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MAWIX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MAWIX and VOO is 0.12, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

MAWIX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Strategic Global Bond Fund (MAWIX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
23.83%
557.08%
MAWIX
VOO

Key characteristics

Sharpe Ratio

MAWIX:

1.56

VOO:

0.54

Sortino Ratio

MAWIX:

2.31

VOO:

0.88

Omega Ratio

MAWIX:

1.31

VOO:

1.13

Calmar Ratio

MAWIX:

0.46

VOO:

0.55

Martin Ratio

MAWIX:

3.33

VOO:

2.27

Ulcer Index

MAWIX:

2.13%

VOO:

4.55%

Daily Std Dev

MAWIX:

4.52%

VOO:

19.19%

Max Drawdown

MAWIX:

-32.06%

VOO:

-33.99%

Current Drawdown

MAWIX:

-9.18%

VOO:

-9.90%

Returns By Period

In the year-to-date period, MAWIX achieves a 3.34% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, MAWIX has underperformed VOO with an annualized return of 1.03%, while VOO has yielded a comparatively higher 12.24% annualized return.


MAWIX

YTD

3.34%

1M

1.69%

6M

2.47%

1Y

7.51%

5Y*

-0.12%

10Y*

1.03%

VOO

YTD

-5.74%

1M

-0.92%

6M

-4.28%

1Y

9.78%

5Y*

15.84%

10Y*

12.24%

*Annualized

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MAWIX vs. VOO - Expense Ratio Comparison

MAWIX has a 0.57% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for MAWIX: current value is 0.57%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MAWIX: 0.57%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

MAWIX vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MAWIX
The Risk-Adjusted Performance Rank of MAWIX is 8080
Overall Rank
The Sharpe Ratio Rank of MAWIX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of MAWIX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of MAWIX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of MAWIX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of MAWIX is 7575
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MAWIX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Strategic Global Bond Fund (MAWIX) 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.


The chart of Sharpe ratio for MAWIX, currently valued at 1.56, compared to the broader market-1.000.001.002.003.00
MAWIX: 1.56
VOO: 0.54
The chart of Sortino ratio for MAWIX, currently valued at 2.31, compared to the broader market-2.000.002.004.006.008.00
MAWIX: 2.31
VOO: 0.88
The chart of Omega ratio for MAWIX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.00
MAWIX: 1.31
VOO: 1.13
The chart of Calmar ratio for MAWIX, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.00
MAWIX: 0.46
VOO: 0.55
The chart of Martin ratio for MAWIX, currently valued at 3.33, compared to the broader market0.0010.0020.0030.0040.0050.00
MAWIX: 3.33
VOO: 2.27

The current MAWIX Sharpe Ratio is 1.56, which is higher than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of MAWIX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.56
0.54
MAWIX
VOO

Dividends

MAWIX vs. VOO - Dividend Comparison

MAWIX's dividend yield for the trailing twelve months is around 3.35%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
MAWIX
BlackRock Strategic Global Bond Fund
3.35%2.93%2.80%3.22%1.81%1.60%2.50%2.63%3.13%2.75%1.42%1.58%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MAWIX vs. VOO - Drawdown Comparison

The maximum MAWIX drawdown since its inception was -32.06%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MAWIX and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.18%
-9.90%
MAWIX
VOO

Volatility

MAWIX vs. VOO - Volatility Comparison

The current volatility for BlackRock Strategic Global Bond Fund (MAWIX) is 1.62%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that MAWIX 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
1.62%
13.96%
MAWIX
VOO