PortfoliosLab logoPortfoliosLab logo
BCRIX vs. TLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

BCRIX vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCRIX
BlackRock Advantage CoreAlpha Bond Fund
-0.63%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
0.17%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%9.18%

Returns By Period

In the year-to-date period, BCRIX achieves a -0.63% return, which is significantly lower than TLT's 0.17% return. Over the past 10 years, BCRIX has outperformed TLT with an annualized return of 1.59%, while TLT has yielded a comparatively lower -1.38% annualized return.


BCRIX

1D
0.47%
1M
-2.38%
YTD
-0.63%
6M
0.33%
1Y
3.83%
3Y*
3.47%
5Y*
-0.29%
10Y*
1.59%

TLT

1D
-0.10%
1M
-4.23%
YTD
0.17%
6M
-0.87%
1Y
-0.49%
3Y*
-2.78%
5Y*
-5.85%
10Y*
-1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BCRIX vs. TLT - Expense Ratio Comparison

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


Return for Risk

BCRIX vs. TLT — Risk / Return Rank

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

BCRIX
BCRIX Risk / Return Rank: 5252
Overall Rank
BCRIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BCRIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
BCRIX Omega Ratio Rank: 3737
Omega Ratio Rank
BCRIX Calmar Ratio Rank: 7171
Calmar Ratio Rank
BCRIX Martin Ratio Rank: 4949
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1212
Overall Rank
TLT Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1010
Sortino Ratio Rank
TLT Omega Ratio Rank: 1010
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1313
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.

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.


BCRIXTLTDifference

Sharpe ratio

Return per unit of total volatility

0.99

-0.04

+1.03

Sortino ratio

Return per unit of downside risk

1.42

0.02

+1.40

Omega ratio

Gain probability vs. loss probability

1.17

1.00

+0.17

Calmar ratio

Return relative to maximum drawdown

1.65

0.05

+1.59

Martin ratio

Return relative to average drawdown

4.87

0.11

+4.76

BCRIX vs. TLT - Sharpe Ratio Comparison

The current BCRIX Sharpe Ratio is 0.99, which is higher than the TLT Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of BCRIX and TLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BCRIXTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

-0.04

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

-0.37

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

-0.09

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.26

+0.17

Correlation

The correlation between BCRIX and TLT is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BCRIX vs. TLT - Dividend Comparison

BCRIX's dividend yield for the trailing twelve months is around 4.26%, less than TLT's 4.49% yield.


TTM20252024202320222021202020192018201720162015
BCRIX
BlackRock Advantage CoreAlpha Bond Fund
4.26%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
4.49%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

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.


Loading graphics...

Drawdown Indicators


BCRIXTLTDifference

Max Drawdown

Largest peak-to-trough decline

-20.21%

-48.35%

+28.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-9.23%

+6.14%

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

-4.68%

-40.17%

+35.49%

Average Drawdown

Average peak-to-trough decline

-4.11%

-13.62%

+9.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

4.38%

-3.34%

Volatility

BCRIX vs. TLT - Volatility Comparison

The current volatility for BlackRock Advantage CoreAlpha Bond Fund (BCRIX) is 1.49%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 3.71%. 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.


Loading graphics...

Volatility by Period


BCRIXTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

3.71%

-2.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

6.61%

-4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.55%

11.44%

-6.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

15.90%

-9.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

14.93%

-9.89%