CII vs. TD
CII (BlackRock Enhanced Large Cap Core Fund) is Derivative Income fund actively managed by BlackRock, while TD (The Toronto-Dominion Bank) is a stock. Over the past 10 years, CII returned 14.94%/yr vs 15.16%/yr for TD. At a 0.48 correlation, their price movements are largely independent.
Performance
CII vs. TD - Performance Comparison
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Returns By Period
In the year-to-date period, CII achieves a 7.72% return, which is significantly lower than TD's 26.58% return. Both investments have delivered pretty close results over the past 10 years, with CII having a 14.94% annualized return and TD not far ahead at 15.16%.
CII
- 1D
- 0.58%
- 1M
- -1.09%
- YTD
- 7.72%
- 6M
- 10.66%
- 1Y
- 39.37%
- 3Y*
- 20.94%
- 5Y*
- 13.51%
- 10Y*
- 14.94%
TD
- 1D
- 0.93%
- 1M
- 9.00%
- YTD
- 26.58%
- 6M
- 30.43%
- 1Y
- 71.79%
- 3Y*
- 31.09%
- 5Y*
- 15.31%
- 10Y*
- 15.16%
CII vs. TD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund | 7.72% | 37.78% | 12.70% | 18.47% | -13.21% | 34.26% | 8.11% | 30.46% | -8.60% | 27.73% |
TD The Toronto-Dominion Bank | 26.58% | 85.32% | -13.40% | 5.04% | -12.19% | 41.25% | 5.58% | 17.45% | -12.10% | 22.85% |
Correlation
The correlation between CII and TD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since May 26, 2004 | 0.48 |
The correlation between CII and TD shifts across timeframes, from 0.34 (1 year) to 0.50 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
CII vs. TD — Risk / Return Rank
CII
TD
CII vs. TD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Large Cap Core Fund (CII) and The Toronto-Dominion Bank (TD). 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 | TD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.71 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 9.63 | -6.29 |
| Martin ratioReturn relative to average drawdown | 12.71 | 37.58 | -24.87 |
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Drawdowns
CII vs. TD - Drawdown Comparison
The maximum CII drawdown since its inception was -56.43%, smaller than the maximum TD drawdown of -64.18%. Use the drawdown chart below to compare losses from any high point for CII and TD.
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Drawdown Indicators
| CII | TD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.43% | -64.18% | +7.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -7.50% | -4.17% |
Max Drawdown (3Y)Largest decline over 3 years | -21.05% | -19.19% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -22.32% | -30.93% | +8.61% |
Max Drawdown (10Y)Largest decline over 10 years | -40.56% | -41.98% | +1.42% |
Current DrawdownCurrent decline from peak | -6.33% | 0.00% | -6.33% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -11.22% | +5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 1.92% | +1.13% |
Volatility
CII vs. TD - Volatility Comparison
BlackRock Enhanced Large Cap Core Fund (CII) and The Toronto-Dominion Bank (TD) have volatilities of 5.22% and 5.00%, 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
| CII | TD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 5.00% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.09% | 12.55% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 16.57% | -1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 19.83% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.54% | 21.72% | -3.18% |
Dividends
CII vs. TD - Dividend Comparison
CII's dividend yield for the trailing twelve months is around 15.93%, more than TD's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund | 15.35% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
TD The Toronto-Dominion Bank | 2.62% | 3.17% | 5.65% | 4.80% | 4.24% | 3.27% | 4.10% | 3.89% | 4.08% | 3.03% | 3.58% | 5.11% |
Frequently Asked Questions
CII and TD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CII has higher volatility (5.22%) compared to TD (5.00%). In terms of maximum drawdown, CII dropped -56.43% vs TD's -64.18%.
TD currently has the higher Sharpe Ratio (4.36 vs 2.52), 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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