PortfoliosLab logoPortfoliosLab logo
BGSAX vs. FSDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGSAX vs. FSDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Technology Opportunities Fund Investor A (BGSAX) and Fidelity Strategic Dividend & Income Fund (FSDIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BGSAX vs. FSDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGSAX
BlackRock Technology Opportunities Fund Investor A
-10.56%19.63%40.56%49.09%-43.13%8.19%86.27%43.84%2.03%49.45%
FSDIX
Fidelity Strategic Dividend & Income Fund
3.35%6.52%11.52%9.45%-9.84%19.03%11.23%22.50%-4.33%11.23%

Returns By Period

In the year-to-date period, BGSAX achieves a -10.56% return, which is significantly lower than FSDIX's 3.35% return. Over the past 10 years, BGSAX has outperformed FSDIX with an annualized return of 20.19%, while FSDIX has yielded a comparatively lower 8.58% annualized return.


BGSAX

1D
-1.95%
1M
-11.20%
YTD
-10.56%
6M
-11.60%
1Y
22.97%
3Y*
23.19%
5Y*
7.20%
10Y*
20.19%

FSDIX

1D
-0.27%
1M
-5.65%
YTD
3.35%
6M
-0.38%
1Y
8.54%
3Y*
9.57%
5Y*
6.48%
10Y*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BGSAX vs. FSDIX - Expense Ratio Comparison

BGSAX has a 1.20% expense ratio, which is higher than FSDIX's 0.68% expense ratio.


Return for Risk

BGSAX vs. FSDIX — Risk / Return Rank

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

BGSAX
BGSAX Risk / Return Rank: 3636
Overall Rank
BGSAX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BGSAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
BGSAX Omega Ratio Rank: 3939
Omega Ratio Rank
BGSAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
BGSAX Martin Ratio Rank: 2626
Martin Ratio Rank

FSDIX
FSDIX Risk / Return Rank: 3131
Overall Rank
FSDIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FSDIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FSDIX Omega Ratio Rank: 3535
Omega Ratio Rank
FSDIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
FSDIX Martin Ratio Rank: 3232
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.

BGSAX vs. FSDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Technology Opportunities Fund Investor A (BGSAX) and Fidelity Strategic Dividend & Income Fund (FSDIX). 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.


BGSAXFSDIXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.70

+0.10

Sortino ratio

Return per unit of downside risk

1.28

0.96

+0.32

Omega ratio

Gain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

0.95

0.85

+0.10

Martin ratio

Return relative to average drawdown

2.87

3.41

-0.54

BGSAX vs. FSDIX - Sharpe Ratio Comparison

The current BGSAX Sharpe Ratio is 0.80, which is comparable to the FSDIX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of BGSAX and FSDIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BGSAXFSDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.70

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.58

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.69

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.51

-0.13

Correlation

The correlation between BGSAX and FSDIX is 0.73, 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

BGSAX vs. FSDIX - Dividend Comparison

BGSAX's dividend yield for the trailing twelve months is around 15.15%, more than FSDIX's 1.74% yield.


TTM20252024202320222021202020192018201720162015
BGSAX
BlackRock Technology Opportunities Fund Investor A
15.15%13.55%8.68%0.00%0.00%7.66%4.86%1.50%1.24%8.01%1.17%0.00%
FSDIX
Fidelity Strategic Dividend & Income Fund
1.74%1.80%5.27%5.71%4.23%8.43%5.67%6.68%8.19%6.57%4.92%6.38%

Drawdowns

BGSAX vs. FSDIX - Drawdown Comparison

The maximum BGSAX drawdown since its inception was -73.75%, which is greater than FSDIX's maximum drawdown of -58.92%. Use the drawdown chart below to compare losses from any high point for BGSAX and FSDIX.


Loading graphics...

Drawdown Indicators


BGSAXFSDIXDifference

Max Drawdown

Largest peak-to-trough decline

-73.75%

-58.92%

-14.83%

Max Drawdown (1Y)

Largest decline over 1 year

-18.49%

-9.50%

-8.99%

Max Drawdown (5Y)

Largest decline over 5 years

-49.22%

-17.08%

-32.14%

Max Drawdown (10Y)

Largest decline over 10 years

-49.22%

-29.99%

-19.23%

Current Drawdown

Current decline from peak

-18.49%

-5.75%

-12.74%

Average Drawdown

Average peak-to-trough decline

-26.53%

-6.40%

-20.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.12%

2.35%

+3.77%

Volatility

BGSAX vs. FSDIX - Volatility Comparison

BlackRock Technology Opportunities Fund Investor A (BGSAX) has a higher volatility of 9.62% compared to Fidelity Strategic Dividend & Income Fund (FSDIX) at 3.31%. This indicates that BGSAX's price experiences larger fluctuations and is considered to be riskier than FSDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BGSAXFSDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.62%

3.31%

+6.31%

Volatility (6M)

Calculated over the trailing 6-month period

18.69%

8.75%

+9.94%

Volatility (1Y)

Calculated over the trailing 1-year period

28.11%

13.16%

+14.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.36%

11.23%

+16.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.55%

12.55%

+13.00%