CREDX vs. CII
CREDX (BlackRock Credit Strategies Fund) is Bank Loan fund managed by BlackRock, while CII (BlackRock Enhanced Large Cap Core Fund, Inc.) is a stock. Over the past 5 years, CREDX returned 2.78%/yr vs 12.85%/yr for CII. Their 0.37 correlation means their historical movements had little consistent relationship. CREDX charges 2.19%/yr vs 0.93%/yr for CII.
Performance
CREDX vs. CII - Performance Comparison
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Returns By Period
In the year-to-date period, CREDX achieves a 2.31% return, which is significantly lower than CII's 7.56% return.
CREDX
- 1D
- 0.13%
- 1M
- 0.13%
- 6M
- 1.79%
- YTD
- 2.31%
- 1Y
- 4.23%
- 3Y*
- 7.12%
- 5Y*
- 2.78%
- 10Y*
- —
- ALL TIME*
- 2.81%
CII
- 1D
- 0.79%
- 1M
- -5.53%
- 6M
- 7.51%
- YTD
- 7.56%
- 1Y
- 32.42%
- 3Y*
- 19.46%
- 5Y*
- 12.85%
- 10Y*
- 14.58%
- ALL TIME*
- 10.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.66M | $2.21M | $1.88M | |
| $0.00 | $0.00 | $0.00 |
CREDX vs. CII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CREDX BlackRock Credit Strategies Fund | 2.31% | 5.55% | 8.41% | 12.18% | -12.08% | 1.03% |
CII BlackRock Enhanced Large Cap Core Fund, Inc. | 7.56% | 37.78% | 12.70% | 18.47% | -13.21% | 34.26% |
Correlation
The correlation between CREDX and CII is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2021 | 0.37 |
The correlation between CREDX and CII shifts across timeframes, from 0.25 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CREDX vs. CII — Risk / Return Rank
CREDX
CII
CREDX vs. CII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Credit Strategies Fund (CREDX) and BlackRock Enhanced Large Cap Core Fund, Inc. (CII). 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.
| CREDX | CII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.31 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | 2.65 | +1.03 |
| Martin ratioReturn relative to average drawdown | 9.97 | 8.75 | +1.21 |
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Drawdowns
CREDX vs. CII - Drawdown Comparison
The maximum CREDX drawdown since its inception was -15.13%, smaller than the maximum CII drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for CREDX and CII.
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Drawdown Indicators
| CREDX | CII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.13% | -56.43% | +41.30% |
Max Drawdown (1Y)Largest decline over 1 year | -1.33% | -11.67% | +10.34% |
Max Drawdown (3Y)Largest decline over 3 years | -2.47% | -21.05% | +18.58% |
Max Drawdown (5Y)Largest decline over 5 years | -15.13% | -22.32% | +7.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.56% | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.30% | +7.30% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -6.16% | +2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | 3.53% | -3.04% |
Volatility
CREDX vs. CII - Volatility Comparison
The current volatility for BlackRock Credit Strategies Fund (CREDX) is 0.36%, while BlackRock Enhanced Large Cap Core Fund, Inc. (CII) has a volatility of 5.68%. This indicates that CREDX experiences smaller price fluctuations and is considered to be less risky than CII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CREDX | CII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.36% | 5.68% | -5.32% |
Volatility (6M)Calculated over the trailing 6-month period | 1.89% | 13.61% | -11.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.19% | 17.03% | -13.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.42% | 17.40% | -13.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.30% | 18.67% | -15.37% |
CREDX vs. CII - Expense Ratio Comparison
CREDX has a 2.19% expense ratio, which is higher than CII's 0.93% expense ratio.
Dividends
CREDX vs. CII - Dividend Comparison
CREDX's dividend yield for the trailing twelve months is around 8.45%, less than CII's 16.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund, Inc. | 16.13% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
CREDX BlackRock Credit Strategies Fund | 8.45% | 9.16% | 9.78% | 9.98% | 3.41% | 5.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CREDX and CII have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CII has higher volatility (5.68%) compared to CREDX (0.36%). In terms of maximum drawdown, CREDX dropped -15.13% vs CII's -56.43%.
CII currently has the higher Sharpe Ratio (1.82 vs 1.54), 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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