BILPX vs. VOO
Compare and contrast key facts about BlackRock Event Driven Equity Fund (BILPX) and Vanguard S&P 500 ETF (VOO).
BILPX is managed by BlackRock. It was launched on Dec 18, 2007. 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.
Performance
BILPX vs. VOO - Performance Comparison
Loading graphics...
BILPX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BILPX BlackRock Event Driven Equity Fund | 0.48% | 8.43% | 4.37% | 5.38% | 0.01% | 1.95% | 6.30% | 7.29% | 5.47% | 7.15% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, BILPX achieves a 0.48% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, BILPX has underperformed VOO with an annualized return of 4.77%, while VOO has yielded a comparatively higher 14.14% annualized return.
BILPX
- 1D
- 0.58%
- 1M
- -0.67%
- YTD
- 0.48%
- 6M
- 2.10%
- 1Y
- 7.34%
- 3Y*
- 5.96%
- 5Y*
- 3.86%
- 10Y*
- 4.77%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BILPX vs. VOO - Expense Ratio Comparison
BILPX has a 1.16% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
BILPX vs. VOO — Risk / Return Rank
BILPX
VOO
BILPX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Event Driven Equity Fund (BILPX) 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.
| BILPX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.60 | 1.01 | +0.59 |
Sortino ratioReturn per unit of downside risk | 2.27 | 1.53 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.23 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.55 | +0.86 |
Martin ratioReturn relative to average drawdown | 14.54 | 7.31 | +7.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BILPX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 1.01 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.71 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | 0.79 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.83 | -0.47 |
Correlation
The correlation between BILPX and VOO is 0.70, 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.
Dividends
BILPX vs. VOO - Dividend Comparison
BILPX's dividend yield for the trailing twelve months is around 4.17%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BILPX BlackRock Event Driven Equity Fund | 4.17% | 4.19% | 4.16% | 1.99% | 2.58% | 2.66% | 2.97% | 3.41% | 1.97% | 5.12% | 1.11% | 74.64% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
BILPX vs. VOO - Drawdown Comparison
The maximum BILPX drawdown since its inception was -47.50%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BILPX and VOO.
Loading graphics...
Drawdown Indicators
| BILPX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.50% | -33.99% | -13.51% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -11.98% | +8.93% |
Max Drawdown (5Y)Largest decline over 5 years | -5.18% | -24.52% | +19.34% |
Max Drawdown (10Y)Largest decline over 10 years | -11.58% | -33.99% | +22.41% |
Current DrawdownCurrent decline from peak | -0.67% | -5.55% | +4.88% |
Average DrawdownAverage peak-to-trough decline | -5.58% | -3.72% | -1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.50% | 2.55% | -2.05% |
Volatility
BILPX vs. VOO - Volatility Comparison
The current volatility for BlackRock Event Driven Equity Fund (BILPX) is 1.13%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that BILPX 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.
Loading graphics...
Volatility by Period
| BILPX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 5.34% | -4.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.23% | 9.47% | -7.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.60% | 18.11% | -13.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.09% | 16.82% | -12.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.67% | 17.99% | -13.32% |