BMEZ vs. VOO
Compare and contrast key facts about BlackRock Health Sciences Trust II (BMEZ) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BMEZ or VOO.
Key characteristics
| BMEZ | VOO | |
|---|---|---|
| YTD Return | 17.84% | 26.59% |
| 1Y Return | 27.88% | 38.23% |
| 3Y Return (Ann) | -8.02% | 9.99% |
| Sharpe Ratio | 1.91 | 3.11 |
| Sortino Ratio | 2.65 | 4.14 |
| Omega Ratio | 1.33 | 1.58 |
| Calmar Ratio | 0.61 | 4.54 |
| Martin Ratio | 6.95 | 20.72 |
| Ulcer Index | 3.91% | 1.85% |
| Daily Std Dev | 14.24% | 12.33% |
| Max Drawdown | -46.05% | -33.99% |
| Current Drawdown | -27.10% | 0.00% |
Correlation
The correlation between BMEZ and VOO is 0.54, 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
BMEZ vs. VOO - Performance Comparison
In the year-to-date period, BMEZ achieves a 17.84% return, which is significantly lower than VOO's 26.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
BMEZ vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Trust II (BMEZ) 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.
Dividends
BMEZ vs. VOO - Dividend Comparison
BMEZ's dividend yield for the trailing twelve months is around 9.59%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMEZ BlackRock Health Sciences Trust II | 9.59% | 10.81% | 11.28% | 6.75% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BMEZ vs. VOO - Drawdown Comparison
The maximum BMEZ drawdown since its inception was -46.05%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BMEZ and VOO. For additional features, visit the drawdowns tool.
Volatility
BMEZ vs. VOO - Volatility Comparison
The current volatility for BlackRock Health Sciences Trust II (BMEZ) is 3.45%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.95%. This indicates that BMEZ 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.