BIGZ vs. VOO
Compare and contrast key facts about Blackrock Innovation & Growth Trust (BIGZ) 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: BIGZ or VOO.
Key characteristics
| BIGZ | VOO | |
|---|---|---|
| YTD Return | 15.56% | 26.88% |
| 1Y Return | 25.79% | 37.59% |
| 3Y Return (Ann) | -16.34% | 10.23% |
| Sharpe Ratio | 1.36 | 3.06 |
| Sortino Ratio | 1.92 | 4.08 |
| Omega Ratio | 1.24 | 1.58 |
| Calmar Ratio | 0.42 | 4.43 |
| Martin Ratio | 4.57 | 20.25 |
| Ulcer Index | 5.77% | 1.85% |
| Daily Std Dev | 19.42% | 12.23% |
| Max Drawdown | -67.28% | -33.99% |
| Current Drawdown | -52.59% | -0.30% |
Correlation
The correlation between BIGZ and VOO is 0.71, 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.
Performance
BIGZ vs. VOO - Performance Comparison
In the year-to-date period, BIGZ achieves a 15.56% return, which is significantly lower than VOO's 26.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BIGZ vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackrock Innovation & Growth Trust (BIGZ) 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
BIGZ vs. VOO - Dividend Comparison
BIGZ's dividend yield for the trailing twelve months is around 9.68%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGZ Blackrock Innovation & Growth Trust | 9.68% | 10.45% | 14.54% | 4.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
BIGZ vs. VOO - Drawdown Comparison
The maximum BIGZ drawdown since its inception was -67.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BIGZ and VOO. For additional features, visit the drawdowns tool.
Volatility
BIGZ vs. VOO - Volatility Comparison
Blackrock Innovation & Growth Trust (BIGZ) has a higher volatility of 4.97% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that BIGZ's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.