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

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.


-0.50.00.51.00.2

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.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
4.69%
20.89%
BLW
CRF

Key characteristics

Sharpe Ratio

BLW:

1.48

CRF:

2.30

Sortino Ratio

BLW:

2.13

CRF:

2.48

Omega Ratio

BLW:

1.28

CRF:

1.53

Calmar Ratio

BLW:

2.44

CRF:

1.79

Martin Ratio

BLW:

8.90

CRF:

13.52

Ulcer Index

BLW:

1.37%

CRF:

3.31%

Daily Std Dev

BLW:

8.27%

CRF:

19.48%

Max Drawdown

BLW:

-44.58%

CRF:

-78.18%

Current Drawdown

BLW:

-0.89%

CRF:

-7.93%

Returns By Period

In the year-to-date period, BLW achieves a 0.35% return, which is significantly lower than CRF's 1.15% return. Over the past 10 years, BLW has underperformed CRF with an annualized return of 7.21%, while CRF has yielded a comparatively higher 13.04% annualized return.


BLW

YTD

0.35%

1M

-0.61%

6M

4.70%

1Y

12.03%

5Y*

5.57%

10Y*

7.21%

CRF

YTD

1.15%

1M

0.04%

6M

20.89%

1Y

44.82%

5Y*

15.95%

10Y*

13.04%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 8888
Overall Rank
The Sharpe Ratio Rank of BLW is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BLW is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BLW is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BLW is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BLW is 9191
Martin Ratio Rank

CRF
The Risk-Adjusted Performance Rank of CRF is 9191
Overall Rank
The Sharpe Ratio Rank of CRF is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of CRF is 8989
Sortino Ratio Rank
The Omega Ratio Rank of CRF is 9494
Omega Ratio Rank
The Calmar Ratio Rank of CRF is 8686
Calmar Ratio Rank
The Martin Ratio Rank of CRF is 9494
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.


Sharpe ratio
The chart of Sharpe ratio for BLW, currently valued at 1.46, compared to the broader market-2.000.002.001.462.30
The chart of Sortino ratio for BLW, currently valued at 2.11, compared to the broader market-4.00-2.000.002.004.002.112.48
The chart of Omega ratio for BLW, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.53
The chart of Calmar ratio for BLW, currently valued at 2.40, compared to the broader market0.002.004.006.002.401.79
The chart of Martin ratio for BLW, currently valued at 8.78, compared to the broader market0.0010.0020.008.7813.52
BLW
CRF

The current BLW Sharpe Ratio is 1.48, which is lower than the CRF Sharpe Ratio of 2.30. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.46
2.30
BLW
CRF

Dividends

BLW vs. CRF - Dividend Comparison

BLW's dividend yield for the trailing twelve months is around 8.59%, less than CRF's 14.34% yield.


TTM20242023202220212020201920182017201620152014
BLW
BlackRock Limited Duration Income Trust
8.59%9.38%8.63%8.25%6.98%7.39%6.30%7.18%6.26%9.68%8.29%8.28%
CRF
Cornerstone Total Return Fund, Inc.
14.34%14.36%19.89%29.32%14.43%20.08%23.03%26.33%19.05%23.54%26.82%22.80%

Drawdowns

BLW vs. CRF - Drawdown Comparison

The maximum BLW drawdown since its inception was -44.58%, smaller than the maximum CRF drawdown of -78.18%. Use the drawdown chart below to compare losses from any high point for BLW and CRF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.89%
-7.93%
BLW
CRF

Volatility

BLW vs. CRF - Volatility Comparison

The current volatility for BlackRock Limited Duration Income Trust (BLW) is 2.14%, while Cornerstone Total Return Fund, Inc. (CRF) has a volatility of 6.75%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
2.14%
6.75%
BLW
CRF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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