BHK vs. VGLT
Compare and contrast key facts about BlackRock Core Bond Trust (BHK) and Vanguard Long-Term Treasury ETF (VGLT).
VGLT is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Long Treasury Index. It was launched on Nov 19, 2009.
Performance
BHK vs. VGLT - Performance Comparison
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BHK vs. VGLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGLT Vanguard Long-Term Treasury ETF | -0.14% | 5.35% | -6.28% | 3.27% | -29.34% | -4.98% | 17.57% | 14.30% | -1.54% | 8.64% |
Returns By Period
In the year-to-date period, BHK achieves a -2.31% return, which is significantly lower than VGLT's -0.14% return. Over the past 10 years, BHK has outperformed VGLT with an annualized return of 3.37%, while VGLT has yielded a comparatively lower -0.87% 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%
VGLT
- 1D
- -0.05%
- 1M
- -3.18%
- YTD
- -0.14%
- 6M
- -0.79%
- 1Y
- -0.40%
- 3Y*
- -1.59%
- 5Y*
- -4.89%
- 10Y*
- -0.87%
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Return for Risk
BHK vs. VGLT — Risk / Return Rank
BHK
VGLT
BHK vs. VGLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Core Bond Trust (BHK) and Vanguard Long-Term Treasury ETF (VGLT). 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.
| BHK | VGLT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.50 | -0.04 | -0.46 |
Sortino ratioReturn per unit of downside risk | -0.55 | 0.02 | -0.56 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.00 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | -0.53 | 0.04 | -0.57 |
Martin ratioReturn relative to average drawdown | -0.92 | 0.09 | -1.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BHK | VGLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | -0.04 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | -0.34 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | -0.06 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.19 | +0.21 |
Correlation
The correlation between BHK and VGLT 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.
Dividends
BHK vs. VGLT - Dividend Comparison
BHK's dividend yield for the trailing twelve months is around 9.75%, more than VGLT's 4.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGLT Vanguard Long-Term Treasury ETF | 4.54% | 4.44% | 4.33% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% |
Drawdowns
BHK vs. VGLT - Drawdown Comparison
The maximum BHK drawdown since its inception was -39.59%, smaller than the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for BHK and VGLT.
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Drawdown Indicators
| BHK | VGLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.59% | -46.18% | +6.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.44% | -8.48% | -1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -39.59% | -40.98% | +1.39% |
Max Drawdown (10Y)Largest decline over 10 years | -39.59% | -46.18% | +6.59% |
Current DrawdownCurrent decline from peak | -20.73% | -36.66% | +15.93% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -14.83% | +7.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.98% | 3.86% | +2.12% |
Volatility
BHK vs. VGLT - Volatility Comparison
BlackRock Core Bond Trust (BHK) has a higher volatility of 3.66% compared to Vanguard Long-Term Treasury ETF (VGLT) at 3.45%. This indicates that BHK's price experiences larger fluctuations and is considered to be riskier than VGLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BHK | VGLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 3.45% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 6.15% | 6.00% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 10.32% | +1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.41% | 14.59% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.06% | 13.84% | -0.78% |