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BCX vs. VT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCX vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock Resources & Commodities Strategy Trust (BCX) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

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BCX vs. VT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCX
Blackrock Resources & Commodities Strategy Trust
11.61%40.37%3.18%-4.79%12.80%32.90%0.04%23.80%-22.55%26.76%
VT
Vanguard Total World Stock ETF
-1.71%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%

Returns By Period

In the year-to-date period, BCX achieves a 11.61% return, which is significantly higher than VT's -1.71% return. Over the past 10 years, BCX has outperformed VT with an annualized return of 13.07%, while VT has yielded a comparatively lower 11.53% annualized return.


BCX

1D
1.43%
1M
-10.63%
YTD
11.61%
6M
22.97%
1Y
40.12%
3Y*
16.55%
5Y*
13.53%
10Y*
13.07%

VT

1D
3.08%
1M
-6.22%
YTD
-1.71%
6M
1.42%
1Y
21.53%
3Y*
16.86%
5Y*
9.22%
10Y*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCX vs. VT - Expense Ratio Comparison

BCX has a 1.10% expense ratio, which is higher than VT's 0.06% expense ratio.


Return for Risk

BCX vs. VT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCX
BCX Risk / Return Rank: 8888
Overall Rank
BCX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BCX Sortino Ratio Rank: 8787
Sortino Ratio Rank
BCX Omega Ratio Rank: 8787
Omega Ratio Rank
BCX Calmar Ratio Rank: 9090
Calmar Ratio Rank
BCX Martin Ratio Rank: 8787
Martin Ratio Rank

VT
VT Risk / Return Rank: 7777
Overall Rank
VT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7676
Sortino Ratio Rank
VT Omega Ratio Rank: 7777
Omega Ratio Rank
VT Calmar Ratio Rank: 7575
Calmar Ratio Rank
VT Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BCX vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Resources & Commodities Strategy Trust (BCX) and Vanguard Total World Stock ETF (VT). 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.


BCXVTDifference

Sharpe ratio

Return per unit of total volatility

1.92

1.25

+0.66

Sortino ratio

Return per unit of downside risk

2.36

1.84

+0.51

Omega ratio

Gain probability vs. loss probability

1.36

1.27

+0.09

Calmar ratio

Return relative to maximum drawdown

2.47

1.83

+0.64

Martin ratio

Return relative to average drawdown

9.32

8.51

+0.82

BCX vs. VT - Sharpe Ratio Comparison

The current BCX Sharpe Ratio is 1.92, which is higher than the VT Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of BCX and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BCXVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.25

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.58

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.67

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.40

-0.20

Correlation

The correlation between BCX and VT is 0.61, 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.


Dividends

BCX vs. VT - Dividend Comparison

BCX's dividend yield for the trailing twelve months is around 6.94%, more than VT's 1.82% yield.


TTM20252024202320222021202020192018201720162015
BCX
Blackrock Resources & Commodities Strategy Trust
6.94%7.62%7.49%7.00%5.52%5.13%7.10%7.67%8.77%6.19%6.98%11.38%
VT
Vanguard Total World Stock ETF
1.82%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Drawdowns

BCX vs. VT - Drawdown Comparison

The maximum BCX drawdown since its inception was -62.36%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for BCX and VT.


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Drawdown Indicators


BCXVTDifference

Max Drawdown

Largest peak-to-trough decline

-62.36%

-50.27%

-12.09%

Max Drawdown (1Y)

Largest decline over 1 year

-16.17%

-11.84%

-4.33%

Max Drawdown (5Y)

Largest decline over 5 years

-29.22%

-26.38%

-2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-59.23%

-34.24%

-24.99%

Current Drawdown

Current decline from peak

-11.16%

-6.89%

-4.27%

Average Drawdown

Average peak-to-trough decline

-19.76%

-7.08%

-12.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

2.55%

+1.74%

Volatility

BCX vs. VT - Volatility Comparison

Blackrock Resources & Commodities Strategy Trust (BCX) has a higher volatility of 8.00% compared to Vanguard Total World Stock ETF (VT) at 6.33%. This indicates that BCX's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCXVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

6.33%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

15.73%

9.95%

+5.78%

Volatility (1Y)

Calculated over the trailing 1-year period

21.00%

17.24%

+3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.40%

15.98%

+5.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.54%

17.20%

+6.34%