BKLC vs SPYM: returns, Sharpe ratio and drawdown

Over the past year, SPYM returned +13.46% against +13.23% for BKLC. Over five years, BKLC averaged +11.63% a year, compared with +11.47% for SPYM. SPYM had the higher Sharpe ratio over the past year (0.73 vs 0.70), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.90% for SPYM and -9.10% for BKLC. Dividends over the past year came to 1.09% of BKLC's price, against 1.03% for SPYM. Their daily returns had a correlation of 1.00 over the past year, which is very high.

BKLC charges 0.00% a year and SPYM 0.02%. Over five years, reinvested dividends added 1.47 points a year to BKLC's return and 1.53 to SPYM's.