BIBDX vs. VFV.TO
Compare and contrast key facts about BlackRock Global Dividend Portfolio (BIBDX) and Vanguard S&P 500 Index ETF (VFV.TO).
BIBDX is managed by Blackrock. It was launched on Apr 6, 2008. VFV.TO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Nov 2, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIBDX or VFV.TO.
Performance
BIBDX vs. VFV.TO - Performance Comparison
Returns By Period
In the year-to-date period, BIBDX achieves a 13.17% return, which is significantly lower than VFV.TO's 33.24% return. Over the past 10 years, BIBDX has underperformed VFV.TO with an annualized return of 6.96%, while VFV.TO has yielded a comparatively higher 15.38% annualized return.
BIBDX
13.17%
-0.83%
6.46%
18.94%
8.37%
6.96%
VFV.TO
33.24%
4.12%
15.68%
34.73%
16.62%
15.38%
Key characteristics
| BIBDX | VFV.TO | |
|---|---|---|
| Sharpe Ratio | 1.91 | 3.17 |
| Sortino Ratio | 2.68 | 4.41 |
| Omega Ratio | 1.34 | 1.60 |
| Calmar Ratio | 3.82 | 4.62 |
| Martin Ratio | 11.95 | 22.35 |
| Ulcer Index | 1.58% | 1.57% |
| Daily Std Dev | 9.92% | 11.09% |
| Max Drawdown | -42.34% | -27.43% |
| Current Drawdown | -2.38% | -0.40% |
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BIBDX vs. VFV.TO - Expense Ratio Comparison
BIBDX has a 0.75% expense ratio, which is higher than VFV.TO's 0.09% expense ratio.
Correlation
The correlation between BIBDX and VFV.TO is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
BIBDX vs. VFV.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Dividend Portfolio (BIBDX) and Vanguard S&P 500 Index ETF (VFV.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.
Dividends
BIBDX vs. VFV.TO - Dividend Comparison
BIBDX's dividend yield for the trailing twelve months is around 1.58%, more than VFV.TO's 0.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIBDX BlackRock Global Dividend Portfolio | 1.58% | 2.00% | 2.07% | 1.73% | 2.39% | 2.82% | 3.29% | 2.33% | 2.29% | 2.75% | 3.43% | 2.60% |
VFV.TO Vanguard S&P 500 Index ETF | 0.98% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% | 1.48% | 1.42% |
Drawdowns
BIBDX vs. VFV.TO - Drawdown Comparison
The maximum BIBDX drawdown since its inception was -42.34%, which is greater than VFV.TO's maximum drawdown of -27.43%. Use the drawdown chart below to compare losses from any high point for BIBDX and VFV.TO. For additional features, visit the drawdowns tool.
Volatility
BIBDX vs. VFV.TO - Volatility Comparison
The current volatility for BlackRock Global Dividend Portfolio (BIBDX) is 2.97%, while Vanguard S&P 500 Index ETF (VFV.TO) has a volatility of 4.00%. This indicates that BIBDX experiences smaller price fluctuations and is considered to be less risky than VFV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.