BSIIX vs. VOO
Compare and contrast key facts about BlackRock Strategic Income Opportunities Fund Class I (BSIIX) and Vanguard S&P 500 ETF (VOO).
BSIIX is managed by Blackrock. It was launched on Feb 5, 2008. 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: BSIIX or VOO.
Key characteristics
| BSIIX | VOO | |
|---|---|---|
| YTD Return | 5.17% | 21.81% |
| 1Y Return | 11.46% | 34.51% |
| 3Y Return (Ann) | 2.15% | 11.13% |
| 5Y Return (Ann) | 3.20% | 16.25% |
| 10Y Return (Ann) | 3.04% | 13.74% |
| Sharpe Ratio | 3.24 | 2.84 |
| Sortino Ratio | 5.12 | 3.79 |
| Omega Ratio | 1.67 | 1.52 |
| Calmar Ratio | 1.99 | 3.05 |
| Martin Ratio | 20.66 | 17.65 |
| Ulcer Index | 0.55% | 2.01% |
| Daily Std Dev | 3.53% | 12.46% |
| Max Drawdown | -18.76% | -33.99% |
| Current Drawdown | -0.93% | -0.16% |
Correlation
The correlation between BSIIX and VOO is 0.28, 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.
Performance
BSIIX vs. VOO - Performance Comparison
In the year-to-date period, BSIIX achieves a 5.17% return, which is significantly lower than VOO's 21.81% return. Over the past 10 years, BSIIX has underperformed VOO with an annualized return of 3.04%, while VOO has yielded a comparatively higher 13.74% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BSIIX vs. VOO - Expense Ratio Comparison
BSIIX has a 0.69% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
BSIIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Strategic Income Opportunities Fund Class I (BSIIX) 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
BSIIX vs. VOO - Dividend Comparison
BSIIX's dividend yield for the trailing twelve months is around 4.60%, more than VOO's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSIIX BlackRock Strategic Income Opportunities Fund Class I | 4.60% | 4.44% | 4.16% | 3.16% | 2.89% | 3.38% | 3.30% | 3.47% | 2.92% | 3.19% | 4.39% | 2.63% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BSIIX vs. VOO - Drawdown Comparison
The maximum BSIIX drawdown since its inception was -18.76%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BSIIX and VOO. For additional features, visit the drawdowns tool.
Volatility
BSIIX vs. VOO - Volatility Comparison
The current volatility for BlackRock Strategic Income Opportunities Fund Class I (BSIIX) is 0.79%, while Vanguard S&P 500 ETF (VOO) has a volatility of 2.93%. This indicates that BSIIX 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.