BGSAX vs. IYW

In the year-to-date period, BGSAX achieves a -6.20% return, which is significantly higher than IYW's -6.90% return. Over the past 10 years, BGSAX has underperformed IYW with an annualized return of 14.89%, while IYW has yielded a comparatively higher 19.47% annualized return.

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

BGSAX has a 1.20% expense ratio, which is higher than IYW's 0.42% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for BlackRock Technology Opportunities Fund Investor A (BGSAX) and iShares U.S. Technology ETF (IYW). 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.

The current BGSAX Sharpe Ratio is 0.23, which is lower than the IYW Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of BGSAX and IYW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BGSAX has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.22%.

The maximum BGSAX drawdown since its inception was -73.76%, smaller than the maximum IYW drawdown of -81.89%. Use the drawdown chart below to compare losses from any high point for BGSAX and IYW. For additional features, visit the drawdowns tool.

BlackRock Technology Opportunities Fund Investor A (BGSAX) and iShares U.S. Technology ETF (IYW) have volatilities of 14.89% and 15.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.