BGSAX vs. SDIV

In the year-to-date period, BGSAX achieves a -6.20% return, which is significantly lower than SDIV's 5.00% return. Over the past 10 years, BGSAX has outperformed SDIV with an annualized return of 14.89%, while SDIV has yielded a comparatively lower -3.14% annualized return.

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

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.

The current BGSAX Sharpe Ratio is 0.23, which is comparable to the SDIV Sharpe Ratio of 0.32. 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.

BGSAX has not paid dividends to shareholders, while SDIV's dividend yield for the trailing twelve months is around 11.12%.

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.

BlackRock Technology Opportunities Fund Investor A (BGSAX) has a higher volatility of 14.89% compared to Global X SuperDividend ETF (SDIV) at 7.35%. 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.