ECF vs. ICVT
Compare and contrast key facts about Ellsworth Growth and Income Fund Ltd. (ECF) and iShares Convertible Bond ETF (ICVT).
ICVT is a passively managed fund by iShares that tracks the performance of the Barclays U.S. Convertible Cash Pay Bond > $250MM Index. It was launched on Jun 2, 2015.
Performance
ECF vs. ICVT - Performance Comparison
Loading graphics...
ECF vs. ICVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ECF Ellsworth Growth and Income Fund Ltd. | -2.53% | 30.03% | 27.48% | 8.01% | -31.63% | -0.79% | 31.72% | 47.17% | -3.70% | 19.51% |
ICVT iShares Convertible Bond ETF | 3.58% | 18.10% | 10.61% | 15.35% | -20.66% | -0.66% | 61.01% | 21.76% | -0.27% | 16.38% |
Returns By Period
In the year-to-date period, ECF achieves a -2.53% return, which is significantly lower than ICVT's 3.58% return. Over the past 10 years, ECF has underperformed ICVT with an annualized return of 11.60%, while ICVT has yielded a comparatively higher 12.24% annualized return.
ECF
- 1D
- 3.43%
- 1M
- -3.36%
- YTD
- -2.53%
- 6M
- 1.33%
- 1Y
- 33.40%
- 3Y*
- 19.10%
- 5Y*
- 3.62%
- 10Y*
- 11.60%
ICVT
- 1D
- 2.66%
- 1M
- -2.73%
- YTD
- 3.58%
- 6M
- 2.56%
- 1Y
- 23.90%
- 3Y*
- 14.18%
- 5Y*
- 3.55%
- 10Y*
- 12.24%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ECF vs. ICVT — Risk / Return Rank
ECF
ICVT
ECF vs. ICVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ellsworth Growth and Income Fund Ltd. (ECF) and iShares Convertible Bond ETF (ICVT). 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.
| ECF | ICVT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 1.71 | +0.03 |
Sortino ratioReturn per unit of downside risk | 2.21 | 2.33 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.32 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.52 | 3.10 | -0.58 |
Martin ratioReturn relative to average drawdown | 8.46 | 10.57 | -2.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ECF | ICVT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.71 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.27 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.79 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.67 | -0.33 |
Correlation
The correlation between ECF and ICVT is 0.56, 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
ECF vs. ICVT - Dividend Comparison
ECF's dividend yield for the trailing twelve months is around 8.25%, more than ICVT's 1.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECF Ellsworth Growth and Income Fund Ltd. | 8.25% | 7.39% | 5.47% | 6.44% | 6.52% | 12.14% | 9.59% | 6.63% | 5.82% | 4.68% | 5.32% | 10.22% |
ICVT iShares Convertible Bond ETF | 1.62% | 1.73% | 2.19% | 1.85% | 1.93% | 7.70% | 3.98% | 1.86% | 4.82% | 2.56% | 3.06% | 1.57% |
Drawdowns
ECF vs. ICVT - Drawdown Comparison
The maximum ECF drawdown since its inception was -49.86%, which is greater than ICVT's maximum drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for ECF and ICVT.
Loading graphics...
Drawdown Indicators
| ECF | ICVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.86% | -33.25% | -16.61% |
Max Drawdown (1Y)Largest decline over 1 year | -13.16% | -7.55% | -5.61% |
Max Drawdown (5Y)Largest decline over 5 years | -42.58% | -29.95% | -12.63% |
Max Drawdown (10Y)Largest decline over 10 years | -47.28% | -33.25% | -14.03% |
Current DrawdownCurrent decline from peak | -10.18% | -3.67% | -6.51% |
Average DrawdownAverage peak-to-trough decline | -10.19% | -9.64% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | 2.21% | +1.70% |
Volatility
ECF vs. ICVT - Volatility Comparison
Ellsworth Growth and Income Fund Ltd. (ECF) has a higher volatility of 8.38% compared to iShares Convertible Bond ETF (ICVT) at 6.74%. This indicates that ECF's price experiences larger fluctuations and is considered to be riskier than ICVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ECF | ICVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.38% | 6.74% | +1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 14.89% | 11.65% | +3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.26% | 14.02% | +5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.59% | 13.20% | +4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.63% | 15.54% | +6.09% |