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BHK vs. VOO

Last updated May 27, 2023

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


BHKVOO
YTD Return2.16%10.28%
1Y Return-4.72%5.42%
5Y Return (Ann)1.98%11.00%
10Y Return (Ann)3.13%11.83%
Sharpe Ratio-0.220.36
Daily Std Dev19.25%21.12%
Max Drawdown-39.67%-33.99%

Correlation

0.11
-1.001.00

The correlation between BHK and VOO is 0.11, 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. VOO - Performance Comparison

In the year-to-date period, BHK achieves a 2.16% return, which is significantly lower than VOO's 10.28% return. Over the past 10 years, BHK has underperformed VOO with an annualized return of 3.13%, while VOO has yielded a comparatively higher 11.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%December2023FebruaryMarchAprilMay
70.23%
386.96%
BHK
VOO

Compare stocks, funds, or ETFs


BlackRock Core Bond Trust

Vanguard S&P 500 ETF

BHK vs. VOO - Dividend Comparison

BHK's dividend yield for the trailing twelve months is around 11.64%, more than VOO's 1.93% yield.


TTM20222021202020192018201720162015201420132012
BHK
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%
VOO
Vanguard S&P 500 ETF
1.93%1.70%1.27%1.60%1.99%2.22%1.95%2.25%2.40%2.16%2.18%2.64%

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BHK
BlackRock Core Bond Trust
-0.22
VOO
Vanguard S&P 500 ETF
0.36

BHK vs. VOO - Sharpe Ratio Comparison

The current BHK Sharpe Ratio is -0.22, which is lower than the VOO Sharpe Ratio of 0.36. The chart below compares the 12-month rolling Sharpe Ratio of BHK and VOO.


-1.50-1.00-0.500.000.50December2023FebruaryMarchAprilMay
-0.22
0.36
BHK
VOO

BHK vs. VOO - Drawdown Comparison

The maximum BHK drawdown for the period was -33.77%, lower than the maximum VOO drawdown of -19.87%. The drawdown chart below compares losses from any high point along the way for BHK and VOO


-30.00%-25.00%-20.00%-15.00%-10.00%December2023FebruaryMarchAprilMay
-32.14%
-10.31%
BHK
VOO

BHK vs. VOO - Volatility Comparison

The current volatility for BlackRock Core Bond Trust (BHK) is 3.62%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.82%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%December2023FebruaryMarchAprilMay
3.62%
3.82%
BHK
VOO