STXF vs. BLCR

Last updated Jun 13, 2026

STXF (Strive 500 ETF) and BLCR (Blackrock Large Cap Core ETF) are both Large Cap Blend Equities funds. STXF is passively managed, while BLCR is actively managed. Over the past year, STXF returned 24.01% vs 40.80% for BLCR. Their correlation of 0.91 suggests significant overlap in exposure. STXF charges 0.05%/yr vs 0.36%/yr for BLCR.

Performance

STXF vs. BLCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 500 ETF (STXF) and Blackrock Large Cap Core ETF (BLCR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STXF achieves a 8.95% return, which is significantly lower than BLCR's 16.30% return.

STXF

• 1D: 0.50%
• 1M: 0.11%
• YTD: 8.95%
• 6M: 9.14%
• 1Y: 24.01%
• 3Y*: 21.18%
• 5Y*: —
• 10Y*: —

BLCR

• 1D: 0.39%
• 1M: -1.74%
• YTD: 16.30%
• 6M: 18.27%
• 1Y: 40.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

STXF vs. BLCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
STXF Strive 500 ETF	8.95%	17.95%	25.13%	14.58%
BLCR Blackrock Large Cap Core ETF	16.30%	30.93%	17.07%	13.54%

Correlation

The correlation between STXF and BLCR is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023	0.91

The correlation between STXF and BLCR has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

Return for Risk

STXF vs. BLCR — Risk / Return Rank

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

STXF

STXF Risk / Return Rank: 62
STXF Sharpe Ratio Rank: 63
STXF Sortino Ratio Rank: 62
STXF Omega Ratio Rank: 61
STXF Calmar Ratio Rank: 58
STXF Martin Ratio Rank: 69

BLCR

BLCR Risk / Return Rank: 86
BLCR Sharpe Ratio Rank: 88
BLCR Sortino Ratio Rank: 86
BLCR Omega Ratio Rank: 83
BLCR Calmar Ratio Rank: 84
BLCR Martin Ratio Rank: 90

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.

STXF vs. BLCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 500 ETF (STXF) and Blackrock Large Cap Core ETF (BLCR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	STXF	BLCR	Difference
Sharpe ratio: Return per unit of total volatility	1.87	2.54	-0.67
Sortino ratio: Return per unit of downside risk	2.59	3.35	-0.77
Omega ratio: Gain probability vs. loss probability	1.33	1.44	-0.11
Calmar ratio: Return relative to maximum drawdown	2.60	4.00	-1.40
Martin ratio: Return relative to average drawdown	11.44	18.19	-6.74

STXF vs. BLCR - Sharpe Ratio Comparison

The current STXF Sharpe Ratio is 1.87, which is comparable to the BLCR Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of STXF and BLCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STXF vs. BLCR - Drawdown Comparison

The maximum STXF drawdown since its inception was -19.00%, smaller than the maximum BLCR drawdown of -21.29%. Use the drawdown chart below to compare losses from any high point for STXF and BLCR.

Drawdown Indicators

	STXF	BLCR	Difference
Max Drawdown Largest peak-to-trough decline	-19.00%	-21.29%	+2.29%
Max Drawdown (1Y) Largest decline over 1 year	-9.29%	-10.26%	+0.97%
Max Drawdown (3Y) Largest decline over 3 years	-19.00%	—	—
Current Drawdown Current decline from peak	-2.48%	-3.09%	+0.61%
Average Drawdown Average peak-to-trough decline	-2.30%	-2.20%	-0.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	2.25%	-0.14%

Volatility

STXF vs. BLCR - Volatility Comparison

The current volatility for Strive 500 ETF (STXF) is 4.41%, while Blackrock Large Cap Core ETF (BLCR) has a volatility of 5.61%. This indicates that STXF experiences smaller price fluctuations and is considered to be less risky than BLCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STXF	BLCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.41%	5.61%	-1.20%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	13.06%	-3.04%
Volatility (1Y) Calculated over the trailing 1-year period	12.90%	16.17%	-3.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.15%	17.60%	-1.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.15%	17.60%	-1.45%

STXF vs. BLCR - Expense Ratio Comparison

STXF has a 0.05% expense ratio, which is lower than BLCR's 0.36% expense ratio.

Dividends

STXF vs. BLCR - Dividend Comparison

STXF's dividend yield for the trailing twelve months is around 1.04%, more than BLCR's 0.23% yield.

Position	TTM	2025	2024	2023	2022
BLCR Blackrock Large Cap Core ETF	0.23%	0.33%	0.75%	0.13%	0.00%
STXF Strive 500 ETF	1.04%	1.05%	1.13%	1.21%	0.37%

Frequently Asked Questions

Can I hold both STXF and BLCR in my portfolio?

With a correlation of 0.91, STXF and BLCR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, STXF or BLCR?

BLCR has higher volatility (5.61%) compared to STXF (4.41%). In terms of maximum drawdown, STXF dropped -19.00% vs BLCR's -21.29%.

Which ETF is better, STXF or BLCR?

On 1-year performance, BLCR leads with 40.80% vs 24.01% for STXF. On fees, STXF is cheaper at 0.05% per year. On volatility, STXF has been the lower-risk option at 4.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXF or BLCR?

Over the 1-year period, BLCR has performed better with a 40.80% return vs 24.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXF or BLCR?

STXF is cheaper with a 0.05% expense ratio, compared with 0.36% for BLCR.

Which ETF pays a higher dividend yield, STXF or BLCR?

STXF has the higher dividend yield at 1.04%, compared with 0.23% for BLCR.

What is the main difference between STXF and BLCR?

They also come from different issuers: Strive and BlackRock. Their fees differ too: 0.05% for STXF and 0.36% for BLCR.

Which has better risk-adjusted returns?

BLCR currently has the higher Sharpe Ratio (2.54 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.