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BGT vs. BIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGT vs. BIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Floating Rate Income Trust (BGT) and BlackRock Multi-Sector Income Trust (BIT). The values are adjusted to include any dividend payments, if applicable.

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BGT vs. BIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGT
BlackRock Floating Rate Income Trust
-1.91%-0.84%16.12%26.29%-16.57%25.89%-0.81%18.97%-11.95%3.91%
BIT
BlackRock Multi-Sector Income Trust
-1.37%2.31%7.43%16.78%-14.41%12.04%19.67%14.50%-8.04%19.97%

Returns By Period

In the year-to-date period, BGT achieves a -1.91% return, which is significantly lower than BIT's -1.37% return. Over the past 10 years, BGT has underperformed BIT with an annualized return of 6.51%, while BIT has yielded a comparatively higher 7.81% annualized return.


BGT

1D
3.36%
1M
-1.34%
YTD
-1.91%
6M
-5.65%
1Y
-2.13%
3Y*
10.79%
5Y*
6.72%
10Y*
6.51%

BIT

1D
2.04%
1M
-3.12%
YTD
-1.37%
6M
-1.04%
1Y
-0.80%
3Y*
6.34%
5Y*
2.95%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BGT vs. BIT — Risk / Return Rank

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

BGT
BGT Risk / Return Rank: 44
Overall Rank
BGT Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BGT Sortino Ratio Rank: 44
Sortino Ratio Rank
BGT Omega Ratio Rank: 44
Omega Ratio Rank
BGT Calmar Ratio Rank: 44
Calmar Ratio Rank
BGT Martin Ratio Rank: 44
Martin Ratio Rank

BIT
BIT Risk / Return Rank: 3535
Overall Rank
BIT Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BIT Sortino Ratio Rank: 3030
Sortino Ratio Rank
BIT Omega Ratio Rank: 3030
Omega Ratio Rank
BIT Calmar Ratio Rank: 4040
Calmar Ratio Rank
BIT Martin Ratio Rank: 3939
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.

BGT vs. BIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Floating Rate Income Trust (BGT) and BlackRock Multi-Sector Income Trust (BIT). 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.


BGTBITDifference

Sharpe ratio

Return per unit of total volatility

-0.14

-0.07

-0.07

Sortino ratio

Return per unit of downside risk

-0.09

-0.02

-0.08

Omega ratio

Gain probability vs. loss probability

0.99

1.00

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.20

-0.07

-0.13

Martin ratio

Return relative to average drawdown

-0.50

-0.15

-0.35

BGT vs. BIT - Sharpe Ratio Comparison

The current BGT Sharpe Ratio is -0.14, which is lower than the BIT Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of BGT and BIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BGTBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

-0.07

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.25

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.49

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.40

-0.11

Correlation

The correlation between BGT and BIT is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BGT vs. BIT - Dividend Comparison

BGT's dividend yield for the trailing twelve months is around 13.41%, more than BIT's 11.72% yield.


TTM20252024202320222021202020192018201720162015
BGT
BlackRock Floating Rate Income Trust
13.41%12.74%11.22%10.36%6.87%5.55%7.58%6.33%6.64%5.03%5.03%6.04%
BIT
BlackRock Multi-Sector Income Trust
11.72%11.15%10.17%9.90%9.58%8.18%8.46%8.84%9.12%8.44%11.65%8.66%

Drawdowns

BGT vs. BIT - Drawdown Comparison

The maximum BGT drawdown since its inception was -58.06%, which is greater than BIT's maximum drawdown of -43.54%. Use the drawdown chart below to compare losses from any high point for BGT and BIT.


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Drawdown Indicators


BGTBITDifference

Max Drawdown

Largest peak-to-trough decline

-58.06%

-43.54%

-14.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-9.15%

-2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-23.19%

-23.72%

+0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-41.90%

-43.54%

+1.64%

Current Drawdown

Current decline from peak

-7.89%

-6.83%

-1.06%

Average Drawdown

Average peak-to-trough decline

-8.14%

-4.87%

-3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

4.45%

+0.24%

Volatility

BGT vs. BIT - Volatility Comparison

BlackRock Floating Rate Income Trust (BGT) has a higher volatility of 4.68% compared to BlackRock Multi-Sector Income Trust (BIT) at 3.96%. This indicates that BGT's price experiences larger fluctuations and is considered to be riskier than BIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGTBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

3.96%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

7.45%

5.43%

+2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

15.04%

11.51%

+3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.48%

12.06%

+1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.31%

15.99%

-0.68%