CCIF vs. BSTZ
CCIF (Carlyle Credit Income Fund) is Intermediate Core Bond fund actively managed by Carlyle, while BSTZ (BlackRock Science and Technology Trust II) is a stock. Over the past 5 years, CCIF returned -9.18%/yr vs 4.26%/yr for BSTZ. At a 0.17 correlation, their price movements are largely independent.
Performance
CCIF vs. BSTZ - Performance Comparison
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Returns By Period
In the year-to-date period, CCIF achieves a -30.52% return, which is significantly lower than BSTZ's 38.03% return.
CCIF
- 1D
- 2.62%
- 1M
- -7.96%
- YTD
- -30.52%
- 6M
- -29.77%
- 1Y
- -39.08%
- 3Y*
- -17.12%
- 5Y*
- -9.18%
- 10Y*
- —
BSTZ
- 1D
- -3.29%
- 1M
- 5.09%
- YTD
- 38.03%
- 6M
- 36.64%
- 1Y
- 70.84%
- 3Y*
- 32.91%
- 5Y*
- 4.26%
- 10Y*
- —
CCIF vs. BSTZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CCIF Carlyle Credit Income Fund | -30.52% | -27.64% | 16.37% | 14.50% | -6.37% | 12.67% | 0.51% | 18.79% |
BSTZ BlackRock Science and Technology Trust II | 38.03% | 25.06% | 37.49% | 18.72% | -55.34% | 12.71% | 87.46% | 5.04% |
Correlation
The correlation between CCIF and BSTZ is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2019 | 0.17 |
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Return for Risk
CCIF vs. BSTZ — Risk / Return Rank
CCIF
BSTZ
CCIF vs. BSTZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carlyle Credit Income Fund (CCIF) and BlackRock Science and Technology Trust II (BSTZ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CCIF | BSTZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.15 | ||
| Sortino ratioReturn per unit of downside risk | -5.30 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 1.47 | -0.71 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 7.69 | -8.55 |
| Martin ratioReturn relative to average drawdown | -1.50 | 22.74 | -24.24 |
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Drawdowns
CCIF vs. BSTZ - Drawdown Comparison
The maximum CCIF drawdown since its inception was -53.23%, smaller than the maximum BSTZ drawdown of -60.51%. Use the drawdown chart below to compare losses from any high point for CCIF and BSTZ.
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Drawdown Indicators
| CCIF | BSTZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -60.51% | +7.28% |
Max Drawdown (1Y)Largest decline over 1 year | -45.20% | -9.26% | -35.94% |
Max Drawdown (3Y)Largest decline over 3 years | -53.23% | -25.31% | -27.92% |
Max Drawdown (5Y)Largest decline over 5 years | -53.23% | -60.51% | +7.28% |
Current DrawdownCurrent decline from peak | -52.01% | -5.30% | -46.71% |
Average DrawdownAverage peak-to-trough decline | -12.00% | -27.37% | +15.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.05% | 3.13% | +22.92% |
Volatility
CCIF vs. BSTZ - Volatility Comparison
The current volatility for Carlyle Credit Income Fund (CCIF) is 7.44%, while BlackRock Science and Technology Trust II (BSTZ) has a volatility of 11.64%. This indicates that CCIF experiences smaller price fluctuations and is considered to be less risky than BSTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCIF | BSTZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | 11.64% | -4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 26.21% | 21.42% | +4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.52% | 24.83% | +5.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.35% | 27.82% | -7.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.48% | 30.31% | -4.83% |
Dividends
CCIF vs. BSTZ - Dividend Comparison
CCIF's dividend yield for the trailing twelve months is around 45.02%, more than BSTZ's 8.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
BSTZ BlackRock Science and Technology Trust II | 8.23% | 12.46% | 9.75% | 10.90% | 14.73% | 5.14% | 3.42% | 2.44% |
CCIF Carlyle Credit Income Fund | 45.02% | 26.87% | 15.73% | 23.58% | 9.96% | 8.55% | 6.09% | 3.77% |
Frequently Asked Questions
CCIF and BSTZ have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSTZ has higher volatility (11.64%) compared to CCIF (7.44%). In terms of maximum drawdown, CCIF dropped -53.23% vs BSTZ's -60.51%.
BSTZ currently has the higher Sharpe Ratio (2.87 vs -1.29), 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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