ECAT vs. BDMIX
Compare and contrast key facts about BlackRock ESG Capital Allocation Term Trust (ECAT) and BlackRock Global Long/Short Equity Fund Class I (BDMIX).
ECAT is managed by BlackRock. It was launched on Sep 28, 2021. BDMIX is managed by BlackRock. It was launched on Dec 20, 2012.
Performance
ECAT vs. BDMIX - Performance Comparison
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ECAT vs. BDMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ECAT BlackRock ESG Capital Allocation Term Trust | -6.71% | 16.64% | 19.96% | 32.36% | -21.90% | -6.25% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 3.57% | 18.30% | 21.39% | 14.55% | 1.80% | 1.13% |
Returns By Period
In the year-to-date period, ECAT achieves a -6.71% return, which is significantly lower than BDMIX's 3.57% return.
ECAT
- 1D
- 1.49%
- 1M
- -8.56%
- YTD
- -6.71%
- 6M
- -7.80%
- 1Y
- 7.03%
- 3Y*
- 13.21%
- 5Y*
- —
- 10Y*
- —
BDMIX
- 1D
- -0.46%
- 1M
- 0.87%
- YTD
- 3.57%
- 6M
- 6.57%
- 1Y
- 16.65%
- 3Y*
- 18.58%
- 5Y*
- 11.16%
- 10Y*
- 7.21%
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ECAT vs. BDMIX - Expense Ratio Comparison
ECAT has a 1.38% expense ratio, which is lower than BDMIX's 1.57% expense ratio.
Return for Risk
ECAT vs. BDMIX — Risk / Return Rank
ECAT
BDMIX
ECAT vs. BDMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock ESG Capital Allocation Term Trust (ECAT) and BlackRock Global Long/Short Equity Fund Class I (BDMIX). 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.
| ECAT | BDMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 2.57 | -2.15 |
Sortino ratioReturn per unit of downside risk | 0.68 | 3.76 | -3.08 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.48 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | 0.47 | 4.90 | -4.43 |
Martin ratioReturn relative to average drawdown | 1.75 | 13.59 | -11.85 |
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
| ECAT | BDMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 2.57 | -2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.72 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.25 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 1.14 | -0.82 |
Correlation
The correlation between ECAT and BDMIX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ECAT vs. BDMIX - Dividend Comparison
ECAT's dividend yield for the trailing twelve months is around 25.39%, more than BDMIX's 8.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECAT BlackRock ESG Capital Allocation Term Trust | 25.39% | 23.00% | 17.44% | 9.14% | 8.94% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BDMIX BlackRock Global Long/Short Equity Fund Class I | 8.63% | 8.94% | 13.26% | 7.42% | 0.00% | 1.23% | 0.30% | 6.78% | 0.94% | 0.00% | 0.00% | 1.86% |
Drawdowns
ECAT vs. BDMIX - Drawdown Comparison
The maximum ECAT drawdown since its inception was -32.23%, which is greater than BDMIX's maximum drawdown of -11.89%. Use the drawdown chart below to compare losses from any high point for ECAT and BDMIX.
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Drawdown Indicators
| ECAT | BDMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.23% | -11.89% | -20.34% |
Max Drawdown (1Y)Largest decline over 1 year | -12.90% | -3.60% | -9.30% |
Max Drawdown (5Y)Largest decline over 5 years | — | -7.45% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.44% | — |
Current DrawdownCurrent decline from peak | -10.48% | -0.85% | -9.63% |
Average DrawdownAverage peak-to-trough decline | -9.41% | -2.72% | -6.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 1.30% | +2.19% |
Volatility
ECAT vs. BDMIX - Volatility Comparison
BlackRock ESG Capital Allocation Term Trust (ECAT) has a higher volatility of 5.97% compared to BlackRock Global Long/Short Equity Fund Class I (BDMIX) at 1.58%. This indicates that ECAT's price experiences larger fluctuations and is considered to be riskier than BDMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECAT | BDMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.97% | 1.58% | +4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.34% | 4.74% | +5.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 6.91% | +10.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 6.53% | +10.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 5.77% | +11.18% |