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.
Performance
BST vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, BST achieves a 16.67% return, which is significantly lower than VGT's 27.15% return. Over the past 10 years, BST has underperformed VGT with an annualized return of 13.91%, while VGT has yielded a comparatively higher 20.69% annualized return.
BST
16.67%
-0.44%
3.93%
15.84%
10.45%
13.91%
VGT
27.15%
1.43%
13.73%
33.30%
22.49%
20.69%
Key characteristics
| BST | VGT | |
|---|---|---|
| Sharpe Ratio | 0.96 | 1.67 |
| Sortino Ratio | 1.35 | 2.20 |
| Omega Ratio | 1.18 | 1.30 |
| Calmar Ratio | 0.54 | 2.31 |
| Martin Ratio | 3.15 | 8.30 |
| Ulcer Index | 5.34% | 4.24% |
| Daily Std Dev | 17.49% | 21.02% |
| Max Drawdown | -46.58% | -54.63% |
| Current Drawdown | -17.58% | -2.14% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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 8.24%, more than VGT's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BST BlackRock Science and Technology Trust | 8.24% | 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 | 0.61% | 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 -46.58%, 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 4.68%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.62%. 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.