BAMBX vs. ECAT
Compare and contrast key facts about BlackRock Systematic Multi-Strategy Fund (BAMBX) and BlackRock ESG Capital Allocation Term Trust (ECAT).
BAMBX is a passively managed fund by BlackRock that tracks the performance of the ICE BofA 3 Month Treasury Bill Index (G0O1) (USD). It was launched on Sep 29, 2020. ECAT is managed by BlackRock. It was launched on Sep 28, 2021.
Performance
BAMBX vs. ECAT - Performance Comparison
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BAMBX vs. ECAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BAMBX BlackRock Systematic Multi-Strategy Fund | 0.97% | 4.59% | 6.61% | 6.19% | -3.23% | 2.39% |
ECAT BlackRock ESG Capital Allocation Term Trust | -6.71% | 16.64% | 19.96% | 32.36% | -21.90% | -6.25% |
Returns By Period
In the year-to-date period, BAMBX achieves a 0.97% return, which is significantly higher than ECAT's -6.71% return.
BAMBX
- 1D
- 0.48%
- 1M
- -3.15%
- YTD
- 0.97%
- 6M
- 2.65%
- 1Y
- 2.75%
- 3Y*
- 6.24%
- 5Y*
- 3.91%
- 10Y*
- 4.43%
ECAT
- 1D
- 1.49%
- 1M
- -8.56%
- YTD
- -6.71%
- 6M
- -7.80%
- 1Y
- 7.03%
- 3Y*
- 13.21%
- 5Y*
- —
- 10Y*
- —
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BAMBX vs. ECAT - Expense Ratio Comparison
BAMBX has a 1.20% expense ratio, which is lower than ECAT's 1.38% expense ratio.
Return for Risk
BAMBX vs. ECAT — Risk / Return Rank
BAMBX
ECAT
BAMBX vs. ECAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Systematic Multi-Strategy Fund (BAMBX) and BlackRock ESG Capital Allocation Term Trust (ECAT). 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.
| BAMBX | ECAT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.42 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.12 | 0.68 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.09 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 0.47 | +0.45 |
Martin ratioReturn relative to average drawdown | 3.30 | 1.75 | +1.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BAMBX | ECAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.42 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.35 | 0.32 | +1.03 |
Correlation
The correlation between BAMBX and ECAT is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BAMBX vs. ECAT - Dividend Comparison
BAMBX's dividend yield for the trailing twelve months is around 1.95%, less than ECAT's 25.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BAMBX BlackRock Systematic Multi-Strategy Fund | 1.95% | 1.97% | 3.86% | 4.13% | 4.70% | 2.39% | 1.09% | 3.73% | 8.70% | 3.81% | 4.82% |
ECAT BlackRock ESG Capital Allocation Term Trust | 25.39% | 23.00% | 17.44% | 9.14% | 8.94% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BAMBX vs. ECAT - Drawdown Comparison
The maximum BAMBX drawdown since its inception was -8.84%, smaller than the maximum ECAT drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for BAMBX and ECAT.
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Drawdown Indicators
| BAMBX | ECAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.84% | -32.23% | +23.39% |
Max Drawdown (1Y)Largest decline over 1 year | -3.61% | -12.90% | +9.29% |
Max Drawdown (5Y)Largest decline over 5 years | -6.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -8.84% | — | — |
Current DrawdownCurrent decline from peak | -3.15% | -10.48% | +7.33% |
Average DrawdownAverage peak-to-trough decline | -1.21% | -9.41% | +8.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 3.49% | -2.48% |
Volatility
BAMBX vs. ECAT - Volatility Comparison
The current volatility for BlackRock Systematic Multi-Strategy Fund (BAMBX) is 1.49%, while BlackRock ESG Capital Allocation Term Trust (ECAT) has a volatility of 5.97%. This indicates that BAMBX experiences smaller price fluctuations and is considered to be less risky than ECAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAMBX | ECAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 5.97% | -4.48% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 10.34% | -7.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.02% | 16.97% | -12.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.56% | 16.95% | -13.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.54% | 16.95% | -13.41% |