ECAT vs. OTRFX
ECAT (BlackRock ESG Capital Allocation Term Trust) and OTRFX (OnTrack Core Fund) are both Tactical Allocation funds. Over the past 3 years, ECAT returned 17.59%/yr vs 5.76%/yr for OTRFX. Their 0.32 correlation means their historical movements had little consistent relationship. ECAT charges 1.43%/yr vs 2.58%/yr for OTRFX.
Performance
ECAT vs. OTRFX - Performance Comparison
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Returns By Period
In the year-to-date period, ECAT achieves a 10.45% return, which is significantly higher than OTRFX's 4.93% return.
ECAT
- 1D
- -0.47%
- 1M
- -3.56%
- 6M
- 8.10%
- YTD
- 10.45%
- 1Y
- 14.04%
- 3Y*
- 17.59%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 8.71%
OTRFX
- 1D
- 0.10%
- 1M
- -0.10%
- 6M
- 1.36%
- YTD
- 4.93%
- 1Y
- 9.39%
- 3Y*
- 5.76%
- 5Y*
- 1.79%
- 10Y*
- 5.20%
- ALL TIME*
- 4.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.46M | $7.38M | $7.72M | |
OTRFX OnTrack Core Fund | $0.00 | $0.00 | $0.00 |
ECAT vs. OTRFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ECAT BlackRock ESG Capital Allocation Term Trust | 10.45% | 16.64% | 19.96% | 32.36% | -21.90% | -6.25% |
OTRFX OnTrack Core Fund | 4.93% | 6.12% | -0.12% | 5.37% | -5.82% | -1.22% |
Correlation
The correlation between ECAT and OTRFX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2021 | 0.32 |
The correlation between ECAT and OTRFX shifts across timeframes, from 0.32 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ECAT vs. OTRFX — Risk / Return Rank
ECAT
OTRFX
ECAT vs. OTRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock ESG Capital Allocation Term Trust (ECAT) and OnTrack Core Fund (OTRFX). 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 | OTRFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.56 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 3.11 | -1.95 |
| Martin ratioReturn relative to average drawdown | 4.22 | 6.54 | -2.32 |
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Drawdowns
ECAT vs. OTRFX - Drawdown Comparison
The maximum ECAT drawdown since its inception was -32.23%, which is greater than OTRFX's maximum drawdown of -9.73%. Use the drawdown chart below to compare losses from any high point for ECAT and OTRFX.
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Drawdown Indicators
| ECAT | OTRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.23% | -9.73% | -22.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.80% | -3.02% | -8.78% |
Max Drawdown (3Y)Largest decline over 3 years | -15.79% | -5.76% | -10.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -9.51% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.51% | — |
Current DrawdownCurrent decline from peak | -4.28% | -1.21% | -3.07% |
Average DrawdownAverage peak-to-trough decline | -8.86% | -2.95% | -5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 1.43% | +1.81% |
Volatility
ECAT vs. OTRFX - Volatility Comparison
BlackRock ESG Capital Allocation Term Trust (ECAT) has a higher volatility of 3.75% compared to OnTrack Core Fund (OTRFX) at 0.47%. This indicates that ECAT's price experiences larger fluctuations and is considered to be riskier than OTRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECAT | OTRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 0.47% | +3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 2.29% | +8.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.17% | 4.15% | +10.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 3.07% | +13.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 3.56% | +13.26% |
ECAT vs. OTRFX - Expense Ratio Comparison
ECAT has a 1.43% expense ratio, which is lower than OTRFX's 2.58% expense ratio.
Dividends
ECAT vs. OTRFX - Dividend Comparison
ECAT's dividend yield for the trailing twelve months is around 22.31%, more than OTRFX's 12.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECAT BlackRock ESG Capital Allocation Term Trust | 22.31% | 23.00% | 17.44% | 9.14% | 8.94% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OTRFX OnTrack Core Fund | 12.43% | 13.04% | 8.01% | 0.14% | 1.39% | 7.10% | 2.36% | 1.38% | 7.15% | 2.69% | 7.05% | 6.15% |
Frequently Asked Questions
ECAT and OTRFX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECAT has higher volatility (3.75%) compared to OTRFX (0.47%). In terms of maximum drawdown, ECAT dropped -32.23% vs OTRFX's -9.73%.
OTRFX currently has the higher Sharpe Ratio (2.27 vs 0.97), 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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