BKT vs. VYM
BKT (BlackRock Income Trust) and VYM (Vanguard High Dividend Yield ETF) are both funds - BKT is a fund fund managed by BlackRock, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 10 years, BKT returned 0.88%/yr vs 11.71%/yr for VYM. Their 0.11 correlation means their historical movements had little consistent relationship. BKT charges 2.06%/yr vs 0.04%/yr for VYM.
Performance
BKT vs. VYM - Performance Comparison
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Returns By Period
In the year-to-date period, BKT achieves a -2.34% return, which is significantly lower than VYM's 14.21% return. Over the past 10 years, BKT has underperformed VYM with an annualized return of 0.88%, while VYM has yielded a comparatively higher 11.71% annualized return.
BKT
- 1D
- -0.39%
- 1M
- -3.43%
- 6M
- -3.63%
- YTD
- -2.34%
- 1Y
- -3.52%
- 3Y*
- 3.78%
- 5Y*
- -3.77%
- 10Y*
- 0.88%
- ALL TIME*
- 2.02%
VYM
- 1D
- 0.00%
- 1M
- 1.56%
- 6M
- 9.31%
- YTD
- 14.21%
- 1Y
- 24.90%
- 3Y*
- 16.96%
- 5Y*
- 12.20%
- 10Y*
- 11.71%
- ALL TIME*
- 9.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.07M | $936.37K | $1.04M | |
| $195.34M | $198.02M | $200.78M |
BKT vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BKT BlackRock Income Trust | -2.34% | 5.92% | 3.33% | 7.69% | -21.51% | -0.44% | 7.36% | 14.91% | -2.59% | 2.58% |
VYM Vanguard High Dividend Yield ETF | 14.21% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Correlation
The correlation between BKT and VYM is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2006 | 0.11 |
Over the past year, BKT and VYM have become more correlated (0.37) than their long-term average of 0.11, meaning their price movements have been converging.
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Return for Risk
BKT vs. VYM — Risk / Return Rank
BKT
VYM
BKT vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Income Trust (BKT) and Vanguard High Dividend Yield ETF (VYM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BKT | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.77 | ||
| Sortino ratioReturn per unit of downside risk | -3.87 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.43 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 3.56 | -4.05 |
| Martin ratioReturn relative to average drawdown | -0.97 | 13.40 | -14.37 |
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Drawdowns
BKT vs. VYM - Drawdown Comparison
The maximum BKT drawdown since its inception was -48.86%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for BKT and VYM.
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Drawdown Indicators
| BKT | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.86% | -56.98% | +8.12% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -6.69% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -10.50% | -14.46% | +3.96% |
Max Drawdown (5Y)Largest decline over 5 years | -35.70% | -15.84% | -19.86% |
Max Drawdown (10Y)Largest decline over 10 years | -35.70% | -35.21% | -0.49% |
Current DrawdownCurrent decline from peak | -19.49% | -1.15% | -18.34% |
Average DrawdownAverage peak-to-trough decline | -14.77% | -7.14% | -7.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 1.78% | +1.33% |
Volatility
BKT vs. VYM - Volatility Comparison
The current volatility for BlackRock Income Trust (BKT) is 2.10%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 2.46%. This indicates that BKT experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKT | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 2.46% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 7.42% | -1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.05% | 10.29% | -3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.18% | 13.87% | -2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.76% | 16.29% | -6.53% |
BKT vs. VYM - Expense Ratio Comparison
BKT has a 2.06% expense ratio, which is higher than VYM's 0.04% expense ratio.
Dividends
BKT vs. VYM - Dividend Comparison
BKT's dividend yield for the trailing twelve months is around 10.38%, more than VYM's 2.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKT BlackRock Income Trust | 10.38% | 9.53% | 9.19% | 8.69% | 8.35% | 7.31% | 6.80% | 6.82% | 6.48% | 5.15% | 5.09% | 5.89% |
VYM Vanguard High Dividend Yield ETF | 2.24% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
BKT and VYM have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VYM has higher volatility (2.46%) compared to BKT (2.10%). In terms of maximum drawdown, BKT dropped -48.86% vs VYM's -56.98%.
VYM currently has the higher Sharpe Ratio (2.34 vs -0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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