BRHYX vs. IVV
Compare and contrast key facts about BlackRock High Yield K (BRHYX) and iShares Core S&P 500 ETF (IVV).
BRHYX is managed by BlackRock. It was launched on Jan 5, 2001. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Performance
BRHYX vs. IVV - Performance Comparison
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BRHYX vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRHYX BlackRock High Yield K | -1.15% | 9.44% | 8.65% | 13.26% | -11.18% | 5.47% | 5.98% | 15.65% | -2.67% | 8.34% |
IVV iShares Core S&P 500 ETF | -3.67% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Returns By Period
In the year-to-date period, BRHYX achieves a -1.15% return, which is significantly higher than IVV's -3.67% return. Over the past 10 years, BRHYX has underperformed IVV with an annualized return of 6.08%, while IVV has yielded a comparatively higher 14.11% annualized return.
BRHYX
- 1D
- 0.57%
- 1M
- -1.53%
- YTD
- -1.15%
- 6M
- 0.50%
- 1Y
- 7.13%
- 3Y*
- 8.60%
- 5Y*
- 4.26%
- 10Y*
- 6.08%
IVV
- 1D
- 0.74%
- 1M
- -4.30%
- YTD
- -3.67%
- 6M
- -1.44%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.92%
- 10Y*
- 14.11%
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BRHYX vs. IVV - Expense Ratio Comparison
BRHYX has a 0.48% expense ratio, which is higher than IVV's 0.03% expense ratio.
Return for Risk
BRHYX vs. IVV — Risk / Return Rank
BRHYX
IVV
BRHYX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock High Yield K (BRHYX) and iShares Core S&P 500 ETF (IVV). 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.
| BRHYX | IVV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 1.00 | +0.84 |
Sortino ratioReturn per unit of downside risk | 2.61 | 1.52 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.23 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.38 | 1.54 | +0.84 |
Martin ratioReturn relative to average drawdown | 10.96 | 7.28 | +3.67 |
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
| BRHYX | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 1.00 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.71 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | 0.78 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.22 | 0.42 | +0.79 |
Correlation
The correlation between BRHYX and IVV is 0.37, 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
BRHYX vs. IVV - Dividend Comparison
BRHYX's dividend yield for the trailing twelve months is around 6.71%, more than IVV's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRHYX BlackRock High Yield K | 6.71% | 7.14% | 7.56% | 6.20% | 4.98% | 4.80% | 5.22% | 5.82% | 6.48% | 5.92% | 6.03% | 6.42% |
IVV iShares Core S&P 500 ETF | 1.22% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Drawdowns
BRHYX vs. IVV - Drawdown Comparison
The maximum BRHYX drawdown since its inception was -34.77%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for BRHYX and IVV.
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Drawdown Indicators
| BRHYX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.77% | -55.25% | +20.48% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -12.06% | +8.80% |
Max Drawdown (5Y)Largest decline over 5 years | -15.29% | -24.53% | +9.24% |
Max Drawdown (10Y)Largest decline over 10 years | -23.20% | -33.90% | +10.70% |
Current DrawdownCurrent decline from peak | -1.71% | -5.57% | +3.86% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -10.84% | +8.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 2.55% | -1.84% |
Volatility
BRHYX vs. IVV - Volatility Comparison
The current volatility for BlackRock High Yield K (BRHYX) is 1.45%, while iShares Core S&P 500 ETF (IVV) has a volatility of 5.34%. This indicates that BRHYX experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRHYX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 5.34% | -3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 2.44% | 9.47% | -7.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.01% | 18.31% | -14.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.22% | 16.89% | -11.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.93% | 18.03% | -12.10% |