ECAT vs. VFAIX
Compare and contrast key facts about BlackRock ESG Capital Allocation Term Trust (ECAT) and Vanguard Financials Index Fund Admiral Shares (VFAIX).
ECAT is managed by BlackRock. It was launched on Sep 28, 2021. VFAIX is managed by BlackRock. It was launched on Feb 4, 2004.
Performance
ECAT vs. VFAIX - Performance Comparison
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ECAT vs. VFAIX - 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% |
VFAIX Vanguard Financials Index Fund Admiral Shares | -11.11% | 14.90% | 30.46% | 14.07% | -12.26% | 4.19% |
Returns By Period
In the year-to-date period, ECAT achieves a -6.71% return, which is significantly higher than VFAIX's -11.11% return.
ECAT
- 1D
- 1.49%
- 1M
- -8.56%
- YTD
- -6.71%
- 6M
- -7.80%
- 1Y
- 7.03%
- 3Y*
- 13.21%
- 5Y*
- —
- 10Y*
- —
VFAIX
- 1D
- 1.06%
- 1M
- -5.57%
- YTD
- -11.11%
- 6M
- -9.20%
- 1Y
- 0.51%
- 3Y*
- 17.09%
- 5Y*
- 9.31%
- 10Y*
- 12.12%
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ECAT vs. VFAIX - Expense Ratio Comparison
ECAT has a 1.38% expense ratio, which is higher than VFAIX's 0.10% expense ratio.
Return for Risk
ECAT vs. VFAIX — Risk / Return Rank
ECAT
VFAIX
ECAT vs. VFAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock ESG Capital Allocation Term Trust (ECAT) and Vanguard Financials Index Fund Admiral Shares (VFAIX). 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 | VFAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 0.08 | +0.33 |
Sortino ratioReturn per unit of downside risk | 0.68 | 0.25 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.04 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.47 | -0.02 | +0.50 |
Martin ratioReturn relative to average drawdown | 1.75 | -0.07 | +1.82 |
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 | VFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.08 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.48 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.22 | +0.10 |
Correlation
The correlation between ECAT and VFAIX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ECAT vs. VFAIX - Dividend Comparison
ECAT's dividend yield for the trailing twelve months is around 25.39%, more than VFAIX's 1.64% 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% |
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.64% | 1.56% | 1.75% | 2.08% | 2.31% | 2.62% | 2.21% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% |
Drawdowns
ECAT vs. VFAIX - Drawdown Comparison
The maximum ECAT drawdown since its inception was -32.23%, smaller than the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for ECAT and VFAIX.
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Drawdown Indicators
| ECAT | VFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.23% | -78.64% | +46.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.90% | -14.72% | +1.82% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.71% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.37% | — |
Current DrawdownCurrent decline from peak | -10.48% | -13.82% | +3.34% |
Average DrawdownAverage peak-to-trough decline | -9.41% | -18.69% | +9.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 4.86% | -1.37% |
Volatility
ECAT vs. VFAIX - Volatility Comparison
BlackRock ESG Capital Allocation Term Trust (ECAT) has a higher volatility of 5.97% compared to Vanguard Financials Index Fund Admiral Shares (VFAIX) at 4.20%. This indicates that ECAT's price experiences larger fluctuations and is considered to be riskier than VFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECAT | VFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.97% | 4.20% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.34% | 11.53% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 19.86% | -2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 19.40% | -2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 22.62% | -5.67% |