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ICVT vs. ECF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICVT vs. ECF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Convertible Bond ETF (ICVT) and Ellsworth Growth and Income Fund Ltd. (ECF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ICVT achieves a 25.28% return, which is significantly higher than ECF's 19.06% return. Both investments have delivered pretty close results over the past 10 years, with ICVT having a 13.99% annualized return and ECF not far behind at 13.42%.


ICVT

1D
-0.97%
1M
7.16%
YTD
25.28%
6M
24.31%
1Y
42.20%
3Y*
21.04%
5Y*
7.79%
10Y*
13.99%

ECF

1D
-1.02%
1M
7.75%
YTD
19.06%
6M
17.55%
1Y
49.68%
3Y*
27.37%
5Y*
7.09%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICVT vs. ECF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICVT
iShares Convertible Bond ETF
25.28%18.10%10.61%15.35%-20.66%-0.66%61.01%21.76%-0.27%16.38%
ECF
Ellsworth Growth and Income Fund Ltd.
19.06%30.03%27.48%8.01%-31.63%-0.79%31.72%47.17%-3.70%19.51%

Correlation

The correlation between ICVT and ECF is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2015

0.56

The correlation between ICVT and ECF shifts across timeframes, from 0.56 (all time) to 0.67 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ICVT vs. ECF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ICVT
ICVT Risk / Return Rank: 8787
Overall Rank
ICVT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ICVT Sortino Ratio Rank: 8484
Sortino Ratio Rank
ICVT Omega Ratio Rank: 8484
Omega Ratio Rank
ICVT Calmar Ratio Rank: 9090
Calmar Ratio Rank
ICVT Martin Ratio Rank: 8989
Martin Ratio Rank

ECF
ECF Risk / Return Rank: 9090
Overall Rank
ECF Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ECF Sortino Ratio Rank: 9191
Sortino Ratio Rank
ECF Omega Ratio Rank: 9090
Omega Ratio Rank
ECF Calmar Ratio Rank: 8787
Calmar Ratio Rank
ECF Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ICVT vs. ECF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Convertible Bond ETF (ICVT) and Ellsworth Growth and Income Fund Ltd. (ECF). 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.


ICVTECFDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.52

1.44

+0.08

Calmar ratioReturn relative to maximum drawdown

5.62

3.79

+1.83

Martin ratioReturn relative to average drawdown

20.48

12.64

+7.84

ICVT vs. ECF - Sharpe Ratio Comparison

The current ICVT Sharpe Ratio is 2.95, which is comparable to the ECF Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of ICVT and ECF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ICVTECFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.95

2.68

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.40

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.62

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.37

+0.41

Drawdowns

ICVT vs. ECF - Drawdown Comparison

The maximum ICVT drawdown since its inception was -33.25%, smaller than the maximum ECF drawdown of -49.86%. Use the drawdown chart below to compare losses from any high point for ICVT and ECF.


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Drawdown Indicators


ICVTECFDifference

Max Drawdown

Largest peak-to-trough decline

-33.25%

-49.86%

+16.61%

Max Drawdown (1Y)

Largest decline over 1 year

-7.55%

-13.16%

+5.61%

Max Drawdown (3Y)

Largest decline over 3 years

-11.22%

-16.83%

+5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-29.95%

-42.58%

+12.63%

Max Drawdown (10Y)

Largest decline over 10 years

-33.25%

-47.28%

+14.03%

Current Drawdown

Current decline from peak

-0.97%

-1.02%

+0.05%

Average Drawdown

Average peak-to-trough decline

-9.50%

-10.15%

+0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

3.94%

-1.87%

Volatility

ICVT vs. ECF - Volatility Comparison

iShares Convertible Bond ETF (ICVT) and Ellsworth Growth and Income Fund Ltd. (ECF) have volatilities of 5.53% and 5.59%, 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.


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Volatility by Period


ICVTECFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

5.59%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.69%

14.52%

-2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

14.36%

18.60%

-4.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.23%

17.71%

-4.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

21.78%

-6.28%

Dividends

ICVT vs. ECF - Dividend Comparison

ICVT's dividend yield for the trailing twelve months is around 1.30%, less than ECF's 6.75% yield.


PositionTTM20252024202320222021202020192018201720162015
ECF
Ellsworth Growth and Income Fund Ltd.
6.75%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
1.30%1.73%2.19%1.85%1.93%7.70%3.98%1.86%4.82%2.56%3.06%1.57%

Frequently Asked Questions


ICVT and ECF have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ECF has higher volatility (5.59%) compared to ICVT (5.53%). In terms of maximum drawdown, ICVT dropped -33.25% vs ECF's -49.86%.

ICVT currently has the higher Sharpe Ratio (2.95 vs 2.68), 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.

Portfolio Optimizer

Find the right allocation for ICVT and ECF

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