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

Correlation

The correlation between BLX and VOO is 0.48, 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.


-0.50.00.51.00.5

Performance

BLX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco Latinoamericano de Comercio Exterior, S.A (BLX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
35.06%
14.56%
BLX
VOO

Key characteristics

Sharpe Ratio

BLX:

2.62

VOO:

1.95

Sortino Ratio

BLX:

3.51

VOO:

2.61

Omega Ratio

BLX:

1.46

VOO:

1.36

Calmar Ratio

BLX:

4.10

VOO:

2.94

Martin Ratio

BLX:

14.15

VOO:

12.30

Ulcer Index

BLX:

4.83%

VOO:

2.02%

Daily Std Dev

BLX:

26.05%

VOO:

12.74%

Max Drawdown

BLX:

-95.52%

VOO:

-33.99%

Current Drawdown

BLX:

-2.96%

VOO:

-0.55%

Returns By Period

In the year-to-date period, BLX achieves a 6.75% return, which is significantly higher than VOO's 3.49% return. Over the past 10 years, BLX has underperformed VOO with an annualized return of 9.44%, while VOO has yielded a comparatively higher 13.55% annualized return.


BLX

YTD

6.75%

1M

3.52%

6M

34.08%

1Y

72.46%

5Y*

21.01%

10Y*

9.44%

VOO

YTD

3.49%

1M

2.99%

6M

15.05%

1Y

23.42%

5Y*

14.62%

10Y*

13.55%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BLX vs. VOO — Risk-Adjusted Performance Rank

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

BLX
The Risk-Adjusted Performance Rank of BLX is 9595
Overall Rank
The Sharpe Ratio Rank of BLX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of BLX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of BLX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of BLX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BLX is 9595
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8383
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.

BLX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Latinoamericano de Comercio Exterior, S.A (BLX) 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.


Sharpe ratio
The chart of Sharpe ratio for BLX, currently valued at 2.62, compared to the broader market-2.000.002.004.002.621.95
The chart of Sortino ratio for BLX, currently valued at 3.51, compared to the broader market-4.00-2.000.002.004.003.512.61
The chart of Omega ratio for BLX, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.36
The chart of Calmar ratio for BLX, currently valued at 4.10, compared to the broader market0.002.004.006.004.102.94
The chart of Martin ratio for BLX, currently valued at 14.15, compared to the broader market-10.000.0010.0020.0030.0014.1512.30
BLX
VOO

The current BLX Sharpe Ratio is 2.62, which is higher than the VOO Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of BLX 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
2.62
1.95
BLX
VOO

Dividends

BLX vs. VOO - Dividend Comparison

BLX's dividend yield for the trailing twelve months is around 5.27%, more than VOO's 1.20% yield.


TTM20242023202220212020201920182017201620152014
BLX
Banco Latinoamericano de Comercio Exterior, S.A
5.27%5.62%4.04%6.17%6.02%7.17%7.20%8.90%7.16%5.23%4.45%5.93%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BLX vs. VOO - Drawdown Comparison

The maximum BLX drawdown since its inception was -95.52%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BLX and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.96%
-0.55%
BLX
VOO

Volatility

BLX vs. VOO - Volatility Comparison

Banco Latinoamericano de Comercio Exterior, S.A (BLX) has a higher volatility of 6.11% compared to Vanguard S&P 500 ETF (VOO) at 3.82%. This indicates that BLX's price experiences larger fluctuations and is considered to be riskier 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%SeptemberOctoberNovemberDecember2025February
6.11%
3.82%
BLX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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