PortfoliosLab logoPortfoliosLab logo
VOTE vs. BLCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VOTE vs. BLCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Engine No. 1 Transform 500 ETF (VOTE) and Blackrock Large Cap Core ETF (BLCR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VOTE vs. BLCR - Yearly Performance Comparison


2026 (YTD)202520242023
VOTE
Engine No. 1 Transform 500 ETF
-4.68%17.95%25.23%16.17%
BLCR
Blackrock Large Cap Core ETF
-3.06%30.93%17.07%14.18%

Returns By Period

In the year-to-date period, VOTE achieves a -4.68% return, which is significantly lower than BLCR's -3.06% return.


VOTE

1D
2.86%
1M
-4.95%
YTD
-4.68%
6M
-2.30%
1Y
17.91%
3Y*
18.54%
5Y*
10Y*

BLCR

1D
3.51%
1M
-5.06%
YTD
-3.06%
6M
2.52%
1Y
34.54%
3Y*
5Y*
10Y*
*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.


VOTE vs. BLCR - Expense Ratio Comparison

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


Return for Risk

VOTE vs. BLCR — Risk / Return Rank

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

VOTE
VOTE Risk / Return Rank: 6363
Overall Rank
VOTE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VOTE Sortino Ratio Rank: 6060
Sortino Ratio Rank
VOTE Omega Ratio Rank: 6464
Omega Ratio Rank
VOTE Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOTE Martin Ratio Rank: 7272
Martin Ratio Rank

BLCR
BLCR Risk / Return Rank: 8787
Overall Rank
BLCR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BLCR Sortino Ratio Rank: 8686
Sortino Ratio Rank
BLCR Omega Ratio Rank: 8585
Omega Ratio Rank
BLCR Calmar Ratio Rank: 8989
Calmar Ratio Rank
BLCR Martin Ratio Rank: 9191
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.

VOTE vs. BLCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Engine No. 1 Transform 500 ETF (VOTE) 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.


VOTEBLCRDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.64

-0.67

Sortino ratio

Return per unit of downside risk

1.49

2.29

-0.80

Omega ratio

Gain probability vs. loss probability

1.23

1.34

-0.11

Calmar ratio

Return relative to maximum drawdown

1.52

2.89

-1.37

Martin ratio

Return relative to average drawdown

7.13

12.09

-4.96

VOTE vs. BLCR - Sharpe Ratio Comparison

The current VOTE Sharpe Ratio is 0.97, which is lower than the BLCR Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of VOTE and BLCR, 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


VOTEBLCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.64

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

1.40

-0.78

Correlation

The correlation between VOTE and BLCR is 0.93, 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

VOTE vs. BLCR - Dividend Comparison

VOTE's dividend yield for the trailing twelve months is around 1.04%, more than BLCR's 0.28% yield.


TTM20252024202320222021
VOTE
Engine No. 1 Transform 500 ETF
1.04%1.03%1.18%1.33%1.54%0.54%
BLCR
Blackrock Large Cap Core ETF
0.28%0.33%0.75%0.13%0.00%0.00%

Drawdowns

VOTE vs. BLCR - Drawdown Comparison

The maximum VOTE drawdown since its inception was -25.71%, which is greater than BLCR's maximum drawdown of -21.29%. Use the drawdown chart below to compare losses from any high point for VOTE and BLCR.


Loading graphics...

Drawdown Indicators


VOTEBLCRDifference

Max Drawdown

Largest peak-to-trough decline

-25.71%

-21.29%

-4.42%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

-12.13%

+0.06%

Current Drawdown

Current decline from peak

-6.51%

-7.11%

+0.60%

Average Drawdown

Average peak-to-trough decline

-6.34%

-2.28%

-4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.90%

-0.33%

Volatility

VOTE vs. BLCR - Volatility Comparison

The current volatility for Engine No. 1 Transform 500 ETF (VOTE) is 5.35%, while Blackrock Large Cap Core ETF (BLCR) has a volatility of 7.06%. This indicates that VOTE 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.


Loading graphics...

Volatility by Period


VOTEBLCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

7.06%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

9.71%

12.45%

-2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

18.49%

21.12%

-2.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.31%

17.59%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

17.59%

-0.28%