BKT vs. VYM
Compare and contrast key facts about BlackRock Income Trust (BKT) and Vanguard High Dividend Yield ETF (VYM).
BKT is managed by BlackRock. It was launched on Jan 2, 1990. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Feb 7, 2019.
Performance
BKT vs. VYM - Performance Comparison
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BKT vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BKT BlackRock Income Trust | -1.93% | 5.92% | 3.33% | 7.69% | -21.51% | -0.44% | 7.36% | 14.91% | -2.59% | 2.58% |
VYM Vanguard High Dividend Yield ETF | 3.80% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Returns By Period
In the year-to-date period, BKT achieves a -1.93% return, which is significantly lower than VYM's 3.80% return. Over the past 10 years, BKT has underperformed VYM with an annualized return of 1.07%, while VYM has yielded a comparatively higher 11.24% annualized return.
BKT
- 1D
- 0.86%
- 1M
- -4.51%
- YTD
- -1.93%
- 6M
- -1.35%
- 1Y
- -1.29%
- 3Y*
- 3.53%
- 5Y*
- -2.33%
- 10Y*
- 1.07%
VYM
- 1D
- 1.80%
- 1M
- -3.92%
- YTD
- 3.80%
- 6M
- 6.39%
- 1Y
- 17.76%
- 3Y*
- 15.21%
- 5Y*
- 11.04%
- 10Y*
- 11.24%
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BKT vs. VYM - Expense Ratio Comparison
BKT has a 2.06% expense ratio, which is higher than VYM's 0.04% expense ratio.
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.
| BKT | VYM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.16 | 1.18 | -1.34 |
Sortino ratioReturn per unit of downside risk | -0.17 | 1.69 | -1.86 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.26 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | -0.10 | 1.68 | -1.79 |
Martin ratioReturn relative to average drawdown | -0.23 | 7.46 | -7.69 |
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
| BKT | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | 1.18 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.79 | -1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.69 | -0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.49 | -0.35 |
Correlation
The correlation between BKT and VYM is 0.10, 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.
Dividends
BKT vs. VYM - Dividend Comparison
BKT's dividend yield for the trailing twelve months is around 9.97%, more than VYM's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKT BlackRock Income Trust | 9.97% | 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 | 2.37% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
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 | -5.89% | -11.32% | +5.43% |
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 | -19.16% | -4.81% | -14.35% |
Average DrawdownAverage peak-to-trough decline | -14.74% | -7.25% | -7.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.55% | +0.15% |
Volatility
BKT vs. VYM - Volatility Comparison
The current volatility for BlackRock Income Trust (BKT) is 2.55%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 3.74%. 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 | 2.55% | 3.74% | -1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 4.60% | 7.96% | -3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.91% | 15.17% | -7.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.25% | 13.97% | -2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.70% | 16.33% | -6.63% |