PortfoliosLab logoPortfoliosLab logo
SHSAX vs. VFAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHSAX vs. VFAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SHSAX vs. VFAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHSAX
BlackRock Health Sciences Opportunities Portfolio
-6.94%15.85%3.73%3.59%-5.94%11.88%19.44%25.27%7.93%24.74%
VFAIX
Vanguard Financials Index Fund Admiral Shares
-11.11%14.90%30.46%14.07%-12.26%36.27%-2.15%31.63%-13.47%20.05%

Returns By Period

In the year-to-date period, SHSAX achieves a -6.94% return, which is significantly higher than VFAIX's -11.11% return. Over the past 10 years, SHSAX has underperformed VFAIX with an annualized return of 9.71%, while VFAIX has yielded a comparatively higher 12.12% annualized return.


SHSAX

1D
0.28%
1M
-9.11%
YTD
-6.94%
6M
3.97%
1Y
4.06%
3Y*
5.89%
5Y*
4.02%
10Y*
9.71%

VFAIX

1D
1.06%
1M
-5.57%
YTD
-11.11%
6M
-9.20%
1Y
0.51%
3Y*
17.09%
5Y*
9.31%
10Y*
12.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SHSAX vs. VFAIX - Expense Ratio Comparison

SHSAX has a 1.09% expense ratio, which is higher than VFAIX's 0.10% expense ratio.


Return for Risk

SHSAX vs. VFAIX — Risk / Return Rank

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

SHSAX
SHSAX Risk / Return Rank: 1212
Overall Rank
SHSAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SHSAX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SHSAX Omega Ratio Rank: 1111
Omega Ratio Rank
SHSAX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SHSAX Martin Ratio Rank: 1212
Martin Ratio Rank

VFAIX
VFAIX Risk / Return Rank: 77
Overall Rank
VFAIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VFAIX Sortino Ratio Rank: 77
Sortino Ratio Rank
VFAIX Omega Ratio Rank: 77
Omega Ratio Rank
VFAIX Calmar Ratio Rank: 66
Calmar Ratio Rank
VFAIX Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SHSAX vs. VFAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). 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.


SHSAXVFAIXDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.08

+0.19

Sortino ratio

Return per unit of downside risk

0.50

0.25

+0.25

Omega ratio

Gain probability vs. loss probability

1.06

1.04

+0.03

Calmar ratio

Return relative to maximum drawdown

0.40

-0.02

+0.43

Martin ratio

Return relative to average drawdown

0.94

-0.07

+1.02

SHSAX vs. VFAIX - Sharpe Ratio Comparison

The current SHSAX Sharpe Ratio is 0.28, which is higher than the VFAIX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of SHSAX and VFAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SHSAXVFAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.08

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.48

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.54

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.22

+0.50

Correlation

The correlation between SHSAX and VFAIX 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.


Dividends

SHSAX vs. VFAIX - Dividend Comparison

SHSAX's dividend yield for the trailing twelve months is around 11.43%, more than VFAIX's 1.64% yield.


TTM20252024202320222021202020192018201720162015
SHSAX
BlackRock Health Sciences Opportunities Portfolio
11.43%10.63%9.18%3.84%7.44%9.20%4.34%3.89%8.56%3.53%2.43%12.58%
VFAIX
Vanguard Financials Index Fund Admiral Shares
1.64%1.56%1.75%2.08%2.31%2.62%2.21%2.17%2.30%1.54%1.64%2.00%

Drawdowns

SHSAX vs. VFAIX - Drawdown Comparison

The maximum SHSAX drawdown since its inception was -35.49%, smaller than the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for SHSAX and VFAIX.


Loading graphics...

Drawdown Indicators


SHSAXVFAIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.49%

-78.64%

+43.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.87%

-14.72%

+4.85%

Max Drawdown (5Y)

Largest decline over 5 years

-17.99%

-25.71%

+7.72%

Max Drawdown (10Y)

Largest decline over 10 years

-28.36%

-44.37%

+16.01%

Current Drawdown

Current decline from peak

-9.62%

-13.82%

+4.20%

Average Drawdown

Average peak-to-trough decline

-6.17%

-18.69%

+12.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

4.86%

-0.66%

Volatility

SHSAX vs. VFAIX - Volatility Comparison

BlackRock Health Sciences Opportunities Portfolio (SHSAX) has a higher volatility of 4.60% compared to Vanguard Financials Index Fund Admiral Shares (VFAIX) at 4.20%. This indicates that SHSAX's price experiences larger fluctuations and is considered to be riskier than VFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SHSAXVFAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

4.20%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

11.53%

-1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

16.30%

19.86%

-3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

19.40%

-5.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

22.62%

-6.09%