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BBLIX vs. BCAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

BBLIX vs. BCAT

Last updated May 11, 2025

Compare and contrast key facts about BBH Select Series - Large Cap Fund (BBLIX) and BlackRock Capital Allocation Trust (BCAT).

BBLIX is managed by BBH. It was launched on Sep 9, 2019.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBLIX or BCAT.

Correlation

The correlation between BBLIX and BCAT is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BBLIX vs. BCAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BBH Select Series - Large Cap Fund (BBLIX) and BlackRock Capital Allocation Trust (BCAT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BBLIX:

0.25

BCAT:

0.86

Sortino Ratio

BBLIX:

0.49

BCAT:

1.33

Omega Ratio

BBLIX:

1.07

BCAT:

1.17

Calmar Ratio

BBLIX:

0.28

BCAT:

1.01

Martin Ratio

BBLIX:

0.94

BCAT:

4.21

Ulcer Index

BBLIX:

4.95%

BCAT:

3.28%

Daily Std Dev

BBLIX:

17.27%

BCAT:

16.15%

Max Drawdown

BBLIX:

-33.49%

BCAT:

-36.13%

Current Drawdown

BBLIX:

-7.16%

BCAT:

-1.05%

Returns By Period

In the year-to-date period, BBLIX achieves a 1.36% return, which is significantly lower than BCAT's 5.67% return.

BBLIX

YTD

1.36%

1M

5.74%

6M

-6.66%

1Y

3.84%

5Y*

11.51%

10Y*

N/A

BCAT

YTD

5.67%

1M

9.75%

6M

1.78%

1Y

14.09%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BBLIX vs. BCAT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BBLIX
The Risk-Adjusted Performance Rank of BBLIX is 4242
Overall Rank
The Sharpe Ratio Rank of BBLIX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of BBLIX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of BBLIX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of BBLIX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of BBLIX is 4242
Martin Ratio Rank
BCAT
The Risk-Adjusted Performance Rank of BCAT is 7979
Overall Rank
The Sharpe Ratio Rank of BCAT is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of BCAT is 7474
Sortino Ratio Rank
The Omega Ratio Rank of BCAT is 7272
Omega Ratio Rank
The Calmar Ratio Rank of BCAT is 8484
Calmar Ratio Rank
The Martin Ratio Rank of BCAT is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBLIX vs. BCAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BBH Select Series - Large Cap Fund (BBLIX) and BlackRock Capital Allocation Trust (BCAT). 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.

The current BBLIX Sharpe Ratio is 0.25, which is lower than the BCAT Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of BBLIX and BCAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

BBLIX vs. BCAT - Dividend Comparison

BBLIX's dividend yield for the trailing twelve months is around 0.34%, less than BCAT's 22.17% yield.

TTM202420232022202120202019
BBLIX
BBH Select Series - Large Cap Fund		0.34%0.34%0.28%0.22%0.25%0.33%0.04%
BCAT
BlackRock Capital Allocation Trust		22.17%17.50%10.11%9.00%6.42%0.48%0.00%

Drawdowns

BBLIX vs. BCAT - Drawdown Comparison

The maximum BBLIX drawdown since its inception was -33.49%, smaller than the maximum BCAT drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for BBLIX and BCAT. For additional features, visit the drawdowns tool.

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Volatility

BBLIX vs. BCAT - Volatility Comparison

BBH Select Series - Large Cap Fund (BBLIX) has a higher volatility of 6.00% compared to BlackRock Capital Allocation Trust (BCAT) at 4.53%. This indicates that BBLIX's price experiences larger fluctuations and is considered to be riskier than BCAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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