PortfoliosLab logoPortfoliosLab logo
BCAT vs. IBHF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCAT vs. IBHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Capital Allocation Term Trust (BCAT) and iShares iBonds 2026 Term High Yield and Income ETF (IBHF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BCAT achieves a 25.07% return, which is significantly higher than IBHF's 0.44% return.


BCAT

1D
0.06%
1M
1.19%
6M
20.89%
YTD
25.07%
1Y
29.68%
3Y*
21.44%
5Y*
7.33%
10Y*

IBHF

1D
0.04%
1M
-0.01%
6M
0.43%
YTD
0.44%
1Y
3.53%
3Y*
6.82%
5Y*
3.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCAT vs. IBHF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BCAT
BlackRock Capital Allocation Term Trust
25.07%16.78%19.37%19.30%-22.64%-5.21%6.01%
IBHF
iShares iBonds 2026 Term High Yield and Income ETF
0.44%6.60%8.55%10.40%-6.66%4.43%2.60%

Correlation

The correlation between BCAT and IBHF is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2020

0.41

Over the past year, the correlation between BCAT and IBHF has dropped to 0.14 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BCAT vs. IBHF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCAT
BCAT Risk / Return Rank: 9494
Overall Rank
BCAT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BCAT Sortino Ratio Rank: 9595
Sortino Ratio Rank
BCAT Omega Ratio Rank: 9393
Omega Ratio Rank
BCAT Calmar Ratio Rank: 9090
Calmar Ratio Rank
BCAT Martin Ratio Rank: 9696
Martin Ratio Rank

IBHF
IBHF Risk / Return Rank: 8484
Overall Rank
IBHF Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IBHF Sortino Ratio Rank: 8989
Sortino Ratio Rank
IBHF Omega Ratio Rank: 8282
Omega Ratio Rank
IBHF Calmar Ratio Rank: 9292
Calmar Ratio Rank
IBHF Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BCAT vs. IBHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Capital Allocation Term Trust (BCAT) and iShares iBonds 2026 Term High Yield and Income ETF (IBHF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BCATIBHFDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.44

1.39

+0.05

Calmar ratioReturn relative to maximum drawdown

3.74

4.70

-0.96

Martin ratioReturn relative to average drawdown

17.37

13.73

+3.63

BCAT vs. IBHF - Sharpe Ratio Comparison

The current BCAT Sharpe Ratio is 2.50, which is higher than the IBHF Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of BCAT and IBHF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BCAT vs. IBHF - Drawdown Comparison

The maximum BCAT drawdown since its inception was -36.13%, which is greater than IBHF's maximum drawdown of -11.19%. Use the drawdown chart below to compare losses from any high point for BCAT and IBHF.


Loading charts...

Drawdown Indicators


BCATIBHFDifference

Max Drawdown

Largest peak-to-trough decline

-36.13%

-11.19%

-24.94%

Max Drawdown (1Y)

Largest decline over 1 year

-7.98%

-0.75%

-7.23%

Max Drawdown (3Y)

Largest decline over 3 years

-13.69%

-2.53%

-11.16%

Max Drawdown (5Y)

Largest decline over 5 years

-35.03%

-11.19%

-23.84%

Current Drawdown

Current decline from peak

-0.87%

-0.55%

-0.32%

Average Drawdown

Average peak-to-trough decline

-12.57%

-1.77%

-10.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

0.26%

+1.45%

Volatility

BCAT vs. IBHF - Volatility Comparison

BlackRock Capital Allocation Term Trust (BCAT) has a higher volatility of 3.83% compared to iShares iBonds 2026 Term High Yield and Income ETF (IBHF) at 0.28%. This indicates that BCAT's price experiences larger fluctuations and is considered to be riskier than IBHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BCATIBHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

0.28%

+3.55%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

1.18%

+8.38%

Volatility (1Y)

Calculated over the trailing 1-year period

11.93%

1.89%

+10.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

5.79%

+9.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

5.61%

+10.29%

Dividends

BCAT vs. IBHF - Dividend Comparison

BCAT's dividend yield for the trailing twelve months is around 19.83%, more than IBHF's 6.35% yield.


PositionTTM202520242023202220212020
BCAT
BlackRock Capital Allocation Term Trust
19.83%23.45%17.48%10.08%9.01%6.42%0.48%
IBHF
iShares iBonds 2026 Term High Yield and Income ETF
6.35%6.73%7.17%7.33%6.01%4.55%0.61%

Frequently Asked Questions


BCAT and IBHF have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCAT has higher volatility (3.83%) compared to IBHF (0.28%). In terms of maximum drawdown, BCAT dropped -36.13% vs IBHF's -11.19%.

BCAT currently has the higher Sharpe Ratio (2.50 vs 1.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BCAT and IBHF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer