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SHSAX vs. VGHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHSAX vs. VGHAX - Performance Comparison

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

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SHSAX vs. VGHAX - 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%
VGHAX
Vanguard Health Care Fund Admiral Shares
-5.89%19.72%9.10%5.51%-1.00%12.82%12.62%22.99%1.07%19.64%

Returns By Period

In the year-to-date period, SHSAX achieves a -6.94% return, which is significantly lower than VGHAX's -5.89% return. Over the past 10 years, SHSAX has outperformed VGHAX with an annualized return of 9.71%, while VGHAX has yielded a comparatively lower 9.16% 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%

VGHAX

1D
0.43%
1M
-8.80%
YTD
-5.89%
6M
7.16%
1Y
9.80%
3Y*
9.27%
5Y*
8.05%
10Y*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHSAX vs. VGHAX - Expense Ratio Comparison

SHSAX has a 1.09% expense ratio, which is higher than VGHAX's 0.25% expense ratio.


Return for Risk

SHSAX vs. VGHAX — 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

VGHAX
VGHAX Risk / Return Rank: 2727
Overall Rank
VGHAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
VGHAX Sortino Ratio Rank: 2121
Sortino Ratio Rank
VGHAX Omega Ratio Rank: 1818
Omega Ratio Rank
VGHAX Calmar Ratio Rank: 4646
Calmar Ratio Rank
VGHAX Martin Ratio Rank: 2727
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. VGHAX - Risk-Adjusted Trends Comparison

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


SHSAXVGHAXDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.53

-0.25

Sortino ratio

Return per unit of downside risk

0.50

0.84

-0.34

Omega ratio

Gain probability vs. loss probability

1.06

1.11

-0.04

Calmar ratio

Return relative to maximum drawdown

0.40

1.15

-0.75

Martin ratio

Return relative to average drawdown

0.94

2.82

-1.88

SHSAX vs. VGHAX - Sharpe Ratio Comparison

The current SHSAX Sharpe Ratio is 0.28, which is lower than the VGHAX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of SHSAX and VGHAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SHSAXVGHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.53

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.45

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.52

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.60

+0.12

Correlation

The correlation between SHSAX and VGHAX is 0.92, 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.


Dividends

SHSAX vs. VGHAX - Dividend Comparison

SHSAX's dividend yield for the trailing twelve months is around 11.43%, more than VGHAX's 7.09% 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%
VGHAX
Vanguard Health Care Fund Admiral Shares
7.09%6.07%22.84%7.22%5.49%7.05%8.02%11.87%9.15%7.36%8.60%8.21%

Drawdowns

SHSAX vs. VGHAX - Drawdown Comparison

The maximum SHSAX drawdown since its inception was -35.49%, roughly equal to the maximum VGHAX drawdown of -36.85%. Use the drawdown chart below to compare losses from any high point for SHSAX and VGHAX.


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Drawdown Indicators


SHSAXVGHAXDifference

Max Drawdown

Largest peak-to-trough decline

-35.49%

-36.85%

+1.36%

Max Drawdown (1Y)

Largest decline over 1 year

-9.87%

-9.19%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-17.99%

-16.92%

-1.07%

Max Drawdown (10Y)

Largest decline over 10 years

-28.36%

-27.17%

-1.19%

Current Drawdown

Current decline from peak

-9.62%

-8.80%

-0.82%

Average Drawdown

Average peak-to-trough decline

-6.17%

-5.61%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

3.90%

+0.30%

Volatility

SHSAX vs. VGHAX - Volatility Comparison

BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Vanguard Health Care Fund Admiral Shares (VGHAX) have volatilities of 4.60% and 4.81%, 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.


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Volatility by Period


SHSAXVGHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

4.81%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

10.26%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

16.30%

17.43%

-1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

17.96%

-3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

17.56%

-1.03%