- ISIN
- US09256A1097
- CUSIP
- 09256A109
- Issuer
- BlackRock
- Inception Date
- Apr 27, 2004
- Category
- Derivative Income
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
CII Performance Chart
BlackRock Enhanced Large Cap Core Fund (CII) is up 11.6% since the beginning of the year. CII is currently trading at $25 per share. Investors who bought $1,000 worth of CII shares 5 years ago would now be looking at an investment worth $1,980.
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Returns By Period
BlackRock Enhanced Large Cap Core Fund (CII) has returned 11.56% so far this year and 45.68% over the past 12 months. Looking at the last ten years, CII has achieved an annualized return of 15.30%, outperforming the S&P 500 Index benchmark, which averaged 13.66% per year.
BlackRock Enhanced Large Cap Core Fund
- 1D
- -0.75%
- 1M
- 5.35%
- YTD
- 11.56%
- 6M
- 14.11%
- 1Y
- 45.68%
- 3Y*
- 24.00%
- 5Y*
- 14.64%
- 10Y*
- 15.30%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
CII Monthly Returns History
Based on dividend-adjusted daily data since May 26, 2004, CII's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.
Historically, 65% of months were positive and 35% were negative. The best month was Dec 2008 with a return of +20.6%, while the worst month was Nov 2008 at -21.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, CII closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +22.2%, while the worst single day was Mar 12, 2020 at -13.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.04% | -1.67% | -6.83% | 17.02% | 7.23% | -2.99% | 11.56% | ||||||
| 2025 | 4.16% | -1.80% | -8.23% | 1.34% | 10.69% | 5.32% | 2.18% | 3.75% | 3.59% | 6.12% | 6.98% | -0.36% | 37.78% |
| 2024 | 0.68% | 2.52% | 0.93% | -4.28% | 4.69% | 3.94% | -2.32% | 1.40% | 0.98% | -1.85% | 5.16% | 0.60% | 12.70% |
| 2023 | 8.90% | -2.28% | 0.07% | 0.56% | -0.90% | 5.32% | 3.68% | 0.52% | -1.79% | -7.33% | 7.58% | 3.87% | 18.47% |
| 2022 | -7.81% | -0.06% | 3.94% | -6.20% | -0.84% | -8.02% | 10.05% | -1.85% | -11.99% | 7.76% | 5.18% | -1.69% | -13.21% |
| 2021 | 0.32% | 6.15% | 5.72% | 6.57% | -0.34% | 1.71% | 3.57% | 2.09% | -5.99% | 6.45% | -1.55% | 5.98% | 34.26% |
Benchmark Metrics
BlackRock Enhanced Large Cap Core Fund has an annualized alpha of 3.66%, beta of 0.83, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since May 27, 2004.
- This fund captured 107.19% of S&P 500 Index gains but only 99.29% of its losses - a favorable profile for investors.
- This fund generated an annualized alpha of 3.66% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.66%
- Beta
- 0.83
- R²
- 0.60
- Upside Capture
- 107.19%
- Downside Capture
- 99.29%
Expense Ratio
CII has an expense ratio of 0.91%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CII ranks 84 for risk / return — in the top 84% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for BlackRock Enhanced Large Cap Core Fund (CII) and compare them to S&P 500 Index.
| CII | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.41 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.93 | 2.93 | +1.01 |
| Martin ratioReturn relative to average drawdown | 16.07 | 13.52 | +2.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
BlackRock Enhanced Large Cap Core Fund provided a 15.38% dividend yield over the last twelve months, with an annual payout of $3.89 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.89 | $3.89 | $1.24 | $1.19 | $2.10 | $1.10 | $1.05 | $1.00 | $0.99 | $0.99 | $1.15 | $1.20 |
Dividend yield | 15.38% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
Monthly Dividends
The table displays the monthly dividend distributions for BlackRock Enhanced Large Cap Core Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.14 | $0.14 | $0.14 | $0.14 | $0.14 | $0.00 | $0.71 | ||||||
| 2025 | $0.14 | $0.14 | $0.14 | $0.14 | $0.14 | $0.14 | $0.14 | $0.14 | $0.14 | $0.14 | $0.14 | $2.34 | $3.89 |
| 2024 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.14 | $1.24 |
| 2023 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $1.19 |
| 2022 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $1.01 | $2.10 |
| 2021 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.09 | $0.10 | $0.10 | $0.10 | $1.10 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the BlackRock Enhanced Large Cap Core Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the BlackRock Enhanced Large Cap Core Fund was 56.43%, occurring on Nov 20, 2008. Recovery took 267 trading sessions.
The current BlackRock Enhanced Large Cap Core Fund drawdown is 2.99%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -56.43%Nov 2008 | 1y 4mo | 1y 24d | 2y 5moJul 2007 - Dec 2009 |
COVID crash2020 | -40.56%Mar 2020 | 27d | 8mo 4d | 9mo 1dFeb 2020 - Nov 2020 |
2011 bear market2011 | -26.08%Aug 2011 | 2mo 8d | 1y 2mo | 1y 4moJun 2011 - Oct 2012 |
Bear market2022 | -22.32%Sep 2022 | 9mo 3d | 10mo 4d | 1y 7moDec 2021 - Jul 2023 |
Rate-hike selloffLate 2018 | -21.97%Dec 2018 | 2mo 29d | 9mo 27d | 1y 21dSep 2018 - Oct 2019 |
Drawdown Indicators
| CII | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.43% | -56.78% | +0.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -9.10% | -2.57% |
Max Drawdown (3Y)Largest decline over 3 years | -21.05% | -18.90% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -22.32% | -25.43% | +3.11% |
Max Drawdown (10Y)Largest decline over 10 years | -40.56% | -33.92% | -6.64% |
Current DrawdownCurrent decline from peak | -2.99% | -0.74% | -2.25% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -10.72% | +4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 1.97% | +0.88% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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