Correlation
The correlation between ECF and ICVT is 0.57, 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.
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ECF or ICVT.
Performance
ECF vs. ICVT - Performance Comparison
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Key characteristics
ECF:
1.96
ICVT:
1.23
ECF:
2.40
ICVT:
1.69
ECF:
1.32
ICVT:
1.22
ECF:
0.71
ICVT:
0.50
ECF:
6.58
ICVT:
4.06
ECF:
4.33%
ICVT:
3.16%
ECF:
15.68%
ICVT:
10.93%
ECF:
-49.29%
ICVT:
-37.27%
ECF:
-21.68%
ICVT:
-14.71%
Returns By Period
The year-to-date returns for both stocks are quite close, with ECF having a 3.07% return and ICVT slightly lower at 2.96%.
ECF
3.07%
9.08%
0.78%
30.44%
9.01%
5.87%
8.44%
ICVT
2.96%
2.49%
-1.30%
13.31%
7.60%
7.62%
N/A
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Risk-Adjusted Performance
ECF vs. ICVT — Risk-Adjusted Performance Rank
ECF
ICVT
ECF vs. ICVT - Risk-Adjusted Performance 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.
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Dividends
ECF vs. ICVT - Dividend Comparison
ECF's dividend yield for the trailing twelve months is around 5.38%, more than ICVT's 2.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECF Ellsworth Growth and Income Fund Ltd. | 5.38% | 5.47% | 6.44% | 6.52% | 12.14% | 9.59% | 6.63% | 7.57% | 4.68% | 5.32% | 10.22% | 6.08% |
ICVT iShares Convertible Bond ETF | 2.21% | 2.19% | 1.85% | 1.93% | 1.14% | 1.13% | 1.86% | 4.82% | 2.56% | 3.06% | 1.57% | 0.00% |
Drawdowns
ECF vs. ICVT - Drawdown Comparison
The maximum ECF drawdown since its inception was -49.29%, which is greater than ICVT's maximum drawdown of -37.27%. Use the drawdown chart below to compare losses from any high point for ECF and ICVT.
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Volatility
ECF vs. ICVT - Volatility Comparison
Ellsworth Growth and Income Fund Ltd. (ECF) has a higher volatility of 3.07% compared to iShares Convertible Bond ETF (ICVT) at 2.60%. 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.
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