FRA vs. BLW
Compare and contrast key facts about BlackRock Floating Rate Income Strategies Fund Inc (FRA) and BlackRock Limited Duration Income Trust (BLW).
FRA is managed by BlackRock. It was launched on Oct 29, 2003.
Performance
FRA vs. BLW - Performance Comparison
Loading graphics...
FRA vs. BLW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRA BlackRock Floating Rate Income Strategies Fund Inc | -3.56% | -3.75% | 21.56% | 25.46% | -10.59% | 17.81% | -2.38% | 20.82% | -8.27% | 0.76% |
BLW BlackRock Limited Duration Income Trust | -5.97% | 7.17% | 11.06% | 17.29% | -15.92% | 13.52% | 5.36% | 31.08% | -10.22% | 11.53% |
Returns By Period
In the year-to-date period, FRA achieves a -3.56% return, which is significantly higher than BLW's -5.97% return. Both investments have delivered pretty close results over the past 10 years, with FRA having a 6.59% annualized return and BLW not far ahead at 6.71%.
FRA
- 1D
- -0.18%
- 1M
- -0.49%
- YTD
- -3.56%
- 6M
- -9.70%
- 1Y
- -3.61%
- 3Y*
- 9.99%
- 5Y*
- 6.48%
- 10Y*
- 6.59%
BLW
- 1D
- 0.08%
- 1M
- -6.90%
- YTD
- -5.97%
- 6M
- -5.43%
- 1Y
- -1.06%
- 3Y*
- 8.58%
- 5Y*
- 3.31%
- 10Y*
- 6.71%
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
FRA vs. BLW — Risk / Return Rank
FRA
BLW
FRA vs. BLW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Floating Rate Income Strategies Fund Inc (FRA) and BlackRock Limited Duration Income Trust (BLW). 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.
| FRA | BLW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.25 | -0.10 | -0.16 |
Sortino ratioReturn per unit of downside risk | -0.24 | -0.05 | -0.19 |
Omega ratioGain probability vs. loss probability | 0.96 | 0.99 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | -0.26 | -0.15 | -0.11 |
Martin ratioReturn relative to average drawdown | -0.62 | -0.70 | +0.09 |
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
| FRA | BLW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | -0.10 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.27 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.46 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.40 | -0.09 |
Correlation
The correlation between FRA and BLW is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FRA vs. BLW - Dividend Comparison
FRA's dividend yield for the trailing twelve months is around 13.51%, more than BLW's 10.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRA BlackRock Floating Rate Income Strategies Fund Inc | 13.51% | 12.62% | 10.81% | 10.44% | 6.88% | 5.96% | 7.61% | 6.44% | 6.90% | 5.31% | 5.65% | 6.17% |
BLW BlackRock Limited Duration Income Trust | 10.78% | 9.89% | 9.39% | 8.63% | 8.26% | 6.99% | 7.39% | 6.27% | 7.14% | 6.24% | 9.68% | 8.26% |
Drawdowns
FRA vs. BLW - Drawdown Comparison
The maximum FRA drawdown since its inception was -51.43%, which is greater than BLW's maximum drawdown of -44.13%. Use the drawdown chart below to compare losses from any high point for FRA and BLW.
Loading graphics...
Drawdown Indicators
| FRA | BLW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.43% | -44.13% | -7.30% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -11.19% | -4.28% |
Max Drawdown (5Y)Largest decline over 5 years | -18.77% | -26.30% | +7.53% |
Max Drawdown (10Y)Largest decline over 10 years | -42.80% | -41.85% | -0.95% |
Current DrawdownCurrent decline from peak | -11.78% | -7.98% | -3.80% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -6.03% | -1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.45% | 2.40% | +4.05% |
Volatility
FRA vs. BLW - Volatility Comparison
BlackRock Floating Rate Income Strategies Fund Inc (FRA) and BlackRock Limited Duration Income Trust (BLW) have volatilities of 5.64% and 5.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FRA | BLW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 5.70% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 6.64% | +1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.30% | 11.13% | +3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.78% | 12.37% | +0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.48% | 14.58% | +0.90% |