BSMIX vs. ECAT
BSMIX (iShares Russell Small/Mid-Cap Index Fund) and ECAT (BlackRock ESG Capital Allocation Term Trust) are both mutual funds - BSMIX is a Small Cap Blend Equities fund managed by BlackRock, while ECAT is a Derivative Income fund managed by BlackRock. Over the past 3 years, BSMIX returned 18.79%/yr vs 19.24%/yr for ECAT. A 0.67 correlation means they provide meaningful diversification when combined. BSMIX charges 0.12%/yr vs 1.38%/yr for ECAT.
Performance
BSMIX vs. ECAT - Performance Comparison
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Returns By Period
In the year-to-date period, BSMIX achieves a 19.06% return, which is significantly higher than ECAT's 11.23% return.
BSMIX
- 1D
- 0.93%
- 1M
- 5.13%
- YTD
- 19.06%
- 6M
- 18.96%
- 1Y
- 36.89%
- 3Y*
- 18.79%
- 5Y*
- 7.82%
- 10Y*
- 11.77%
ECAT
- 1D
- -1.20%
- 1M
- 6.84%
- YTD
- 11.23%
- 6M
- 9.37%
- 1Y
- 20.83%
- 3Y*
- 19.24%
- 5Y*
- —
- 10Y*
- —
BSMIX vs. ECAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BSMIX iShares Russell Small/Mid-Cap Index Fund | 19.06% | 11.92% | 12.04% | 17.15% | -18.39% | 2.47% |
ECAT BlackRock ESG Capital Allocation Term Trust | 11.23% | 16.64% | 19.96% | 32.36% | -21.90% | -6.25% |
Correlation
The correlation between BSMIX and ECAT is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2021 | 0.67 |
The correlation between BSMIX and ECAT has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.
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Return for Risk
BSMIX vs. ECAT — Risk / Return Rank
BSMIX
ECAT
BSMIX vs. ECAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Small/Mid-Cap Index Fund (BSMIX) and BlackRock ESG Capital Allocation Term Trust (ECAT). 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.
| BSMIX | ECAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.28 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.15 | 1.77 | +2.37 |
| Martin ratioReturn relative to average drawdown | 15.76 | 6.65 | +9.11 |
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
| BSMIX | ECAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 1.56 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.55 | +0.01 |
Drawdowns
BSMIX vs. ECAT - Drawdown Comparison
The maximum BSMIX drawdown since its inception was -41.32%, which is greater than ECAT's maximum drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for BSMIX and ECAT.
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Drawdown Indicators
| BSMIX | ECAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -32.23% | -9.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -11.80% | +2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -25.49% | -15.79% | -9.70% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.20% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -7.41% | -9.11% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 3.14% | -0.67% |
Volatility
BSMIX vs. ECAT - Volatility Comparison
iShares Russell Small/Mid-Cap Index Fund (BSMIX) has a higher volatility of 5.13% compared to BlackRock ESG Capital Allocation Term Trust (ECAT) at 3.31%. This indicates that BSMIX's price experiences larger fluctuations and is considered to be riskier than ECAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSMIX | ECAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 3.31% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.67% | 10.59% | +2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.21% | 13.44% | +3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.18% | 16.90% | +4.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 16.90% | +4.81% |
BSMIX vs. ECAT - Expense Ratio Comparison
BSMIX has a 0.12% expense ratio, which is lower than ECAT's 1.38% expense ratio.
Dividends
BSMIX vs. ECAT - Dividend Comparison
BSMIX's dividend yield for the trailing twelve months is around 2.43%, less than ECAT's 21.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BSMIX iShares Russell Small/Mid-Cap Index Fund | 2.43% | 2.90% | 2.04% | 1.37% | 4.94% | 4.77% | 4.42% | 2.83% | 4.33% | 2.83% | 1.45% |
ECAT BlackRock ESG Capital Allocation Term Trust | 21.71% | 23.00% | 17.44% | 9.14% | 8.94% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BSMIX and ECAT have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSMIX has higher volatility (5.13%) compared to ECAT (3.31%). In terms of maximum drawdown, BSMIX dropped -41.32% vs ECAT's -32.23%.
BSMIX currently has the higher Sharpe Ratio (2.26 vs 1.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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