CII vs. OTF
CII (BlackRock Enhanced Large Cap Core Fund) is Derivative Income fund actively managed by BlackRock, while OTF (Blue Owl Technology Finance Corp) is a stock. Over the past year, CII returned 37.11% vs -26.31% for OTF. At a 0.13 correlation, their price movements are largely independent.
Performance
CII vs. OTF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CII achieves a 9.70% return, which is significantly higher than OTF's -25.11% return.
CII
- 1D
- 0.37%
- 1M
- 1.00%
- 6M
- 8.91%
- YTD
- 9.70%
- 1Y
- 37.11%
- 3Y*
- 21.19%
- 5Y*
- 13.61%
- 10Y*
- 14.87%
- ALL TIME*
- 10.67%
OTF
- 1D
- 0.50%
- 1M
- -1.10%
- 6M
- -23.05%
- YTD
- -25.11%
- 1Y
- -26.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -28.82%
CII vs. OTF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund | 9.70% | 29.13% |
OTF Blue Owl Technology Finance Corp | -25.11% | -8.23% |
Correlation
The correlation between CII and OTF is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2025 | 0.13 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CII vs. OTF — Risk / Return Rank
CII
OTF
CII vs. OTF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Large Cap Core Fund (CII) and Blue Owl Technology Finance Corp (OTF). 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.
| CII | OTF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.06 | ||
| Sortino ratioReturn per unit of downside risk | +4.04 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.88 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | -0.94 | +4.14 |
| Martin ratioReturn relative to average drawdown | 11.43 | -1.75 | +13.17 |
Loading charts...
Drawdowns
CII vs. OTF - Drawdown Comparison
The maximum CII drawdown since its inception was -56.43%, which is greater than OTF's maximum drawdown of -33.06%. Use the drawdown chart below to compare losses from any high point for CII and OTF.
Loading charts...
Drawdown Indicators
| CII | OTF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.43% | -33.06% | -23.37% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -27.99% | +16.32% |
Max Drawdown (3Y)Largest decline over 3 years | -21.05% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.32% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.56% | — | — |
Current DrawdownCurrent decline from peak | -5.45% | -31.28% | +25.83% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -17.86% | +11.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 15.31% | -12.05% |
Volatility
CII vs. OTF - Volatility Comparison
The current volatility for BlackRock Enhanced Large Cap Core Fund (CII) is 6.01%, while Blue Owl Technology Finance Corp (OTF) has a volatility of 6.99%. This indicates that CII experiences smaller price fluctuations and is considered to be less risky than OTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CII | OTF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 6.99% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 13.33% | 26.27% | -12.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.65% | 32.37% | -15.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 31.50% | -14.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.64% | 31.50% | -12.86% |
Dividends
CII vs. OTF - Dividend Comparison
CII's dividend yield for the trailing twelve months is around 15.82%, which matches OTF's 15.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund | 15.82% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
OTF Blue Owl Technology Finance Corp | 15.76% | 7.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CII and OTF have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OTF has higher volatility (6.99%) compared to CII (6.01%). In terms of maximum drawdown, CII dropped -56.43% vs OTF's -33.06%.
CII currently has the higher Sharpe Ratio (2.24 vs -0.82), 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.
Find the right allocation for CII and OTF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer