BLW vs. FRA
Compare and contrast key facts about BlackRock Limited Duration Income Trust (BLW) and BlackRock Floating Rate Income Strategies Fund Inc (FRA).
FRA is managed by BlackRock. It was launched on Oct 29, 2003.
Performance
BLW vs. FRA - Performance Comparison
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BLW vs. FRA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BLW BlackRock Limited Duration Income Trust | -6.05% | 7.17% | 11.06% | 17.29% | -15.92% | 13.52% | 5.36% | 31.08% | -10.22% | 11.53% |
FRA BlackRock Floating Rate Income Strategies Fund Inc | -3.38% | -3.75% | 21.56% | 25.46% | -10.59% | 17.81% | -2.38% | 20.82% | -8.27% | 0.76% |
Returns By Period
In the year-to-date period, BLW achieves a -6.05% return, which is significantly lower than FRA's -3.38% return. Both investments have delivered pretty close results over the past 10 years, with BLW having a 6.70% annualized return and FRA not far behind at 6.61%.
BLW
- 1D
- 3.54%
- 1M
- -7.04%
- YTD
- -6.05%
- 6M
- -5.50%
- 1Y
- -1.77%
- 3Y*
- 8.55%
- 5Y*
- 3.30%
- 10Y*
- 6.70%
FRA
- 1D
- 3.86%
- 1M
- -0.13%
- YTD
- -3.38%
- 6M
- -9.61%
- 1Y
- -3.81%
- 3Y*
- 10.06%
- 5Y*
- 6.51%
- 10Y*
- 6.61%
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Return for Risk
BLW vs. FRA — Risk / Return Rank
BLW
FRA
BLW vs. FRA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Limited Duration Income Trust (BLW) and BlackRock Floating Rate Income Strategies Fund Inc (FRA). 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.
| BLW | FRA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.16 | -0.27 | +0.11 |
Sortino ratioReturn per unit of downside risk | -0.14 | -0.26 | +0.13 |
Omega ratioGain probability vs. loss probability | 0.98 | 0.96 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | -0.05 | -0.23 | +0.18 |
Martin ratioReturn relative to average drawdown | -0.24 | -0.55 | +0.31 |
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
| BLW | FRA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | -0.27 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.51 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.43 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.31 | +0.08 |
Correlation
The correlation between BLW and FRA is 0.39, 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. FRA - Dividend Comparison
BLW's dividend yield for the trailing twelve months is around 10.79%, less than FRA's 13.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLW BlackRock Limited Duration Income Trust | 10.79% | 9.89% | 9.39% | 8.63% | 8.26% | 6.99% | 7.39% | 6.27% | 7.14% | 6.24% | 9.68% | 8.26% |
FRA BlackRock Floating Rate Income Strategies Fund Inc | 13.49% | 12.62% | 10.81% | 10.44% | 6.88% | 5.96% | 7.61% | 6.44% | 6.90% | 5.31% | 5.65% | 6.17% |
Drawdowns
BLW vs. FRA - Drawdown Comparison
The maximum BLW drawdown since its inception was -44.13%, smaller than the maximum FRA drawdown of -51.43%. Use the drawdown chart below to compare losses from any high point for BLW and FRA.
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Drawdown Indicators
| BLW | FRA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.13% | -51.43% | +7.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -15.47% | +4.28% |
Max Drawdown (5Y)Largest decline over 5 years | -26.30% | -18.77% | -7.53% |
Max Drawdown (10Y)Largest decline over 10 years | -41.85% | -42.80% | +0.95% |
Current DrawdownCurrent decline from peak | -8.05% | -11.62% | +3.57% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -7.19% | +1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 6.44% | -4.00% |
Volatility
BLW vs. FRA - Volatility Comparison
BlackRock Limited Duration Income Trust (BLW) and BlackRock Floating Rate Income Strategies Fund Inc (FRA) have volatilities of 5.69% and 5.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BLW | FRA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 5.65% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 6.69% | 8.21% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.19% | 14.30% | -3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.37% | 12.78% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.59% | 15.49% | -0.90% |