BBLIX vs. BCAT
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.
Key characteristics
| BBLIX | BCAT | |
|---|---|---|
| YTD Return | 21.12% | 23.89% |
| 1Y Return | 28.02% | 28.63% |
| 3Y Return (Ann) | 7.02% | 3.93% |
| Sharpe Ratio | 2.55 | 2.08 |
| Sortino Ratio | 3.45 | 3.03 |
| Omega Ratio | 1.46 | 1.38 |
| Calmar Ratio | 3.80 | 1.25 |
| Martin Ratio | 18.48 | 11.92 |
| Ulcer Index | 1.51% | 2.40% |
| Daily Std Dev | 10.93% | 13.76% |
| Max Drawdown | -33.49% | -36.13% |
| Current Drawdown | -0.12% | -0.92% |
Correlation
The correlation between BBLIX and BCAT is 0.56, 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
In the year-to-date period, BBLIX achieves a 21.12% return, which is significantly lower than BCAT's 23.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
BBLIX vs. BCAT - Dividend Comparison
BBLIX's dividend yield for the trailing twelve months is around 0.23%, less than BCAT's 14.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
BBLIX BBH Select Series - Large Cap Fund | 0.23% | 0.28% | 0.22% | 0.25% | 0.33% | 0.04% |
BCAT BlackRock Capital Allocation Trust | 14.30% | 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.
Volatility
BBLIX vs. BCAT - Volatility Comparison
BBH Select Series - Large Cap Fund (BBLIX) has a higher volatility of 3.70% compared to BlackRock Capital Allocation Trust (BCAT) at 3.52%. 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.