BIT vs. CRF
BIT (BlackRock Multi-Sector Income Trust) is a stock, while CRF (Cornerstone Total Return Fund, Inc.) is Large Cap Blend Equities fund actively managed by Cornerstone. Over the past 10 years, BIT returned 6.88%/yr vs 10.88%/yr for CRF. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
BIT vs. CRF - Performance Comparison
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Returns By Period
In the year-to-date period, BIT achieves a 0.22% return, which is significantly higher than CRF's -0.35% return. Over the past 10 years, BIT has underperformed CRF with an annualized return of 6.88%, while CRF has yielded a comparatively higher 10.88% annualized return.
BIT
- 1D
- 0.25%
- 1M
- -1.18%
- 6M
- -2.06%
- YTD
- 0.22%
- 1Y
- -3.84%
- 3Y*
- 5.01%
- 5Y*
- 2.35%
- 10Y*
- 6.88%
- ALL TIME*
- 5.99%
CRF
- 1D
- 1.42%
- 1M
- 1.65%
- 6M
- -0.80%
- YTD
- -0.35%
- 1Y
- 11.13%
- 3Y*
- 13.21%
- 5Y*
- 9.10%
- 10Y*
- 10.88%
- ALL TIME*
- 5.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.17M | $3.39M | $3.44M | |
| $6.46M | $7.87M | $8.14M |
BIT vs. CRF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIT BlackRock Multi-Sector Income Trust | 0.22% | 2.31% | 7.43% | 16.78% | -14.41% | 12.04% | 19.67% | 14.50% | -8.04% | 19.97% |
CRF Cornerstone Total Return Fund, Inc. | -0.35% | 12.46% | 44.39% | 19.49% | -36.70% | 39.73% | 28.13% | 21.74% | -11.74% | 21.35% |
Correlation
The correlation between BIT and CRF is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2013 | 0.31 |
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Return for Risk
BIT vs. CRF — Risk / Return Rank
BIT
CRF
BIT vs. CRF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Multi-Sector Income Trust (BIT) and Cornerstone Total Return Fund, Inc. (CRF). 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.
| BIT | CRF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.14 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 0.69 | -1.14 |
| Martin ratioReturn relative to average drawdown | -0.79 | 2.21 | -3.00 |
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Drawdowns
BIT vs. CRF - Drawdown Comparison
The maximum BIT drawdown since its inception was -43.54%, smaller than the maximum CRF drawdown of -80.70%. Use the drawdown chart below to compare losses from any high point for BIT and CRF.
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Drawdown Indicators
| BIT | CRF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.54% | -80.70% | +37.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -14.88% | +5.89% |
Max Drawdown (3Y)Largest decline over 3 years | -10.42% | -29.66% | +19.24% |
Max Drawdown (5Y)Largest decline over 5 years | -23.72% | -43.12% | +19.40% |
Max Drawdown (10Y)Largest decline over 10 years | -43.54% | -45.90% | +2.36% |
Current DrawdownCurrent decline from peak | -5.33% | -2.18% | -3.15% |
Average DrawdownAverage peak-to-trough decline | -4.87% | -22.24% | +17.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.07% | 4.66% | +0.41% |
Volatility
BIT vs. CRF - Volatility Comparison
The current volatility for BlackRock Multi-Sector Income Trust (BIT) is 1.72%, while Cornerstone Total Return Fund, Inc. (CRF) has a volatility of 3.38%. This indicates that BIT experiences smaller price fluctuations and is considered to be less risky than CRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIT | CRF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.72% | 3.38% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 6.24% | 13.90% | -7.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.37% | 15.34% | -6.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.04% | 25.08% | -13.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.98% | 25.87% | -9.89% |
Dividends
BIT vs. CRF - Dividend Comparison
BIT's dividend yield for the trailing twelve months is around 12.11%, less than CRF's 19.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIT BlackRock Multi-Sector Income Trust | 12.11% | 11.15% | 10.17% | 9.90% | 9.58% | 8.18% | 8.46% | 8.84% | 9.12% | 8.44% | 11.65% | 8.66% |
CRF Cornerstone Total Return Fund, Inc. | 19.71% | 17.38% | 14.32% | 19.94% | 29.31% | 13.41% | 18.91% | 21.67% | 24.85% | 17.96% | 24.08% | 23.58% |
Frequently Asked Questions
BIT and CRF have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRF has higher volatility (3.38%) compared to BIT (1.72%). In terms of maximum drawdown, BIT dropped -43.54% vs CRF's -80.70%.
CRF currently has the higher Sharpe Ratio (0.67 vs -0.48), 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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