BIGPX vs. VOO
Compare and contrast key facts about BlackRock 60/40 Target Allocation Fund Class I (BIGPX) and Vanguard S&P 500 ETF (VOO).
BIGPX is managed by Blackrock. It was launched on Dec 21, 2006. 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: BIGPX or VOO.
Performance
BIGPX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, BIGPX achieves a 13.58% return, which is significantly lower than VOO's 27.70% return. Over the past 10 years, BIGPX has underperformed VOO with an annualized return of 3.90%, while VOO has yielded a comparatively higher 13.32% annualized return.
BIGPX
13.58%
1.34%
7.22%
18.19%
5.98%
3.90%
VOO
27.70%
3.77%
14.14%
34.11%
15.63%
13.32%
Key characteristics
| BIGPX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.97 | 2.80 |
| Sortino Ratio | 2.81 | 3.71 |
| Omega Ratio | 1.38 | 1.52 |
| Calmar Ratio | 1.47 | 4.04 |
| Martin Ratio | 11.20 | 18.30 |
| Ulcer Index | 1.62% | 1.86% |
| Daily Std Dev | 9.23% | 12.17% |
| Max Drawdown | -49.06% | -33.99% |
| Current Drawdown | -0.24% | 0.00% |
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BIGPX vs. VOO - Expense Ratio Comparison
BIGPX has a 0.43% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between BIGPX and VOO is 0.92, 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
BIGPX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock 60/40 Target Allocation Fund Class I (BIGPX) 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
BIGPX vs. VOO - Dividend Comparison
BIGPX's dividend yield for the trailing twelve months is around 2.07%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGPX BlackRock 60/40 Target Allocation Fund Class I | 2.07% | 2.35% | 2.60% | 2.26% | 1.37% | 2.57% | 1.79% | 2.24% | 1.76% | 1.91% | 3.77% | 1.54% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BIGPX vs. VOO - Drawdown Comparison
The maximum BIGPX drawdown since its inception was -49.06%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BIGPX and VOO. For additional features, visit the drawdowns tool.
Volatility
BIGPX vs. VOO - Volatility Comparison
The current volatility for BlackRock 60/40 Target Allocation Fund Class I (BIGPX) is 2.26%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.01%. This indicates that BIGPX 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.