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BLW vs. CRF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLW and CRF is 0.33, 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.


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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Key characteristics

Sharpe Ratio

BLW:

1.07

CRF:

0.14

Sortino Ratio

BLW:

1.47

CRF:

0.38

Omega Ratio

BLW:

1.25

CRF:

1.07

Calmar Ratio

BLW:

1.15

CRF:

0.16

Martin Ratio

BLW:

6.53

CRF:

0.43

Ulcer Index

BLW:

1.85%

CRF:

10.94%

Daily Std Dev

BLW:

11.08%

CRF:

26.16%

Max Drawdown

BLW:

-44.58%

CRF:

-78.17%

Current Drawdown

BLW:

-1.02%

CRF:

-24.58%

Returns By Period

In the year-to-date period, BLW achieves a 2.28% return, which is significantly higher than CRF's -17.14% return. Over the past 10 years, BLW has underperformed CRF with an annualized return of 6.86%, while CRF has yielded a comparatively higher 8.11% annualized return.


BLW

YTD

2.28%

1M

7.46%

6M

1.55%

1Y

12.03%

5Y*

10.14%

10Y*

6.86%

CRF

YTD

-17.14%

1M

-0.08%

6M

-16.54%

1Y

4.06%

5Y*

13.42%

10Y*

8.11%

*Annualized

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Risk-Adjusted Performance

BLW vs. CRF — Risk-Adjusted Performance Rank

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

BLW
The Risk-Adjusted Performance Rank of BLW is 8484
Overall Rank
The Sharpe Ratio Rank of BLW is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BLW is 7777
Sortino Ratio Rank
The Omega Ratio Rank of BLW is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BLW is 8686
Calmar Ratio Rank
The Martin Ratio Rank of BLW is 9090
Martin Ratio Rank

CRF
The Risk-Adjusted Performance Rank of CRF is 3535
Overall Rank
The Sharpe Ratio Rank of CRF is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of CRF is 3535
Sortino Ratio Rank
The Omega Ratio Rank of CRF is 3939
Omega Ratio Rank
The Calmar Ratio Rank of CRF is 3636
Calmar Ratio Rank
The Martin Ratio Rank of CRF is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BLW vs. CRF - Risk-Adjusted Performance 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.


The current BLW Sharpe Ratio is 1.07, which is higher than the CRF Sharpe Ratio of 0.14. 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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Dividends

BLW vs. CRF - Dividend Comparison

BLW's dividend yield for the trailing twelve months is around 9.63%, less than CRF's 19.10% yield.


TTM20242023202220212020201920182017201620152014
BLW
BlackRock Limited Duration Income Trust
9.63%9.39%8.63%8.26%6.99%7.39%6.27%7.14%6.24%9.68%8.26%8.24%
CRF
Cornerstone Total Return Fund, Inc.
19.10%14.32%19.94%29.39%14.40%20.03%22.97%26.34%19.04%23.56%26.81%22.83%

Drawdowns

BLW vs. CRF - Drawdown Comparison

The maximum BLW drawdown since its inception was -44.58%, smaller than the maximum CRF drawdown of -78.17%. Use the drawdown chart below to compare losses from any high point for BLW and CRF. For additional features, visit the drawdowns tool.


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Volatility

BLW vs. CRF - Volatility Comparison

The current volatility for BlackRock Limited Duration Income Trust (BLW) is 3.30%, while Cornerstone Total Return Fund, Inc. (CRF) has a volatility of 8.32%. 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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