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BCRIX vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCRIX vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Advantage CoreAlpha Bond Fund (BCRIX) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCRIX achieves a -1.07% return, which is significantly higher than TLT's -3.49% return. Over the past 10 years, BCRIX has outperformed TLT with an annualized return of 1.27%, while TLT has yielded a comparatively lower -2.38% annualized return.


BCRIX

1D
0.12%
1M
-1.51%
6M
-1.33%
YTD
-1.07%
1Y
1.59%
3Y*
3.69%
5Y*
-0.96%
10Y*
1.27%
ALL TIME*
1.90%

TLT

1D
-0.66%
1M
-3.81%
6M
-3.46%
YTD
-3.49%
1Y
-2.45%
3Y*
-1.80%
5Y*
-8.18%
10Y*
-2.38%
ALL TIME*
3.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$2.33B$2.02B$2.19B

BCRIX vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCRIX
BlackRock Advantage CoreAlpha Bond Fund
-1.07%6.81%2.21%5.07%-14.70%-1.97%8.78%9.33%-0.17%4.17%
TLT
iShares 20+ Year Treasury Bond ETF
-3.49%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Correlation

The correlation between BCRIX and TLT is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.80

Correlation (3Y)
Balances recent behavior with more history.

0.86

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.88

Correlation (10Y)
Provides a long-term view across more market conditions.

0.84

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2011

0.83

The correlation between BCRIX and TLT has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.

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Return for Risk

BCRIX vs. TLT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BCRIX
BCRIX Risk / Return Rank: 1717
Overall Rank
BCRIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BCRIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
BCRIX Omega Ratio Rank: 1616
Omega Ratio Rank
BCRIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
BCRIX Martin Ratio Rank: 1515
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 99
Overall Rank
TLT Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 88
Sortino Ratio Rank
TLT Omega Ratio Rank: 88
Omega Ratio Rank
TLT Calmar Ratio Rank: 99
Calmar Ratio Rank
TLT Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BCRIX vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage CoreAlpha Bond Fund (BCRIX) and iShares 20+ Year Treasury Bond ETF (TLT). 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.


BCRIXTLTDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.12

0.99

+0.13

Calmar ratioReturn relative to maximum drawdown

0.89

-0.14

+1.03

Martin ratioReturn relative to average drawdown

2.16

-0.30

+2.46

BCRIX vs. TLT - Sharpe Ratio Comparison

The current BCRIX Sharpe Ratio is 0.71, which is higher than the TLT Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of BCRIX and TLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BCRIX vs. TLT - Drawdown Comparison

The maximum BCRIX drawdown since its inception was -20.21%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for BCRIX and TLT.


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Drawdown Indicators


BCRIXTLTDifference

Max Drawdown

Largest peak-to-trough decline

-20.21%

-48.35%

+28.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-7.74%

+4.71%

Max Drawdown (3Y)

Largest decline over 3 years

-5.36%

-14.79%

+9.43%

Max Drawdown (5Y)

Largest decline over 5 years

-20.05%

-43.70%

+23.65%

Max Drawdown (10Y)

Largest decline over 10 years

-20.21%

-48.35%

+28.14%

Current Drawdown

Current decline from peak

-5.10%

-42.36%

+37.26%

Average Drawdown

Average peak-to-trough decline

-4.11%

-13.99%

+9.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

3.57%

-2.32%

Volatility

BCRIX vs. TLT - Volatility Comparison

The current volatility for BlackRock Advantage CoreAlpha Bond Fund (BCRIX) is 1.16%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.46%. This indicates that BCRIX experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCRIXTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

2.46%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

6.85%

-3.88%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

9.32%

-5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.07%

15.74%

-9.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.06%

14.83%

-9.77%

BCRIX vs. TLT - Expense Ratio Comparison

BCRIX has a 0.28% expense ratio, which is higher than TLT's 0.15% expense ratio.


Dividends

BCRIX vs. TLT - Dividend Comparison

BCRIX's dividend yield for the trailing twelve months is around 4.39%, less than TLT's 4.75% yield.


PositionTTM20252024202320222021202020192018201720162015
BCRIX
BlackRock Advantage CoreAlpha Bond Fund
4.39%4.59%4.53%3.41%1.85%2.49%6.25%3.75%3.07%2.81%3.21%2.93%
TLT
iShares 20+ Year Treasury Bond ETF
4.34%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


BCRIX and TLT have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLT has higher volatility (2.46%) compared to BCRIX (1.16%). In terms of maximum drawdown, BCRIX dropped -20.21% vs TLT's -48.35%.

BCRIX currently has the higher Sharpe Ratio (0.71 vs -0.11), 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

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