BCAT vs. BBLIX
Compare and contrast key facts about BlackRock Capital Allocation Trust (BCAT) and BBH Select Series - Large Cap Fund (BBLIX).
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: BCAT or BBLIX.
Key characteristics
| BCAT | BBLIX | |
|---|---|---|
| YTD Return | 23.89% | 21.12% |
| 1Y Return | 28.63% | 28.02% |
| 3Y Return (Ann) | 3.93% | 7.02% |
| Sharpe Ratio | 2.08 | 2.55 |
| Sortino Ratio | 3.03 | 3.45 |
| Omega Ratio | 1.38 | 1.46 |
| Calmar Ratio | 1.25 | 3.80 |
| Martin Ratio | 11.92 | 18.48 |
| Ulcer Index | 2.40% | 1.51% |
| Daily Std Dev | 13.76% | 10.93% |
| Max Drawdown | -36.13% | -33.49% |
| Current Drawdown | -0.92% | -0.12% |
Correlation
The correlation between BCAT and BBLIX 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
BCAT vs. BBLIX - Performance Comparison
In the year-to-date period, BCAT achieves a 23.89% return, which is significantly higher than BBLIX's 21.12% 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
BCAT vs. BBLIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Capital Allocation Trust (BCAT) and BBH Select Series - Large Cap Fund (BBLIX). 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
BCAT vs. BBLIX - Dividend Comparison
BCAT's dividend yield for the trailing twelve months is around 14.30%, more than BBLIX's 0.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
BCAT BlackRock Capital Allocation Trust | 14.30% | 10.11% | 9.00% | 6.42% | 0.48% | 0.00% |
BBLIX BBH Select Series - Large Cap Fund | 0.23% | 0.28% | 0.22% | 0.25% | 0.33% | 0.04% |
Drawdowns
BCAT vs. BBLIX - Drawdown Comparison
The maximum BCAT drawdown since its inception was -36.13%, which is greater than BBLIX's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for BCAT and BBLIX. For additional features, visit the drawdowns tool.
Volatility
BCAT vs. BBLIX - Volatility Comparison
BlackRock Capital Allocation Trust (BCAT) and BBH Select Series - Large Cap Fund (BBLIX) have volatilities of 3.52% and 3.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.