PortfoliosLab logo
BGSIX vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BGSIX and ^NDX is 0.84, 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

BGSIX vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Technology Opportunities Institutional (BGSIX) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

BGSIX:

0.36

^NDX:

0.59

Sortino Ratio

BGSIX:

0.72

^NDX:

1.01

Omega Ratio

BGSIX:

1.10

^NDX:

1.14

Calmar Ratio

BGSIX:

0.42

^NDX:

0.67

Martin Ratio

BGSIX:

1.23

^NDX:

2.19

Ulcer Index

BGSIX:

9.74%

^NDX:

7.03%

Daily Std Dev

BGSIX:

31.89%

^NDX:

25.60%

Max Drawdown

BGSIX:

-73.48%

^NDX:

-82.90%

Current Drawdown

BGSIX:

-10.22%

^NDX:

-5.90%

Returns By Period

In the year-to-date period, BGSIX achieves a -2.74% return, which is significantly lower than ^NDX's -0.69% return. Over the past 10 years, BGSIX has underperformed ^NDX with an annualized return of 15.66%, while ^NDX has yielded a comparatively higher 16.65% annualized return.


BGSIX

YTD

-2.74%

1M

14.39%

6M

-6.77%

1Y

11.52%

5Y*

11.83%

10Y*

15.66%

^NDX

YTD

-0.69%

1M

11.65%

6M

-1.13%

1Y

14.91%

5Y*

18.40%

10Y*

16.65%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BGSIX vs. ^NDX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGSIX
The Risk-Adjusted Performance Rank of BGSIX is 5454
Overall Rank
The Sharpe Ratio Rank of BGSIX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of BGSIX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of BGSIX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of BGSIX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BGSIX is 5050
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 7171
Overall Rank
The Sharpe Ratio Rank of ^NDX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BGSIX vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Technology Opportunities Institutional (BGSIX) and NASDAQ 100 (^NDX). 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 BGSIX Sharpe Ratio is 0.36, which is lower than the ^NDX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of BGSIX and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Drawdowns

BGSIX vs. ^NDX - Drawdown Comparison

The maximum BGSIX drawdown since its inception was -73.48%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for BGSIX and ^NDX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

BGSIX vs. ^NDX - Volatility Comparison

BlackRock Technology Opportunities Institutional (BGSIX) has a higher volatility of 8.10% compared to NASDAQ 100 (^NDX) at 7.55%. This indicates that BGSIX's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...