VYM vs. BSIIX
VYM (Vanguard High Dividend Yield ETF) and BSIIX (BlackRock Strategic Income Opportunities Fund Class I) are both funds - VYM is a Dividend fund tracking the FTSE High Dividend Yield Index, while BSIIX is a Total Bond Market fund managed by BlackRock. Over the past 10 years, VYM returned 11.78%/yr vs 3.85%/yr for BSIIX. At a 0.21 correlation, their price movements are largely independent. VYM charges 0.04%/yr vs 0.69%/yr for BSIIX.
Performance
VYM vs. BSIIX - Performance Comparison
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Returns By Period
In the year-to-date period, VYM achieves a 11.57% return, which is significantly higher than BSIIX's 2.00% return. Over the past 10 years, VYM has outperformed BSIIX with an annualized return of 11.78%, while BSIIX has yielded a comparatively lower 3.85% annualized return.
VYM
- 1D
- 0.07%
- 1M
- 1.56%
- YTD
- 11.57%
- 6M
- 11.72%
- 1Y
- 25.29%
- 3Y*
- 17.42%
- 5Y*
- 12.42%
- 10Y*
- 11.78%
BSIIX
- 1D
- -0.10%
- 1M
- 1.23%
- YTD
- 2.00%
- 6M
- 2.57%
- 1Y
- 6.95%
- 3Y*
- 6.84%
- 5Y*
- 3.01%
- 10Y*
- 3.85%
VYM vs. BSIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYM Vanguard High Dividend Yield ETF | 11.57% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
BSIIX BlackRock Strategic Income Opportunities Fund Class I | 2.00% | 8.59% | 5.22% | 6.18% | -6.14% | 0.80% | 7.22% | 7.65% | -0.42% | 4.89% |
Correlation
The correlation between VYM and BSIIX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2008 | 0.21 |
Over the past year, VYM and BSIIX have become more correlated (0.44) than their long-term average of 0.21, meaning their price movements have been converging.
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Return for Risk
VYM vs. BSIIX — Risk / Return Rank
VYM
BSIIX
VYM vs. BSIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) and BlackRock Strategic Income Opportunities Fund Class I (BSIIX). 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.
| VYM | BSIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.50 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 2.46 | +1.34 |
| Martin ratioReturn relative to average drawdown | 14.13 | 9.49 | +4.64 |
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Drawdowns
VYM vs. BSIIX - Drawdown Comparison
The maximum VYM drawdown since its inception was -56.98%, which is greater than BSIIX's maximum drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for VYM and BSIIX.
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Drawdown Indicators
| VYM | BSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.98% | -18.76% | -38.22% |
Max Drawdown (1Y)Largest decline over 1 year | -6.69% | -2.84% | -3.85% |
Max Drawdown (3Y)Largest decline over 3 years | -14.46% | -2.84% | -11.62% |
Max Drawdown (5Y)Largest decline over 5 years | -15.84% | -9.13% | -6.71% |
Max Drawdown (10Y)Largest decline over 10 years | -35.21% | -9.91% | -25.30% |
Current DrawdownCurrent decline from peak | -1.23% | -0.31% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -1.80% | -5.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 0.73% | +1.06% |
Volatility
VYM vs. BSIIX - Volatility Comparison
Vanguard High Dividend Yield ETF (VYM) has a higher volatility of 3.06% compared to BlackRock Strategic Income Opportunities Fund Class I (BSIIX) at 0.92%. This indicates that VYM's price experiences larger fluctuations and is considered to be riskier than BSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYM | BSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 0.92% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 2.37% | +5.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.39% | 2.96% | +7.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.95% | 3.65% | +10.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 3.15% | +13.20% |
VYM vs. BSIIX - Expense Ratio Comparison
VYM has a 0.04% expense ratio, which is lower than BSIIX's 0.69% expense ratio.
Dividends
VYM vs. BSIIX - Dividend Comparison
VYM's dividend yield for the trailing twelve months is around 2.84%, less than BSIIX's 5.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSIIX BlackRock Strategic Income Opportunities Fund Class I | 5.15% | 5.07% | 4.75% | 3.33% | 3.58% | 2.98% | 2.92% | 3.54% | 3.32% | 3.45% | 2.91% | 3.19% |
VYM Vanguard High Dividend Yield ETF | 2.84% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
VYM and BSIIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VYM has higher volatility (3.06%) compared to BSIIX (0.92%). In terms of maximum drawdown, VYM dropped -56.98% vs BSIIX's -18.76%.
VYM currently has the higher Sharpe Ratio (2.44 vs 2.36), 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.
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