SHSAX vs. DLHIX
Compare and contrast key facts about BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Delaware Healthcare Fund (DLHIX).
SHSAX is managed by Blackrock. It was launched on Dec 20, 1999. DLHIX is managed by Delaware Funds by Macquarie. It was launched on Sep 27, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHSAX or DLHIX.
Key characteristics
| SHSAX | DLHIX | |
|---|---|---|
| YTD Return | 9.04% | 18.01% |
| 1Y Return | 16.38% | 25.04% |
| 3Y Return (Ann) | -2.80% | 0.52% |
| 5Y Return (Ann) | 3.04% | 2.91% |
| 10Y Return (Ann) | 3.53% | 4.04% |
| Sharpe Ratio | 1.17 | 1.60 |
| Sortino Ratio | 1.53 | 2.12 |
| Omega Ratio | 1.23 | 1.29 |
| Calmar Ratio | 0.60 | 1.04 |
| Martin Ratio | 5.24 | 8.11 |
| Ulcer Index | 2.68% | 2.72% |
| Daily Std Dev | 12.02% | 13.80% |
| Max Drawdown | -39.26% | -37.64% |
| Current Drawdown | -10.97% | -3.87% |
Correlation
The correlation between SHSAX and DLHIX is 0.88, 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
SHSAX vs. DLHIX - Performance Comparison
In the year-to-date period, SHSAX achieves a 9.04% return, which is significantly lower than DLHIX's 18.01% return. Over the past 10 years, SHSAX has underperformed DLHIX with an annualized return of 3.53%, while DLHIX has yielded a comparatively higher 4.04% 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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SHSAX vs. DLHIX - Expense Ratio Comparison
SHSAX has a 1.09% expense ratio, which is higher than DLHIX's 0.98% expense ratio.
Risk-Adjusted Performance
SHSAX vs. DLHIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Delaware Healthcare Fund (DLHIX). 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
SHSAX vs. DLHIX - Dividend Comparison
SHSAX's dividend yield for the trailing twelve months is around 0.24%, less than DLHIX's 0.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHSAX BlackRock Health Sciences Opportunities Portfolio | 0.24% | 0.26% | 0.34% | 0.00% | 0.00% | 0.30% | 0.11% | 0.00% | 0.00% | 1.38% | 0.04% | 0.08% |
DLHIX Delaware Healthcare Fund | 0.74% | 0.87% | 0.25% | 0.16% | 0.44% | 0.10% | 0.91% | 3.23% | 1.27% | 1.12% | 0.32% | 0.00% |
Drawdowns
SHSAX vs. DLHIX - Drawdown Comparison
The maximum SHSAX drawdown since its inception was -39.26%, roughly equal to the maximum DLHIX drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for SHSAX and DLHIX. For additional features, visit the drawdowns tool.
Volatility
SHSAX vs. DLHIX - Volatility Comparison
BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Delaware Healthcare Fund (DLHIX) have volatilities of 3.33% and 3.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.