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BDHIX vs. VOOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BDHIX vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Dynamic High Income Portfolio (BDHIX) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

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BDHIX vs. VOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDHIX
BlackRock Dynamic High Income Portfolio
-2.07%12.27%10.76%13.87%-18.20%10.44%4.52%20.05%-6.91%14.53%
VOOG
Vanguard S&P 500 Growth ETF
-6.97%22.11%35.89%29.96%-29.48%31.95%33.35%30.93%-0.21%27.19%

Returns By Period

In the year-to-date period, BDHIX achieves a -2.07% return, which is significantly higher than VOOG's -6.97% return. Over the past 10 years, BDHIX has underperformed VOOG with an annualized return of 6.27%, while VOOG has yielded a comparatively higher 15.86% annualized return.


BDHIX

1D
1.40%
1M
-4.30%
YTD
-2.07%
6M
-0.11%
1Y
9.43%
3Y*
10.06%
5Y*
4.00%
10Y*
6.27%

VOOG

1D
1.30%
1M
-4.28%
YTD
-6.97%
6M
-5.29%
1Y
23.21%
3Y*
22.32%
5Y*
12.46%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BDHIX vs. VOOG - Expense Ratio Comparison

BDHIX has a 0.65% expense ratio, which is higher than VOOG's 0.07% expense ratio.


Return for Risk

BDHIX vs. VOOG — Risk / Return Rank

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

BDHIX
BDHIX Risk / Return Rank: 5656
Overall Rank
BDHIX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BDHIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
BDHIX Omega Ratio Rank: 5555
Omega Ratio Rank
BDHIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
BDHIX Martin Ratio Rank: 6363
Martin Ratio Rank

VOOG
VOOG Risk / Return Rank: 6262
Overall Rank
VOOG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 6161
Sortino Ratio Rank
VOOG Omega Ratio Rank: 6060
Omega Ratio Rank
VOOG Calmar Ratio Rank: 6767
Calmar Ratio Rank
VOOG Martin Ratio Rank: 6666
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.

BDHIX vs. VOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Dynamic High Income Portfolio (BDHIX) and Vanguard S&P 500 Growth ETF (VOOG). 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.


BDHIXVOOGDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.05

+0.02

Sortino ratio

Return per unit of downside risk

1.51

1.62

-0.11

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.48

1.76

-0.28

Martin ratio

Return relative to average drawdown

6.28

6.81

-0.53

BDHIX vs. VOOG - Sharpe Ratio Comparison

The current BDHIX Sharpe Ratio is 1.07, which is comparable to the VOOG Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BDHIX and VOOG, 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


BDHIXVOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.05

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.59

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.77

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.84

-0.25

Correlation

The correlation between BDHIX and VOOG is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BDHIX vs. VOOG - Dividend Comparison

BDHIX's dividend yield for the trailing twelve months is around 7.30%, more than VOOG's 0.53% yield.


TTM20252024202320222021202020192018201720162015
BDHIX
BlackRock Dynamic High Income Portfolio
7.30%7.54%7.62%5.96%5.17%6.58%5.20%5.68%7.40%6.14%6.33%7.19%
VOOG
Vanguard S&P 500 Growth ETF
0.53%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%

Drawdowns

BDHIX vs. VOOG - Drawdown Comparison

The maximum BDHIX drawdown since its inception was -29.13%, smaller than the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for BDHIX and VOOG.


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Drawdown Indicators


BDHIXVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-29.13%

-32.73%

+3.60%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-13.71%

+6.57%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-32.73%

+9.18%

Max Drawdown (10Y)

Largest decline over 10 years

-29.13%

-32.73%

+3.60%

Current Drawdown

Current decline from peak

-4.83%

-9.07%

+4.24%

Average Drawdown

Average peak-to-trough decline

-4.84%

-5.01%

+0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

3.54%

-1.86%

Volatility

BDHIX vs. VOOG - Volatility Comparison

The current volatility for BlackRock Dynamic High Income Portfolio (BDHIX) is 3.40%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.28%. This indicates that BDHIX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDHIXVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

7.28%

-3.88%

Volatility (6M)

Calculated over the trailing 6-month period

5.25%

12.68%

-7.43%

Volatility (1Y)

Calculated over the trailing 1-year period

9.03%

22.28%

-13.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.84%

21.16%

-12.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.12%

20.65%

-11.53%