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BFRAX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BFRAX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Floating Rate Income Fund (BFRAX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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BFRAX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BFRAX
BlackRock Floating Rate Income Fund
-1.16%5.35%8.12%9.94%-1.43%3.59%2.39%8.60%-0.74%3.10%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, BFRAX achieves a -1.16% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, BFRAX has underperformed VOO with an annualized return of 4.35%, while VOO has yielded a comparatively higher 14.14% annualized return.


BFRAX

1D
0.11%
1M
0.21%
YTD
-1.16%
6M
0.13%
1Y
4.08%
3Y*
6.28%
5Y*
4.55%
10Y*
4.35%

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BFRAX vs. VOO - Expense Ratio Comparison

BFRAX has a 0.90% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

BFRAX vs. VOO — Risk / Return Rank

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

BFRAX
BFRAX Risk / Return Rank: 7878
Overall Rank
BFRAX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BFRAX Sortino Ratio Rank: 7676
Sortino Ratio Rank
BFRAX Omega Ratio Rank: 9090
Omega Ratio Rank
BFRAX Calmar Ratio Rank: 7979
Calmar Ratio Rank
BFRAX Martin Ratio Rank: 7171
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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.

BFRAX vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Floating Rate Income Fund (BFRAX) and Vanguard S&P 500 ETF (VOO). 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.


BFRAXVOODifference

Sharpe ratio

Return per unit of total volatility

1.38

1.01

+0.37

Sortino ratio

Return per unit of downside risk

2.00

1.53

+0.46

Omega ratio

Gain probability vs. loss probability

1.42

1.23

+0.19

Calmar ratio

Return relative to maximum drawdown

2.00

1.55

+0.45

Martin ratio

Return relative to average drawdown

7.22

7.31

-0.09

BFRAX vs. VOO - Sharpe Ratio Comparison

The current BFRAX Sharpe Ratio is 1.38, which is higher than the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of BFRAX and VOO, 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


BFRAXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.01

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.65

0.71

+0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

0.79

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.83

-0.47

Correlation

The correlation between BFRAX and VOO is 0.29, 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

BFRAX vs. VOO - Dividend Comparison

BFRAX's dividend yield for the trailing twelve months is around 6.13%, more than VOO's 1.18% yield.


TTM20252024202320222021202020192018201720162015
BFRAX
BlackRock Floating Rate Income Fund
6.13%6.68%8.00%6.24%4.09%2.91%3.81%4.65%4.58%3.45%3.90%4.02%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

BFRAX vs. VOO - Drawdown Comparison

The maximum BFRAX drawdown since its inception was -44.69%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BFRAX and VOO.


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Drawdown Indicators


BFRAXVOODifference

Max Drawdown

Largest peak-to-trough decline

-44.69%

-33.99%

-10.70%

Max Drawdown (1Y)

Largest decline over 1 year

-2.10%

-11.98%

+9.88%

Max Drawdown (5Y)

Largest decline over 5 years

-6.43%

-24.52%

+18.09%

Max Drawdown (10Y)

Largest decline over 10 years

-20.61%

-33.99%

+13.38%

Current Drawdown

Current decline from peak

-1.36%

-5.55%

+4.19%

Average Drawdown

Average peak-to-trough decline

-6.82%

-3.72%

-3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

2.55%

-1.94%

Volatility

BFRAX vs. VOO - Volatility Comparison

The current volatility for BlackRock Floating Rate Income Fund (BFRAX) is 0.66%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that BFRAX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BFRAXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

5.34%

-4.68%

Volatility (6M)

Calculated over the trailing 6-month period

1.65%

9.47%

-7.82%

Volatility (1Y)

Calculated over the trailing 1-year period

2.98%

18.11%

-15.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.76%

16.82%

-14.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.94%

17.99%

-14.05%