT or VYM.
Key characteristics
| BCAT | VYM | |
|---|---|---|
| YTD Return | 23.89% | 20.51% |
| 1Y Return | 28.63% | 32.54% |
| 3Y Return (Ann) | 3.93% | 9.41% |
| Sharpe Ratio | 2.08 | 3.02 |
| Sortino Ratio | 3.03 | 4.30 |
| Omega Ratio | 1.38 | 1.56 |
| Calmar Ratio | 1.25 | 5.00 |
| Martin Ratio | 11.92 | 19.86 |
| Ulcer Index | 2.40% | 1.63% |
| Daily Std Dev | 13.76% | 10.70% |
| Max Drawdown | -36.13% | -56.98% |
| Current Drawdown | -0.92% | -0.79% |
Correlation
The correlation between BCAT and VYM 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.
Performance
BCAT vs. VYM - Performance Comparison
In the year-to-date period, BCAT achieves a 23.89% return, which is significantly higher than VYM's 20.51% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BCAT vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Capital Allocation Trust (BCAT) and Vanguard High Dividend Yield ETF (VYM). 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
BCAT vs. VYM - Dividend Comparison
BCAT's dividend yield for the trailing twelve months is around 14.30%, more than VYM's 2.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCAT BlackRock Capital Allocation Trust | 14.30% | 10.11% | 9.00% | 6.42% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.76% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
BCAT vs. VYM - Drawdown Comparison
The maximum BCAT drawdown since its inception was -36.13%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for BCAT and VYM. For additional features, visit the drawdowns tool.
Volatility
BCAT vs. VYM - Volatility Comparison
The current volatility for BlackRock Capital Allocation Trust (BCAT) is 3.52%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 3.85%. This indicates that BCAT experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.