BHK vs. VOO
Compare and contrast key facts about BlackRock Core Bond Trust (BHK) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BHK or VOO.
Key characteristics
BHK | VOO | |
---|---|---|
YTD Return | -1.96% | 5.43% |
1Y Return | 5.12% | 23.09% |
3Y Return (Ann) | -6.24% | 7.90% |
5Y Return (Ann) | 1.81% | 13.22% |
10Y Return (Ann) | 4.05% | 12.47% |
Sharpe Ratio | 0.37 | 1.97 |
Daily Std Dev | 13.12% | 11.80% |
Max Drawdown | -39.60% | -33.99% |
Current Drawdown | -25.42% | -4.63% |
Correlation
The correlation between BHK and VOO is 0.12, 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.
Performance
BHK vs. VOO - Performance Comparison
In the year-to-date period, BHK achieves a -1.96% return, which is significantly lower than VOO's 5.43% return. Over the past 10 years, BHK has underperformed VOO with an annualized return of 4.05%, while VOO has yielded a comparatively higher 12.47% 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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Risk-Adjusted Performance
BHK vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Core Bond Trust (BHK) 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.
Dividends
BHK vs. VOO - Dividend Comparison
BHK's dividend yield for the trailing twelve months is around 8.61%, more than VOO's 1.40% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
BlackRock Core Bond Trust | 8.61% | 8.21% | 7.91% | 6.29% | 5.00% | 5.25% | 6.30% | 5.48% | 6.14% | 6.93% | 7.98% | 6.75% |
Vanguard S&P 500 ETF | 1.40% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BHK vs. VOO - Drawdown Comparison
The maximum BHK drawdown since its inception was -39.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BHK and VOO. For additional features, visit the drawdowns tool.
Volatility
BHK vs. VOO - Volatility Comparison
The current volatility for BlackRock Core Bond Trust (BHK) is 2.46%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.25%. This indicates that BHK experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.