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BHK vs. VCLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BHK vs. VCLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Core Bond Trust (BHK) and Vanguard Long-Term Corporate Bond ETF (VCLT). The values are adjusted to include any dividend payments, if applicable.

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BHK vs. VCLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BHK
BlackRock Core Bond Trust
-2.31%2.51%4.02%14.42%-32.52%8.03%18.02%26.36%-7.59%14.22%
VCLT
Vanguard Long-Term Corporate Bond ETF
-0.48%7.18%-1.90%11.17%-25.50%-1.73%13.27%23.89%-7.04%11.70%

Returns By Period

In the year-to-date period, BHK achieves a -2.31% return, which is significantly lower than VCLT's -0.48% return. Over the past 10 years, BHK has outperformed VCLT with an annualized return of 3.37%, while VCLT has yielded a comparatively lower 2.47% annualized return.


BHK

1D
-0.11%
1M
-2.90%
YTD
-2.31%
6M
-4.41%
1Y
-5.94%
3Y*
3.80%
5Y*
-2.27%
10Y*
3.37%

VCLT

1D
0.16%
1M
-2.31%
YTD
-0.48%
6M
-1.46%
1Y
3.64%
3Y*
3.12%
5Y*
-1.70%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BHK vs. VCLT — Risk / Return Rank

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

BHK
BHK Risk / Return Rank: 2020
Overall Rank
BHK Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BHK Sortino Ratio Rank: 1818
Sortino Ratio Rank
BHK Omega Ratio Rank: 1717
Omega Ratio Rank
BHK Calmar Ratio Rank: 2323
Calmar Ratio Rank
BHK Martin Ratio Rank: 2424
Martin Ratio Rank

VCLT
VCLT Risk / Return Rank: 2323
Overall Rank
VCLT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 1919
Sortino Ratio Rank
VCLT Omega Ratio Rank: 1919
Omega Ratio Rank
VCLT Calmar Ratio Rank: 3131
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BHK vs. VCLT - Risk-Adjusted Trends 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.


BHKVCLTDifference

Sharpe ratio

Return per unit of total volatility

-0.50

0.36

-0.85

Sortino ratio

Return per unit of downside risk

-0.55

0.54

-1.09

Omega ratio

Gain probability vs. loss probability

0.92

1.07

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.53

0.78

-1.30

Martin ratio

Return relative to average drawdown

-0.92

1.80

-2.72

BHK vs. VCLT - Sharpe Ratio Comparison

The current BHK Sharpe Ratio is -0.50, which is lower than the VCLT Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of BHK and VCLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BHKVCLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.50

0.36

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

-0.13

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.19

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.39

+0.01

Correlation

The correlation between BHK and VCLT is 0.35, 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.


Dividends

BHK vs. VCLT - Dividend Comparison

BHK's dividend yield for the trailing twelve months is around 9.75%, more than VCLT's 5.64% yield.


TTM20252024202320222021202020192018201720162015
BHK
BlackRock Core Bond Trust
9.75%9.25%8.56%8.21%7.91%6.36%5.06%5.32%6.39%5.56%6.23%7.03%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.64%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%

Drawdowns

BHK vs. VCLT - Drawdown Comparison

The maximum BHK drawdown since its inception was -39.59%, which is greater than VCLT's maximum drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for BHK and VCLT.


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Drawdown Indicators


BHKVCLTDifference

Max Drawdown

Largest peak-to-trough decline

-39.59%

-34.31%

-5.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.44%

-5.39%

-5.05%

Max Drawdown (5Y)

Largest decline over 5 years

-39.59%

-34.31%

-5.28%

Max Drawdown (10Y)

Largest decline over 10 years

-39.59%

-34.31%

-5.28%

Current Drawdown

Current decline from peak

-20.73%

-15.60%

-5.13%

Average Drawdown

Average peak-to-trough decline

-7.67%

-8.09%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.98%

2.33%

+3.65%

Volatility

BHK vs. VCLT - Volatility Comparison

The current volatility for BlackRock Core Bond Trust (BHK) is 3.66%, while Vanguard Long-Term Corporate Bond ETF (VCLT) has a volatility of 3.99%. 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.


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Volatility by Period


BHKVCLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

3.99%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

6.15%

5.62%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

12.02%

10.21%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

12.80%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.06%

12.84%

+0.22%