BST vs. VGT
Compare and contrast key facts about BlackRock Science and Technology Trust (BST) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BST or VGT.
Key characteristics
| BST | VGT | |
|---|---|---|
| YTD Return | 17.63% | 29.17% |
| 1Y Return | 21.12% | 40.51% |
| 3Y Return (Ann) | -3.96% | 12.36% |
| 5Y Return (Ann) | 11.64% | 22.93% |
| 10Y Return (Ann) | 14.36% | 20.94% |
| Sharpe Ratio | 1.23 | 2.10 |
| Sortino Ratio | 1.68 | 2.68 |
| Omega Ratio | 1.22 | 1.37 |
| Calmar Ratio | 0.68 | 2.90 |
| Martin Ratio | 4.03 | 10.47 |
| Ulcer Index | 5.31% | 4.22% |
| Daily Std Dev | 17.36% | 21.00% |
| Max Drawdown | -46.59% | -54.63% |
| Current Drawdown | -16.92% | -0.58% |
Correlation
The correlation between BST and VGT is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BST vs. VGT - Performance Comparison
In the year-to-date period, BST achieves a 17.63% return, which is significantly lower than VGT's 29.17% return. Over the past 10 years, BST has underperformed VGT with an annualized return of 14.36%, while VGT has yielded a comparatively higher 20.94% 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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Risk-Adjusted Performance
BST vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust (BST) and Vanguard Information Technology ETF (VGT). 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
BST vs. VGT - Dividend Comparison
BST's dividend yield for the trailing twelve months is around 8.12%, more than VGT's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BST BlackRock Science and Technology Trust | 8.12% | 8.91% | 10.57% | 8.53% | 3.85% | 5.46% | 6.41% | 4.80% | 6.69% | 6.93% | 0.57% | 0.00% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
BST vs. VGT - Drawdown Comparison
The maximum BST drawdown since its inception was -46.59%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for BST and VGT. For additional features, visit the drawdowns tool.
Volatility
BST vs. VGT - Volatility Comparison
The current volatility for BlackRock Science and Technology Trust (BST) is 3.92%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.28%. This indicates that BST experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.