BIT vs. CRF
Compare and contrast key facts about BlackRock Multi-Sector Income Trust (BIT) and Cornerstone Total Return Fund, Inc. (CRF).
CRF is managed by Cornerstone. It was launched on Jan 2, 1990.
Performance
BIT vs. CRF - Performance Comparison
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BIT vs. CRF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CRF Cornerstone Total Return Fund, Inc. | -9.10% | 12.46% | 44.39% | 19.49% | -36.70% | 39.73% | 28.13% | 21.74% | -11.74% | 21.35% |
Returns By Period
In the year-to-date period, BIT achieves a -1.37% return, which is significantly higher than CRF's -9.10% return. Over the past 10 years, BIT has underperformed CRF with an annualized return of 7.81%, while CRF has yielded a comparatively higher 11.28% annualized return.
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%
CRF
- 1D
- 4.83%
- 1M
- -5.17%
- YTD
- -9.10%
- 6M
- -5.37%
- 1Y
- 18.64%
- 3Y*
- 17.40%
- 5Y*
- 5.68%
- 10Y*
- 11.28%
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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.
| BIT | CRF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.07 | 0.93 | -1.00 |
Sortino ratioReturn per unit of downside risk | -0.02 | 1.43 | -1.45 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.21 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.07 | 1.26 | -1.33 |
Martin ratioReturn relative to average drawdown | -0.15 | 4.66 | -4.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BIT | CRF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 0.93 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.22 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.44 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.05 | +0.35 |
Correlation
The correlation between BIT and CRF is 0.30, 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
BIT vs. CRF - Dividend Comparison
BIT's dividend yield for the trailing twelve months is around 11.72%, less than CRF's 20.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CRF Cornerstone Total Return Fund, Inc. | 20.17% | 17.38% | 14.32% | 19.94% | 29.31% | 13.41% | 18.91% | 21.67% | 24.85% | 17.96% | 24.08% | 23.58% |
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 | -9.15% | -14.88% | +5.73% |
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 | -6.83% | -10.77% | +3.94% |
Average DrawdownAverage peak-to-trough decline | -4.87% | -22.40% | +17.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 4.03% | +0.42% |
Volatility
BIT vs. CRF - Volatility Comparison
The current volatility for BlackRock Multi-Sector Income Trust (BIT) is 3.96%, while Cornerstone Total Return Fund, Inc. (CRF) has a volatility of 8.13%. 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 | 3.96% | 8.13% | -4.17% |
Volatility (6M)Calculated over the trailing 6-month period | 5.43% | 12.68% | -7.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 20.12% | -8.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.06% | 25.83% | -13.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 25.86% | -9.87% |