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BLW vs. CRF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLW vs. CRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Limited Duration Income Trust (BLW) and Cornerstone Total Return Fund, Inc. (CRF). The values are adjusted to include any dividend payments, if applicable.

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BLW vs. CRF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLW
BlackRock Limited Duration Income Trust
-5.97%7.17%11.06%17.29%-15.92%13.52%5.36%31.08%-10.22%11.53%
CRF
Cornerstone Total Return Fund, Inc.
-8.05%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, BLW achieves a -5.97% return, which is significantly higher than CRF's -8.05% return. Over the past 10 years, BLW has underperformed CRF with an annualized return of 6.71%, while CRF has yielded a comparatively higher 11.40% annualized return.


BLW

1D
0.08%
1M
-6.90%
YTD
-5.97%
6M
-5.43%
1Y
-1.06%
3Y*
8.58%
5Y*
3.31%
10Y*
6.71%

CRF

1D
1.15%
1M
-3.17%
YTD
-8.05%
6M
-4.88%
1Y
19.18%
3Y*
17.85%
5Y*
5.92%
10Y*
11.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BLW vs. CRF — Risk / Return Rank

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

BLW
BLW Risk / Return Rank: 3131
Overall Rank
BLW Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BLW Sortino Ratio Rank: 2727
Sortino Ratio Rank
BLW Omega Ratio Rank: 2727
Omega Ratio Rank
BLW Calmar Ratio Rank: 3636
Calmar Ratio Rank
BLW Martin Ratio Rank: 2929
Martin Ratio Rank

CRF
CRF Risk / Return Rank: 5050
Overall Rank
CRF Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CRF Sortino Ratio Rank: 5151
Sortino Ratio Rank
CRF Omega Ratio Rank: 4949
Omega Ratio Rank
CRF Calmar Ratio Rank: 5454
Calmar Ratio Rank
CRF Martin Ratio Rank: 4848
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.

BLW vs. CRF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Limited Duration Income Trust (BLW) 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.


BLWCRFDifference

Sharpe ratio

Return per unit of total volatility

-0.10

0.96

-1.05

Sortino ratio

Return per unit of downside risk

-0.05

1.47

-1.52

Omega ratio

Gain probability vs. loss probability

0.99

1.21

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.15

1.34

-1.50

Martin ratio

Return relative to average drawdown

-0.70

4.90

-5.61

BLW vs. CRF - Sharpe Ratio Comparison

The current BLW Sharpe Ratio is -0.10, which is lower than the CRF Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of BLW and CRF, 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


BLWCRFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

0.96

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.23

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.44

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.05

+0.35

Correlation

The correlation between BLW and CRF is 0.22, 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

BLW vs. CRF - Dividend Comparison

BLW's dividend yield for the trailing twelve months is around 10.78%, less than CRF's 19.94% yield.


TTM20252024202320222021202020192018201720162015
BLW
BlackRock Limited Duration Income Trust
10.78%9.89%9.39%8.63%8.26%6.99%7.39%6.27%7.14%6.24%9.68%8.26%
CRF
Cornerstone Total Return Fund, Inc.
19.94%17.38%14.32%19.94%29.31%13.41%18.91%21.67%24.85%17.96%24.08%23.58%

Drawdowns

BLW vs. CRF - Drawdown Comparison

The maximum BLW drawdown since its inception was -44.13%, smaller than the maximum CRF drawdown of -80.70%. Use the drawdown chart below to compare losses from any high point for BLW and CRF.


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Drawdown Indicators


BLWCRFDifference

Max Drawdown

Largest peak-to-trough decline

-44.13%

-80.70%

+36.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.19%

-14.88%

+3.69%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

-43.12%

+16.82%

Max Drawdown (10Y)

Largest decline over 10 years

-41.85%

-45.90%

+4.05%

Current Drawdown

Current decline from peak

-7.98%

-9.74%

+1.76%

Average Drawdown

Average peak-to-trough decline

-6.03%

-22.39%

+16.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

4.08%

-1.68%

Volatility

BLW vs. CRF - Volatility Comparison

The current volatility for BlackRock Limited Duration Income Trust (BLW) is 5.70%, while Cornerstone Total Return Fund, Inc. (CRF) has a volatility of 7.96%. This indicates that BLW 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


BLWCRFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

7.96%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

6.64%

12.73%

-6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.13%

20.15%

-9.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.37%

25.82%

-13.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.58%

25.86%

-11.28%