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BHYIX vs. CEF.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BHYIX vs. CEF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX) and Sprott Physical Gold and Silver Trust (CEF.TO). The values are adjusted to include any dividend payments, if applicable.

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BHYIX vs. CEF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
-1.59%9.18%8.55%13.19%-11.24%5.53%5.87%15.35%-2.81%8.23%
CEF.TO
Sprott Physical Gold and Silver Trust
4.30%92.54%24.12%7.09%0.66%-8.06%31.91%16.78%-6.40%17.82%
Different Trading Currencies

BHYIX is traded in USD, while CEF.TO is traded in CAD. To make them comparable, the CEF.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BHYIX achieves a -1.59% return, which is significantly lower than CEF.TO's 4.30% return. Over the past 10 years, BHYIX has underperformed CEF.TO with an annualized return of 5.93%, while CEF.TO has yielded a comparatively higher 15.03% annualized return.


BHYIX

1D
0.14%
1M
-2.23%
YTD
-1.59%
6M
0.03%
1Y
6.58%
3Y*
8.30%
5Y*
4.15%
10Y*
5.93%

CEF.TO

1D
5.16%
1M
-15.47%
YTD
4.30%
6M
30.09%
1Y
68.26%
3Y*
36.16%
5Y*
21.92%
10Y*
15.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BHYIX vs. CEF.TO — Risk / Return Rank

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

BHYIX
BHYIX Risk / Return Rank: 8989
Overall Rank
BHYIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
BHYIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
BHYIX Omega Ratio Rank: 9292
Omega Ratio Rank
BHYIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
BHYIX Martin Ratio Rank: 8888
Martin Ratio Rank

CEF.TO
CEF.TO Risk / Return Rank: 8585
Overall Rank
CEF.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CEF.TO Sortino Ratio Rank: 8080
Sortino Ratio Rank
CEF.TO Omega Ratio Rank: 8787
Omega Ratio Rank
CEF.TO Calmar Ratio Rank: 8383
Calmar Ratio Rank
CEF.TO Martin Ratio Rank: 8888
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.

BHYIX vs. CEF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX) and Sprott Physical Gold and Silver Trust (CEF.TO). 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.


BHYIXCEF.TODifference

Sharpe ratio

Return per unit of total volatility

1.88

1.84

+0.04

Sortino ratio

Return per unit of downside risk

2.67

2.12

+0.55

Omega ratio

Gain probability vs. loss probability

1.43

1.34

+0.09

Calmar ratio

Return relative to maximum drawdown

2.06

2.58

-0.52

Martin ratio

Return relative to average drawdown

9.42

9.57

-0.15

BHYIX vs. CEF.TO - Sharpe Ratio Comparison

The current BHYIX Sharpe Ratio is 1.88, which is comparable to the CEF.TO Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of BHYIX and CEF.TO, 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


BHYIXCEF.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

1.84

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.92

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

0.68

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.35

+0.85

Correlation

The correlation between BHYIX and CEF.TO 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.


Dividends

BHYIX vs. CEF.TO - Dividend Comparison

BHYIX's dividend yield for the trailing twelve months is around 6.65%, while CEF.TO has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
6.65%7.05%7.46%6.15%4.91%4.73%5.12%5.70%6.33%5.82%5.96%6.33%
CEF.TO
Sprott Physical Gold and Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.08%0.09%0.09%

Drawdowns

BHYIX vs. CEF.TO - Drawdown Comparison

The maximum BHYIX drawdown since its inception was -34.82%, smaller than the maximum CEF.TO drawdown of -62.33%. Use the drawdown chart below to compare losses from any high point for BHYIX and CEF.TO.


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Drawdown Indicators


BHYIXCEF.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.82%

-58.68%

+23.86%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-25.60%

+22.34%

Max Drawdown (5Y)

Largest decline over 5 years

-15.45%

-25.60%

+10.15%

Max Drawdown (10Y)

Largest decline over 10 years

-23.23%

-29.04%

+5.81%

Current Drawdown

Current decline from peak

-2.27%

-17.81%

+15.54%

Average Drawdown

Average peak-to-trough decline

-2.77%

-30.46%

+27.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

7.06%

-6.35%

Volatility

BHYIX vs. CEF.TO - Volatility Comparison

The current volatility for BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX) is 1.20%, while Sprott Physical Gold and Silver Trust (CEF.TO) has a volatility of 14.62%. This indicates that BHYIX experiences smaller price fluctuations and is considered to be less risky than CEF.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BHYIXCEF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

14.62%

-13.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

35.27%

-33.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

37.28%

-33.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

23.94%

-18.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.92%

22.28%

-16.36%