BGT vs. MPV

In the year-to-date period, BGT achieves a -0.97% return, which is significantly lower than MPV's -0.70% return. Over the past 10 years, BGT has underperformed MPV with an annualized return of 6.64%, while MPV has yielded a comparatively higher 10.42% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for BlackRock Floating Rate Income Trust (BGT) and Barings Participation Investors (MPV). 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.

The current BGT Sharpe Ratio is 0.15, which is lower than the MPV Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of BGT and MPV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BGT's dividend yield for the trailing twelve months is around 11.78%, more than MPV's 9.25% yield.

The maximum BGT drawdown since its inception was -58.31%, which is greater than MPV's maximum drawdown of -54.02%. Use the drawdown chart below to compare losses from any high point for BGT and MPV. For additional features, visit the drawdowns tool.

The current volatility for BlackRock Floating Rate Income Trust (BGT) is 4.60%, while Barings Participation Investors (MPV) has a volatility of 5.89%. This indicates that BGT experiences smaller price fluctuations and is considered to be less risky than MPV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.