BGSAX vs. SFLNX
Compare and contrast key facts about BlackRock Technology Opportunities Fund Investor A (BGSAX) and Schwab Fundamental US Large Company Index Fund (SFLNX).
BGSAX is managed by Blackrock. It was launched on Apr 15, 2000. SFLNX is a passively managed fund by Charles Schwab that tracks the performance of the Russell RAFI US Large Company Index. It was launched on Apr 2, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BGSAX or SFLNX.
Key characteristics
| BGSAX | SFLNX | |
|---|---|---|
| YTD Return | 35.50% | 20.97% |
| 1Y Return | 48.02% | 33.27% |
| 3Y Return (Ann) | 1.08% | 10.56% |
| 5Y Return (Ann) | 16.92% | 14.78% |
| 10Y Return (Ann) | 17.00% | 11.85% |
| Sharpe Ratio | 2.09 | 2.93 |
| Sortino Ratio | 2.68 | 4.03 |
| Omega Ratio | 1.36 | 1.55 |
| Calmar Ratio | 1.51 | 5.13 |
| Martin Ratio | 9.71 | 19.47 |
| Ulcer Index | 4.93% | 1.70% |
| Daily Std Dev | 22.94% | 11.26% |
| Max Drawdown | -73.76% | -60.01% |
| Current Drawdown | -0.46% | -0.71% |
Correlation
The correlation between BGSAX and SFLNX is 0.74, 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.
Performance
BGSAX vs. SFLNX - Performance Comparison
In the year-to-date period, BGSAX achieves a 35.50% return, which is significantly higher than SFLNX's 20.97% return. Over the past 10 years, BGSAX has outperformed SFLNX with an annualized return of 17.00%, while SFLNX has yielded a comparatively lower 11.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BGSAX vs. SFLNX - Expense Ratio Comparison
BGSAX has a 1.20% expense ratio, which is higher than SFLNX's 0.25% expense ratio.
Risk-Adjusted Performance
BGSAX vs. SFLNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Technology Opportunities Fund Investor A (BGSAX) and Schwab Fundamental US Large Company Index Fund (SFLNX). 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.
Dividends
BGSAX vs. SFLNX - Dividend Comparison
BGSAX has not paid dividends to shareholders, while SFLNX's dividend yield for the trailing twelve months is around 1.54%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SFLNX Schwab Fundamental US Large Company Index Fund | 1.54% | 1.86% | 2.09% | 1.74% | 2.43% | 2.39% | 2.86% | 2.10% | 2.25% | 2.42% | 1.73% | 1.51% |
Drawdowns
BGSAX vs. SFLNX - Drawdown Comparison
The maximum BGSAX drawdown since its inception was -73.76%, which is greater than SFLNX's maximum drawdown of -60.01%. Use the drawdown chart below to compare losses from any high point for BGSAX and SFLNX. For additional features, visit the drawdowns tool.
Volatility
BGSAX vs. SFLNX - Volatility Comparison
BlackRock Technology Opportunities Fund Investor A (BGSAX) has a higher volatility of 6.41% compared to Schwab Fundamental US Large Company Index Fund (SFLNX) at 3.92%. This indicates that BGSAX's price experiences larger fluctuations and is considered to be riskier than SFLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.