BST vs. DLY
BST (BlackRock Science and Technology Trust) is a stock, while DLY (DoubleLine Yield Opportunities Fund) is Multisector Bonds fund actively managed by DoubleLine. Over the past 5 years, BST returned 4.54%/yr vs 1.84%/yr for DLY. At a 0.35 correlation, their price movements are largely independent.
Performance
BST vs. DLY - Performance Comparison
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Returns By Period
In the year-to-date period, BST achieves a 21.48% return, which is significantly higher than DLY's -0.52% return.
BST
- 1D
- 2.64%
- 1M
- 6.02%
- YTD
- 21.48%
- 6M
- 27.08%
- 1Y
- 42.06%
- 3Y*
- 22.50%
- 5Y*
- 4.54%
- 10Y*
- 20.10%
DLY
- 1D
- 0.14%
- 1M
- -1.28%
- YTD
- -0.52%
- 6M
- -0.27%
- 1Y
- -2.75%
- 3Y*
- 8.64%
- 5Y*
- 1.84%
- 10Y*
- —
BST vs. DLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BST BlackRock Science and Technology Trust | 21.48% | 23.65% | 17.96% | 30.07% | -38.28% | -0.35% | 72.14% |
DLY DoubleLine Yield Opportunities Fund | -0.52% | 0.63% | 16.29% | 25.48% | -23.08% | 8.56% | -1.90% |
Correlation
The correlation between BST and DLY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2020 | 0.35 |
The correlation between BST and DLY shifts across timeframes, from 0.32 (3 years) to 0.43 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BST vs. DLY — Risk / Return Rank
BST
DLY
BST vs. DLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust (BST) and DoubleLine Yield Opportunities Fund (DLY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BST | DLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.52 | ||
| Sortino ratioReturn per unit of downside risk | +3.31 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.95 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | -0.32 | +3.07 |
| Martin ratioReturn relative to average drawdown | 8.87 | -0.79 | +9.66 |
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Drawdowns
BST vs. DLY - Drawdown Comparison
The maximum BST drawdown since its inception was -47.72%, which is greater than DLY's maximum drawdown of -28.61%. Use the drawdown chart below to compare losses from any high point for BST and DLY.
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Drawdown Indicators
| BST | DLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.72% | -28.61% | -19.11% |
Max Drawdown (1Y)Largest decline over 1 year | -15.31% | -8.74% | -6.57% |
Max Drawdown (3Y)Largest decline over 3 years | -23.37% | -10.81% | -12.56% |
Max Drawdown (5Y)Largest decline over 5 years | -47.72% | -28.61% | -19.11% |
Max Drawdown (10Y)Largest decline over 10 years | -47.72% | — | — |
Current DrawdownCurrent decline from peak | -4.13% | -4.62% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -12.96% | -7.81% | -5.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 3.50% | +1.26% |
Volatility
BST vs. DLY - Volatility Comparison
BlackRock Science and Technology Trust (BST) has a higher volatility of 9.75% compared to DoubleLine Yield Opportunities Fund (DLY) at 1.97%. This indicates that BST's price experiences larger fluctuations and is considered to be riskier than DLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BST | DLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.75% | 1.97% | +7.78% |
Volatility (6M)Calculated over the trailing 6-month period | 16.86% | 6.84% | +10.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.44% | 8.09% | +11.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.81% | 13.57% | +10.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.83% | 15.02% | +10.81% |
Dividends
BST vs. DLY - Dividend Comparison
BST's dividend yield for the trailing twelve months is around 8.79%, less than DLY's 10.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BST BlackRock Science and Technology Trust | 8.79% | 10.36% | 8.21% | 8.91% | 10.57% | 5.38% | 3.85% | 10.52% | 6.41% | 4.80% | 6.69% | 6.93% |
DLY DoubleLine Yield Opportunities Fund | 10.08% | 9.63% | 8.85% | 9.84% | 10.67% | 7.49% | 5.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BST and DLY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BST has higher volatility (9.75%) compared to DLY (1.97%). In terms of maximum drawdown, BST dropped -47.72% vs DLY's -28.61%.
BST currently has the higher Sharpe Ratio (2.17 vs -0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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