PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BGSAX vs. SDIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BGSAX vs. SDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Technology Opportunities Fund Investor A (BGSAX) and Global X SuperDividend ETF (SDIV). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.43%
0.76%
BGSAX
SDIV

Returns By Period

In the year-to-date period, BGSAX achieves a 33.75% return, which is significantly higher than SDIV's 4.60% return. Over the past 10 years, BGSAX has outperformed SDIV with an annualized return of 16.93%, while SDIV has yielded a comparatively lower -3.32% annualized return.


BGSAX

YTD

33.75%

1M

1.38%

6M

14.08%

1Y

41.06%

5Y (annualized)

16.21%

10Y (annualized)

16.93%

SDIV

YTD

4.60%

1M

-4.10%

6M

-0.77%

1Y

11.58%

5Y (annualized)

-6.87%

10Y (annualized)

-3.32%

Key characteristics


BGSAXSDIV
Sharpe Ratio1.740.71
Sortino Ratio2.301.03
Omega Ratio1.311.13
Calmar Ratio1.340.23
Martin Ratio8.112.87
Ulcer Index4.95%3.62%
Daily Std Dev23.01%14.55%
Max Drawdown-73.76%-56.90%
Current Drawdown-1.74%-38.22%

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. SDIV - Expense Ratio Comparison

BGSAX has a 1.20% expense ratio, which is higher than SDIV's 0.58% expense ratio.


BGSAX
BlackRock Technology Opportunities Fund Investor A
Expense ratio chart for BGSAX: current value at 1.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.20%
Expense ratio chart for SDIV: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Correlation

-0.50.00.51.00.6

The correlation between BGSAX and SDIV is 0.58, 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.

Risk-Adjusted Performance

BGSAX vs. SDIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Technology Opportunities Fund Investor A (BGSAX) and Global X SuperDividend ETF (SDIV). 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.


Sharpe ratio
The chart of Sharpe ratio for BGSAX, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.005.001.740.71
The chart of Sortino ratio for BGSAX, currently valued at 2.30, compared to the broader market0.005.0010.002.301.03
The chart of Omega ratio for BGSAX, currently valued at 1.31, compared to the broader market1.002.003.004.001.311.13
The chart of Calmar ratio for BGSAX, currently valued at 1.34, compared to the broader market0.005.0010.0015.0020.0025.001.340.23
The chart of Martin ratio for BGSAX, currently valued at 8.11, compared to the broader market0.0020.0040.0060.0080.00100.008.112.87
BGSAX
SDIV

The current BGSAX Sharpe Ratio is 1.74, which is higher than the SDIV Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of BGSAX and SDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.74
0.71
BGSAX
SDIV

Dividends

BGSAX vs. SDIV - Dividend Comparison

BGSAX has not paid dividends to shareholders, while SDIV's dividend yield for the trailing twelve months is around 10.95%.


TTM20232022202120202019201820172016201520142013
BGSAX
BlackRock Technology Opportunities Fund Investor A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SDIV
Global X SuperDividend ETF
10.95%11.73%14.17%8.95%7.96%8.74%9.22%6.66%6.95%7.33%6.45%6.89%

Drawdowns

BGSAX vs. SDIV - Drawdown Comparison

The maximum BGSAX drawdown since its inception was -73.76%, which is greater than SDIV's maximum drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for BGSAX and SDIV. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.74%
-38.22%
BGSAX
SDIV

Volatility

BGSAX vs. SDIV - Volatility Comparison

BlackRock Technology Opportunities Fund Investor A (BGSAX) has a higher volatility of 6.69% compared to Global X SuperDividend ETF (SDIV) at 3.65%. This indicates that BGSAX's price experiences larger fluctuations and is considered to be riskier than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.69%
3.65%
BGSAX
SDIV