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
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BILPX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BILPX BlackRock Event Driven Equity Fund | -0.10% | 8.43% | 4.37% | 5.38% | 0.01% | 1.95% | 6.30% | 7.29% | 5.47% | 7.15% |
VOO Vanguard S&P 500 ETF | -4.42% | 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 -0.10% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, BILPX has underperformed VOO with an annualized return of 4.71%, while VOO has yielded a comparatively higher 14.05% annualized return.
BILPX
- 1D
- -0.10%
- 1M
- -1.14%
- YTD
- -0.10%
- 6M
- 1.51%
- 1Y
- 6.72%
- 3Y*
- 5.76%
- 5Y*
- 3.82%
- 10Y*
- 4.71%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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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 | 1.48 | 0.98 | +0.50 |
Sortino ratioReturn per unit of downside risk | 2.09 | 1.50 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.23 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.14 | 1.53 | +0.60 |
Martin ratioReturn relative to average drawdown | 12.95 | 7.29 | +5.65 |
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
| BILPX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 0.98 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.70 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.01 | 0.78 | +0.23 |
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 4.20%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BILPX BlackRock Event Driven Equity Fund | 4.20% | 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 | 1.19% | 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.
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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 | -1.24% | -6.29% | +5.05% |
Average DrawdownAverage peak-to-trough decline | -5.58% | -3.72% | -1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.50% | 2.52% | -2.02% |
Volatility
BILPX vs. VOO - Volatility Comparison
The current volatility for BlackRock Event Driven Equity Fund (BILPX) is 0.95%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. 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.
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Volatility by Period
| BILPX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.95% | 5.29% | -4.34% |
Volatility (6M)Calculated over the trailing 6-month period | 2.17% | 9.44% | -7.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.58% | 18.10% | -13.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.08% | 16.82% | -12.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.67% | 17.99% | -13.32% |