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

Key characteristics


BKFVOO
YTD Return-2.18%6.29%
1Y Return-2.93%23.54%
3Y Return (Ann)-12.51%8.12%
5Y Return (Ann)-3.63%13.59%
10Y Return (Ann)1.08%12.55%
Sharpe Ratio-0.102.05
Daily Std Dev17.39%11.71%
Max Drawdown-70.29%-33.99%
Current Drawdown-40.71%-3.86%

Correlation

-0.50.00.51.00.7

The correlation between BKF and VOO is 0.66, 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

In the year-to-date period, BKF achieves a -2.18% return, which is significantly lower than VOO's 6.29% return. Over the past 10 years, BKF has underperformed VOO with an annualized return of 1.08%, while VOO has yielded a comparatively higher 12.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
0.52%
16.38%
BKF
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares MSCI BRIC ETF

Vanguard S&P 500 ETF

BKF vs. VOO - Expense Ratio Comparison

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

BKF
iShares MSCI BRIC ETF
0.50%1.00%1.50%2.00%0.69%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


BKF
Sharpe ratio
The chart of Sharpe ratio for BKF, currently valued at -0.10, compared to the broader market0.002.004.00-0.10
Sortino ratio
The chart of Sortino ratio for BKF, currently valued at -0.02, compared to the broader market-2.000.002.004.006.008.0010.00-0.02
Omega ratio
The chart of Omega ratio for BKF, currently valued at 1.00, compared to the broader market1.001.502.002.501.00
Calmar ratio
The chart of Calmar ratio for BKF, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.00-0.04
Martin ratio
The chart of Martin ratio for BKF, currently valued at -0.23, compared to the broader market0.0020.0040.0060.0080.00-0.23
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.05, compared to the broader market0.002.004.002.05
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.95, compared to the broader market-2.000.002.004.006.008.0010.002.95
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.36, compared to the broader market1.001.502.002.501.36
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.75, compared to the broader market0.002.004.006.008.0010.0012.001.75
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.62, compared to the broader market0.0020.0040.0060.0080.008.62

BKF vs. VOO - Sharpe Ratio Comparison

The current BKF Sharpe Ratio is -0.10, which is lower than the VOO Sharpe Ratio of 2.05. The chart below compares the 12-month rolling Sharpe Ratio of BKF and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.10
2.05
BKF
VOO

Dividends

BKF vs. VOO - Dividend Comparison

BKF's dividend yield for the trailing twelve months is around 1.72%, more than VOO's 1.39% yield.


TTM20232022202120202019201820172016201520142013
BKF
iShares MSCI BRIC ETF
1.72%1.68%2.03%2.92%1.01%1.65%2.32%1.51%1.81%3.14%3.00%2.39%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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%NovemberDecember2024FebruaryMarchApril
-40.71%
-3.86%
BKF
VOO

Volatility

BKF vs. VOO - Volatility Comparison

iShares MSCI BRIC ETF (BKF) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.42% and 3.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.42%
3.44%
BKF
VOO