BICSX vs. VWO
Compare and contrast key facts about BlackRock Commodity Strategies Portfolio (BICSX) and Vanguard FTSE Emerging Markets ETF (VWO).
BICSX is managed by BlackRock. It was launched on Oct 2, 2011. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Performance
BICSX vs. VWO - Performance Comparison
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BICSX vs. VWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BICSX BlackRock Commodity Strategies Portfolio | 19.23% | 28.70% | 4.38% | -4.32% | 11.90% | 22.44% | 6.80% | 11.60% | -14.50% | 8.28% |
VWO Vanguard FTSE Emerging Markets ETF | 0.54% | 25.60% | 10.59% | 9.25% | -17.98% | 1.26% | 15.17% | 20.75% | -14.76% | 31.49% |
Returns By Period
In the year-to-date period, BICSX achieves a 19.23% return, which is significantly higher than VWO's 0.54% return. Over the past 10 years, BICSX has outperformed VWO with an annualized return of 10.38%, while VWO has yielded a comparatively lower 7.63% annualized return.
BICSX
- 1D
- 0.24%
- 1M
- 0.65%
- YTD
- 19.23%
- 6M
- 26.56%
- 1Y
- 40.74%
- 3Y*
- 16.08%
- 5Y*
- 14.24%
- 10Y*
- 10.38%
VWO
- 1D
- 3.11%
- 1M
- -6.97%
- YTD
- 0.54%
- 6M
- 1.72%
- 1Y
- 22.75%
- 3Y*
- 13.73%
- 5Y*
- 3.84%
- 10Y*
- 7.63%
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BICSX vs. VWO - Expense Ratio Comparison
BICSX has a 0.72% expense ratio, which is higher than VWO's 0.08% expense ratio.
Return for Risk
BICSX vs. VWO — Risk / Return Rank
BICSX
VWO
BICSX vs. VWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Commodity Strategies Portfolio (BICSX) and Vanguard FTSE Emerging Markets ETF (VWO). 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.
| BICSX | VWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.54 | 1.28 | +1.26 |
Sortino ratioReturn per unit of downside risk | 3.22 | 1.81 | +1.41 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.26 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 3.87 | 1.85 | +2.02 |
Martin ratioReturn relative to average drawdown | 19.67 | 7.12 | +12.56 |
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
| BICSX | VWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | 1.28 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.22 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.40 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.25 | +0.03 |
Correlation
The correlation between BICSX and VWO is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BICSX vs. VWO - Dividend Comparison
BICSX's dividend yield for the trailing twelve months is around 2.59%, less than VWO's 2.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BICSX BlackRock Commodity Strategies Portfolio | 2.59% | 3.09% | 3.60% | 9.39% | 9.05% | 2.68% | 0.80% | 2.03% | 2.12% | 0.65% | 0.94% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 2.68% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Drawdowns
BICSX vs. VWO - Drawdown Comparison
The maximum BICSX drawdown since its inception was -51.59%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for BICSX and VWO.
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Drawdown Indicators
| BICSX | VWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.59% | -67.68% | +16.09% |
Max Drawdown (1Y)Largest decline over 1 year | -10.53% | -12.23% | +1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -22.35% | -32.80% | +10.45% |
Max Drawdown (10Y)Largest decline over 10 years | -35.82% | -36.39% | +0.57% |
Current DrawdownCurrent decline from peak | -1.36% | -8.41% | +7.05% |
Average DrawdownAverage peak-to-trough decline | -20.75% | -15.93% | -4.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 3.18% | -1.11% |
Volatility
BICSX vs. VWO - Volatility Comparison
The current volatility for BlackRock Commodity Strategies Portfolio (BICSX) is 4.48%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 8.17%. This indicates that BICSX experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BICSX | VWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 8.17% | -3.69% |
Volatility (6M)Calculated over the trailing 6-month period | 12.47% | 12.26% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.34% | 17.83% | -1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 17.21% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 19.18% | -4.06% |