BDOIX vs. ECAT
BDOIX (iShares MSCI Total International Index Fund) and ECAT (BlackRock ESG Capital Allocation Term Trust) are both mutual funds - BDOIX is a Foreign Large Cap Equities fund managed by BlackRock, while ECAT is a Tactical Allocation fund managed by BlackRock. Over the past 3 years, BDOIX returned 20.22%/yr vs 19.30%/yr for ECAT. A 0.64 correlation means they provide meaningful diversification when combined. BDOIX charges 0.15%/yr vs 1.43%/yr for ECAT.
Performance
BDOIX vs. ECAT - Performance Comparison
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Returns By Period
In the year-to-date period, BDOIX achieves a 16.59% return, which is significantly higher than ECAT's 11.26% return.
BDOIX
- 1D
- 0.21%
- 1M
- 3.86%
- YTD
- 16.59%
- 6M
- 16.50%
- 1Y
- 34.19%
- 3Y*
- 20.22%
- 5Y*
- 9.11%
- 10Y*
- 10.28%
ECAT
- 1D
- -0.71%
- 1M
- 1.46%
- YTD
- 11.26%
- 6M
- 9.76%
- 1Y
- 21.00%
- 3Y*
- 19.30%
- 5Y*
- —
- 10Y*
- —
BDOIX vs. ECAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BDOIX iShares MSCI Total International Index Fund | 16.59% | 32.57% | 5.19% | 15.25% | -16.39% | -0.27% |
ECAT BlackRock ESG Capital Allocation Term Trust | 11.26% | 16.64% | 19.96% | 32.36% | -21.90% | -6.25% |
Correlation
The correlation between BDOIX and ECAT is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2021 | 0.64 |
The correlation between BDOIX and ECAT has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.
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Return for Risk
BDOIX vs. ECAT — Risk / Return Rank
BDOIX
ECAT
BDOIX vs. ECAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Total International Index Fund (BDOIX) and BlackRock ESG Capital Allocation Term Trust (ECAT). 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.
| BDOIX | ECAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.27 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 1.79 | +1.30 |
| Martin ratioReturn relative to average drawdown | 11.95 | 6.64 | +5.30 |
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Drawdowns
BDOIX vs. ECAT - Drawdown Comparison
The maximum BDOIX drawdown since its inception was -35.10%, which is greater than ECAT's maximum drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for BDOIX and ECAT.
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Drawdown Indicators
| BDOIX | ECAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -32.23% | -2.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -11.80% | +0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -13.49% | -15.79% | +2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -30.01% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.17% | +1.17% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -9.03% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 3.17% | -0.24% |
Volatility
BDOIX vs. ECAT - Volatility Comparison
iShares MSCI Total International Index Fund (BDOIX) has a higher volatility of 6.38% compared to BlackRock ESG Capital Allocation Term Trust (ECAT) at 4.44%. This indicates that BDOIX's price experiences larger fluctuations and is considered to be riskier than ECAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BDOIX | ECAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 4.44% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 13.54% | 11.00% | +2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 13.79% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.63% | 16.89% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 16.89% | -0.65% |
BDOIX vs. ECAT - Expense Ratio Comparison
BDOIX has a 0.15% expense ratio, which is lower than ECAT's 1.43% expense ratio.
Dividends
BDOIX vs. ECAT - Dividend Comparison
BDOIX's dividend yield for the trailing twelve months is around 2.52%, less than ECAT's 21.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDOIX iShares MSCI Total International Index Fund | 2.52% | 3.08% | 2.89% | 2.99% | 2.91% | 3.07% | 2.00% | 3.08% | 3.33% | 1.83% | 3.57% | 3.94% |
ECAT BlackRock ESG Capital Allocation Term Trust | 21.94% | 23.00% | 17.44% | 9.14% | 8.94% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BDOIX and ECAT have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BDOIX has higher volatility (6.38%) compared to ECAT (4.44%). In terms of maximum drawdown, BDOIX dropped -35.10% vs ECAT's -32.23%.
BDOIX currently has the higher Sharpe Ratio (2.25 vs 1.53), 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.
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