SHSAX vs. RVT
Compare and contrast key facts about BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Royce Value Trust Inc. (RVT).
SHSAX is managed by Blackrock. It was launched on Dec 20, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHSAX or RVT.
Key characteristics
| SHSAX | RVT | |
|---|---|---|
| YTD Return | 9.04% | 20.19% |
| 1Y Return | 16.38% | 46.16% |
| 3Y Return (Ann) | -2.80% | 2.84% |
| 5Y Return (Ann) | 3.04% | 11.54% |
| 10Y Return (Ann) | 3.53% | 9.90% |
| Sharpe Ratio | 1.17 | 2.20 |
| Sortino Ratio | 1.53 | 3.02 |
| Omega Ratio | 1.23 | 1.39 |
| Calmar Ratio | 0.60 | 1.60 |
| Martin Ratio | 5.24 | 12.56 |
| Ulcer Index | 2.68% | 3.55% |
| Daily Std Dev | 12.02% | 20.29% |
| Max Drawdown | -39.26% | -72.31% |
| Current Drawdown | -10.97% | 0.00% |
Correlation
The correlation between SHSAX and RVT is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SHSAX vs. RVT - Performance Comparison
In the year-to-date period, SHSAX achieves a 9.04% return, which is significantly lower than RVT's 20.19% return. Over the past 10 years, SHSAX has underperformed RVT with an annualized return of 3.53%, while RVT has yielded a comparatively higher 9.90% 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
SHSAX vs. RVT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Royce Value Trust Inc. (RVT). 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. RVT - Dividend Comparison
SHSAX's dividend yield for the trailing twelve months is around 0.24%, less than RVT's 6.77% 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% |
RVT Royce Value Trust Inc. | 6.77% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% | 12.70% | 4.65% |
Drawdowns
SHSAX vs. RVT - Drawdown Comparison
The maximum SHSAX drawdown since its inception was -39.26%, smaller than the maximum RVT drawdown of -72.31%. Use the drawdown chart below to compare losses from any high point for SHSAX and RVT. For additional features, visit the drawdowns tool.
Volatility
SHSAX vs. RVT - Volatility Comparison
The current volatility for BlackRock Health Sciences Opportunities Portfolio (SHSAX) is 3.33%, while Royce Value Trust Inc. (RVT) has a volatility of 6.54%. This indicates that SHSAX experiences smaller price fluctuations and is considered to be less risky than RVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.