ECAT vs. CRDBX
ECAT (BlackRock ESG Capital Allocation Term Trust) and CRDBX (Potomac Defensive Bull Fund) are both Tactical Allocation funds. Over the past 3 years, ECAT returned 19.58%/yr vs 20.50%/yr for CRDBX. At a 0.42 correlation, their price movements are largely independent. ECAT charges 1.43%/yr vs 1.24%/yr for CRDBX.
Performance
ECAT vs. CRDBX - Performance Comparison
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Returns By Period
In the year-to-date period, ECAT achieves a 12.06% return, which is significantly lower than CRDBX's 20.55% return.
ECAT
- 1D
- 0.00%
- 1M
- 2.19%
- YTD
- 12.06%
- 6M
- 10.41%
- 1Y
- 22.26%
- 3Y*
- 19.58%
- 5Y*
- —
- 10Y*
- —
CRDBX
- 1D
- 1.73%
- 1M
- 4.60%
- YTD
- 20.55%
- 6M
- 19.60%
- 1Y
- 44.70%
- 3Y*
- 20.50%
- 5Y*
- 16.23%
- 10Y*
- —
ECAT vs. CRDBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ECAT BlackRock ESG Capital Allocation Term Trust | 12.06% | 16.64% | 19.96% | 32.36% | -21.90% | -6.25% |
CRDBX Potomac Defensive Bull Fund | 20.55% | 25.36% | 19.91% | 18.44% | -8.21% | 1.27% |
Correlation
The correlation between ECAT and CRDBX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2021 | 0.42 |
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Return for Risk
ECAT vs. CRDBX — Risk / Return Rank
ECAT
CRDBX
ECAT vs. CRDBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock ESG Capital Allocation Term Trust (ECAT) and Potomac Defensive Bull Fund (CRDBX). 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.
| ECAT | CRDBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.66 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 6.32 | -4.42 |
| Martin ratioReturn relative to average drawdown | 7.04 | 20.49 | -13.45 |
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Drawdowns
ECAT vs. CRDBX - Drawdown Comparison
The maximum ECAT drawdown since its inception was -32.23%, which is greater than CRDBX's maximum drawdown of -28.12%. Use the drawdown chart below to compare losses from any high point for ECAT and CRDBX.
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Drawdown Indicators
| ECAT | CRDBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.23% | -28.12% | -4.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.80% | -7.13% | -4.67% |
Max Drawdown (3Y)Largest decline over 3 years | -15.79% | -17.77% | +1.98% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.12% | — |
Current DrawdownCurrent decline from peak | -0.46% | -1.33% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -9.04% | -6.53% | -2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.19% | +0.98% |
Volatility
ECAT vs. CRDBX - Volatility Comparison
The current volatility for BlackRock ESG Capital Allocation Term Trust (ECAT) is 4.36%, while Potomac Defensive Bull Fund (CRDBX) has a volatility of 6.17%. This indicates that ECAT experiences smaller price fluctuations and is considered to be less risky than CRDBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECAT | CRDBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 6.17% | -1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 11.94% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 15.24% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 19.87% | -2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 20.41% | -3.52% |
ECAT vs. CRDBX - Expense Ratio Comparison
ECAT has a 1.43% expense ratio, which is higher than CRDBX's 1.24% expense ratio.
Dividends
ECAT vs. CRDBX - Dividend Comparison
ECAT's dividend yield for the trailing twelve months is around 21.78%, more than CRDBX's 12.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CRDBX Potomac Defensive Bull Fund | 12.74% | 15.36% | 12.58% | 9.91% | 0.18% | 25.05% | 1.65% |
ECAT BlackRock ESG Capital Allocation Term Trust | 21.78% | 23.00% | 17.44% | 9.14% | 8.94% | 0.54% | 0.00% |
Frequently Asked Questions
ECAT and CRDBX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRDBX has higher volatility (6.17%) compared to ECAT (4.36%). In terms of maximum drawdown, ECAT dropped -32.23% vs CRDBX's -28.12%.
CRDBX currently has the higher Sharpe Ratio (2.95 vs 1.62), 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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