BSTZ vs. VTI
Compare and contrast key facts about BlackRock Science and Technology Trust II (BSTZ) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSTZ or VTI.
Key characteristics
| BSTZ | VTI | |
|---|---|---|
| YTD Return | 37.93% | 26.15% |
| 1Y Return | 41.47% | 35.28% |
| 3Y Return (Ann) | -11.92% | 8.67% |
| 5Y Return (Ann) | 10.46% | 15.15% |
| Sharpe Ratio | 2.25 | 3.04 |
| Sortino Ratio | 2.99 | 4.05 |
| Omega Ratio | 1.38 | 1.57 |
| Calmar Ratio | 0.87 | 4.47 |
| Martin Ratio | 9.12 | 19.73 |
| Ulcer Index | 4.94% | 1.94% |
| Daily Std Dev | 19.99% | 12.58% |
| Max Drawdown | -59.31% | -55.45% |
| Current Drawdown | -32.07% | -0.44% |
Correlation
The correlation between BSTZ and VTI is 0.71, 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
BSTZ vs. VTI - Performance Comparison
In the year-to-date period, BSTZ achieves a 37.93% return, which is significantly higher than VTI's 26.15% 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
BSTZ vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust II (BSTZ) and Vanguard Total Stock Market ETF (VTI). 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
BSTZ vs. VTI - Dividend Comparison
BSTZ's dividend yield for the trailing twelve months is around 7.96%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSTZ BlackRock Science and Technology Trust II | 7.96% | 10.89% | 14.73% | 7.92% | 3.42% | 2.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
BSTZ vs. VTI - Drawdown Comparison
The maximum BSTZ drawdown since its inception was -59.31%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BSTZ and VTI. For additional features, visit the drawdowns tool.
Volatility
BSTZ vs. VTI - Volatility Comparison
BlackRock Science and Technology Trust II (BSTZ) has a higher volatility of 4.52% compared to Vanguard Total Stock Market ETF (VTI) at 3.97%. This indicates that BSTZ's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.