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BGSAX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BGSAXVOO
YTD Return36.03%27.15%
1Y Return52.02%39.90%
3Y Return (Ann)1.19%10.28%
5Y Return (Ann)17.13%16.00%
10Y Return (Ann)17.14%13.43%
Sharpe Ratio2.223.15
Sortino Ratio2.824.19
Omega Ratio1.381.59
Calmar Ratio1.544.60
Martin Ratio10.3621.00
Ulcer Index4.93%1.85%
Daily Std Dev23.05%12.34%
Max Drawdown-73.76%-33.99%
Current Drawdown-0.07%0.00%

Correlation

-0.50.00.51.00.8

The correlation between BGSAX and VOO is 0.83, 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. VOO - Performance Comparison

In the year-to-date period, BGSAX achieves a 36.03% return, which is significantly higher than VOO's 27.15% return. Over the past 10 years, BGSAX has outperformed VOO with an annualized return of 17.14%, while VOO has yielded a comparatively lower 13.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%550.00%600.00%650.00%700.00%750.00%JuneJulyAugustSeptemberOctoberNovember
757.92%
609.26%
BGSAX
VOO

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BGSAX vs. VOO - Expense Ratio Comparison

BGSAX has a 1.20% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BGSAX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Technology Opportunities Fund Investor A (BGSAX) and Vanguard S&P 500 ETF (VOO). 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.


BGSAX
Sharpe ratio
The chart of Sharpe ratio for BGSAX, currently valued at 2.22, compared to the broader market0.002.004.002.22
Sortino ratio
The chart of Sortino ratio for BGSAX, currently valued at 2.81, compared to the broader market0.005.0010.002.82
Omega ratio
The chart of Omega ratio for BGSAX, currently valued at 1.38, compared to the broader market1.002.003.004.001.38
Calmar ratio
The chart of Calmar ratio for BGSAX, currently valued at 1.54, compared to the broader market0.005.0010.0015.0020.001.54
Martin ratio
The chart of Martin ratio for BGSAX, currently valued at 10.36, compared to the broader market0.0020.0040.0060.0080.00100.0010.36
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.15, compared to the broader market0.002.004.003.15
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.19, compared to the broader market0.005.0010.004.19
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.59, compared to the broader market1.002.003.004.001.59
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.60, compared to the broader market0.005.0010.0015.0020.004.60
Martin ratio
The chart of Martin ratio for VOO, currently valued at 21.00, compared to the broader market0.0020.0040.0060.0080.00100.0021.00

BGSAX vs. VOO - Sharpe Ratio Comparison

The current BGSAX Sharpe Ratio is 2.22, which is comparable to the VOO Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of BGSAX and VOO, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.22
3.15
BGSAX
VOO

Dividends

BGSAX vs. VOO - Dividend Comparison

BGSAX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.


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%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BGSAX vs. VOO - Drawdown Comparison

The maximum BGSAX drawdown since its inception was -73.76%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BGSAX and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.07%
0
BGSAX
VOO

Volatility

BGSAX vs. VOO - Volatility Comparison

BlackRock Technology Opportunities Fund Investor A (BGSAX) has a higher volatility of 6.44% compared to Vanguard S&P 500 ETF (VOO) at 3.95%. This indicates that BGSAX's price experiences larger fluctuations and is considered to be riskier than VOO 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
6.44%
3.95%
BGSAX
VOO