BHK vs. VCLT
Compare and contrast key facts about BlackRock Core Bond Trust (BHK) and Vanguard Long-Term Corporate Bond ETF (VCLT).
VCLT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 10+ Year Corporate Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BHK or VCLT.
|5Y Return (Ann)||1.98%||0.80%|
|10Y Return (Ann)||3.13%||2.68%|
|Daily Std Dev||19.25%||16.78%|
The correlation between BHK and VCLT is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
BHK vs. VCLT - Performance Comparison
In the year-to-date period, BHK achieves a 2.16% return, which is significantly lower than VCLT's 2.45% return. Over the past 10 years, BHK has outperformed VCLT with an annualized return of 3.13%, while VCLT has yielded a comparatively lower 2.68% 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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BHK vs. VCLT - Dividend Comparison
BHK's dividend yield for the trailing twelve months is around 11.64%, more than VCLT's 5.97% yield.
|BlackRock Core Bond Trust||11.64%||8.18%||7.09%||5.97%||6.62%||8.41%||7.77%||9.22%||11.05%||13.61%||12.49%||11.72%|
|Vanguard Long-Term Corporate Bond ETF||5.97%||4.51%||3.25%||3.44%||4.30%||5.34%||4.91%||5.54%||6.24%||5.98%||7.04%||7.00%|
BHK vs. VCLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Core Bond Trust (BHK) and Vanguard Long-Term Corporate Bond ETF (VCLT). 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 ratio||Sortino ratio||Omega ratio||Calmar ratio||Ulcer Index|
|BlackRock Core Bond Trust||-0.22|
|Vanguard Long-Term Corporate Bond ETF||-0.41|
BHK vs. VCLT - Drawdown Comparison
The maximum BHK drawdown for the period was -33.77%, roughly equal to the maximum VCLT drawdown of -27.45%. The drawdown chart below compares losses from any high point along the way for BHK and VCLT
BHK vs. VCLT - Volatility Comparison
The current volatility for BlackRock Core Bond Trust (BHK) is 3.62%, while Vanguard Long-Term Corporate Bond ETF (VCLT) has a volatility of 4.14%. This indicates that BHK experiences smaller price fluctuations and is considered to be less risky than VCLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.