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BINC vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BINCSCHG
YTD Return5.16%26.00%
1Y Return10.22%39.91%
Sharpe Ratio3.072.47
Sortino Ratio4.993.18
Omega Ratio1.681.45
Calmar Ratio7.763.35
Martin Ratio24.2513.36
Ulcer Index0.41%3.10%
Daily Std Dev3.22%16.79%
Max Drawdown-1.95%-34.59%
Current Drawdown-0.79%-2.87%

Correlation

-0.50.00.51.00.3

The correlation between BINC and SCHG is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

BINC vs. SCHG - Performance Comparison

In the year-to-date period, BINC achieves a 5.16% return, which is significantly lower than SCHG's 26.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
4.10%
12.64%
BINC
SCHG

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BINC vs. SCHG - Expense Ratio Comparison

BINC has a 0.40% expense ratio, which is higher than SCHG's 0.04% expense ratio.


BINC
BlackRock Flexible Income ETF
Expense ratio chart for BINC: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

BINC vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Flexible Income ETF (BINC) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


BINC
Sharpe ratio
The chart of Sharpe ratio for BINC, currently valued at 3.07, compared to the broader market0.002.004.006.003.07
Sortino ratio
The chart of Sortino ratio for BINC, currently valued at 4.99, compared to the broader market0.005.0010.004.99
Omega ratio
The chart of Omega ratio for BINC, currently valued at 1.68, compared to the broader market1.001.502.002.503.003.501.68
Calmar ratio
The chart of Calmar ratio for BINC, currently valued at 7.76, compared to the broader market0.005.0010.0015.007.76
Martin ratio
The chart of Martin ratio for BINC, currently valued at 24.25, compared to the broader market0.0020.0040.0060.0080.00100.00120.0024.25
SCHG
Sharpe ratio
The chart of Sharpe ratio for SCHG, currently valued at 2.38, compared to the broader market0.002.004.006.002.38
Sortino ratio
The chart of Sortino ratio for SCHG, currently valued at 3.08, compared to the broader market0.005.0010.003.08
Omega ratio
The chart of Omega ratio for SCHG, currently valued at 1.43, compared to the broader market1.001.502.002.503.003.501.43
Calmar ratio
The chart of Calmar ratio for SCHG, currently valued at 3.23, compared to the broader market0.005.0010.0015.003.23
Martin ratio
The chart of Martin ratio for SCHG, currently valued at 12.86, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.86

BINC vs. SCHG - Sharpe Ratio Comparison

The current BINC Sharpe Ratio is 3.07, which is comparable to the SCHG Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of BINC and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.07
2.38
BINC
SCHG

Dividends

BINC vs. SCHG - Dividend Comparison

BINC's dividend yield for the trailing twelve months is around 5.54%, more than SCHG's 0.42% yield.


TTM20232022202120202019201820172016201520142013
BINC
BlackRock Flexible Income ETF
5.54%3.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.42%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%

Drawdowns

BINC vs. SCHG - Drawdown Comparison

The maximum BINC drawdown since its inception was -1.95%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BINC and SCHG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.79%
-2.87%
BINC
SCHG

Volatility

BINC vs. SCHG - Volatility Comparison

The current volatility for BlackRock Flexible Income ETF (BINC) is 0.48%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 4.45%. This indicates that BINC experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
0.48%
4.45%
BINC
SCHG