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

Key characteristics


BGSAXVOO
YTD Return15.07%10.42%
1Y Return50.09%34.26%
3Y Return (Ann)3.13%11.43%
5Y Return (Ann)18.31%15.04%
10Y Return (Ann)18.84%13.04%
Sharpe Ratio2.562.94
Daily Std Dev19.25%11.59%
Max Drawdown-73.76%-33.99%
Current Drawdown-10.04%-0.12%

Correlation

0.83
-1.001.00

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 15.07% return, which is significantly higher than VOO's 10.42% return. Over the past 10 years, BGSAX has outperformed VOO with an annualized return of 18.84%, while VOO has yielded a comparatively lower 13.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%500.00%600.00%700.00%800.00%OctoberNovemberDecember2024FebruaryMarch
824.59%
515.91%
BGSAX
VOO

Compare stocks, funds, or ETFs


BlackRock Technology Opportunities Fund Investor A

Vanguard S&P 500 ETF

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
0.50%1.00%1.50%2.00%1.20%
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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BGSAX
BlackRock Technology Opportunities Fund Investor A
2.56
VOO
Vanguard S&P 500 ETF
2.94

BGSAX vs. VOO - Sharpe Ratio Comparison

The current BGSAX Sharpe Ratio is 2.56, which roughly equals the VOO Sharpe Ratio of 2.94. The chart below compares the 12-month rolling Sharpe Ratio of BGSAX and VOO.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.56
2.94
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 1.33%.


TTM20232022202120202019201820172016201520142013
BGSAX
BlackRock Technology Opportunities Fund Investor A
0.00%0.00%0.00%7.41%4.86%1.50%1.24%8.01%1.17%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.33%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%. The drawdown chart below compares losses from any high point along the way for BGSAX and VOO


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-10.04%
-0.12%
BGSAX
VOO

Volatility

BGSAX vs. VOO - Volatility Comparison

BlackRock Technology Opportunities Fund Investor A (BGSAX) has a higher volatility of 5.90% compared to Vanguard S&P 500 ETF (VOO) at 2.90%. 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%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
5.90%
2.90%
BGSAX
VOO