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BlackRock Enhanced Large Cap Core Fund (CII) Sharpe Ratio: 3.15

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The Trust aims to achieve its investment objective by investing in a portfolio of equity securities of U.S. and foreign issuers, either directly or through derivatives, and by employing a strategy of writing call and put options.

CII's Sharpe Ratio of 3.15 indicates that for each unit of volatility, it generates 3.15 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

CII Sharpe Ratio Rank

CII Sharpe Ratio Rank: 93.193
Exceptional

CII ranks above 93.1% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

CII Sharpe Ratio Market Positioning

The chart shows CII's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.41 or lower
  • Yellow zone (middle 50%): 1.41 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares BlackRock Enhanced Large Cap Core Fund's Sharpe Ratio with other mutual funds in the Derivative Income category across multiple time periods, showing how CII's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CIIBlackRock Enhanced Large Cap Core Fund3.15
TCBIXThe Covered Bridge Fund2.69
NIEVirtus Equity & Convertible Income Fund2.60
SCAUXInvesco Income Advantage U.S. Fund2.47
CLPAXCatalyst Nasdaq-100 Hedged Equity Fund2.23
PUTWWisdomTree Equity Premium Income Fund2.20
FFAFirst Trust Enhanced Equity Income Fund2.19
EQTIXShelton Equity Income Fund2.12
SCJIXCrossmark Steward Covered Call Income Fund2.08
BMCIXBlackRock High Equity Income Fund2.01

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows CII's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CII consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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