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BKF vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BKF and VOO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BKF vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI BRIC ETF (BKF) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
21.66%
566.78%
BKF
VOO

Key characteristics

Sharpe Ratio

BKF:

0.60

VOO:

0.63

Sortino Ratio

BKF:

0.98

VOO:

1.00

Omega Ratio

BKF:

1.13

VOO:

1.15

Calmar Ratio

BKF:

0.34

VOO:

0.65

Martin Ratio

BKF:

1.45

VOO:

2.54

Ulcer Index

BKF:

8.94%

VOO:

4.78%

Daily Std Dev

BKF:

21.67%

VOO:

19.12%

Max Drawdown

BKF:

-70.29%

VOO:

-33.99%

Current Drawdown

BKF:

-26.97%

VOO:

-8.57%

Returns By Period

In the year-to-date period, BKF achieves a 10.30% return, which is significantly higher than VOO's -4.35% return. Over the past 10 years, BKF has underperformed VOO with an annualized return of 1.92%, while VOO has yielded a comparatively higher 12.23% annualized return.


BKF

YTD

10.30%

1M

8.42%

6M

3.63%

1Y

13.04%

5Y*

3.59%

10Y*

1.92%

VOO

YTD

-4.35%

1M

10.32%

6M

-2.47%

1Y

9.64%

5Y*

16.03%

10Y*

12.23%

*Annualized

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BKF vs. VOO - Expense Ratio Comparison

BKF has a 0.69% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

BKF vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BKF
The Risk-Adjusted Performance Rank of BKF is 5252
Overall Rank
The Sharpe Ratio Rank of BKF is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of BKF is 5959
Sortino Ratio Rank
The Omega Ratio Rank of BKF is 5757
Omega Ratio Rank
The Calmar Ratio Rank of BKF is 4444
Calmar Ratio Rank
The Martin Ratio Rank of BKF is 4545
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6060
Overall Rank
The Sharpe Ratio Rank of VOO is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BKF vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI BRIC ETF (BKF) 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.


The current BKF Sharpe Ratio is 0.60, which is comparable to the VOO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of BKF and VOO, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.60
0.63
BKF
VOO

Dividends

BKF vs. VOO - Dividend Comparison

BKF's dividend yield for the trailing twelve months is around 2.15%, more than VOO's 1.36% yield.


TTM20242023202220212020201920182017201620152014
BKF
iShares MSCI BRIC ETF
2.15%2.37%1.68%2.04%2.93%1.02%1.66%2.33%1.51%1.81%3.15%3.01%
VOO
Vanguard S&P 500 ETF
1.36%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BKF vs. VOO - Drawdown Comparison

The maximum BKF drawdown since its inception was -70.29%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BKF and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-26.97%
-8.57%
BKF
VOO

Volatility

BKF vs. VOO - Volatility Comparison

The current volatility for iShares MSCI BRIC ETF (BKF) is 8.87%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.27%. This indicates that BKF 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.87%
11.27%
BKF
VOO