MUSEX vs. ECAT
MUSEX (MFS Blended Research Core Equity Fund) and ECAT (BlackRock ESG Capital Allocation Term Trust) are both mutual funds - MUSEX is a Large Cap Blend Equities fund managed by MFS, while ECAT is a Tactical Allocation fund managed by BlackRock. Over the past 3 years, MUSEX returned 19.54%/yr vs 17.59%/yr for ECAT. Their 0.72 correlation means they have sometimes moved together and sometimes differently. MUSEX charges 0.49%/yr vs 1.43%/yr for ECAT.
Performance
MUSEX vs. ECAT - Performance Comparison
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Returns By Period
In the year-to-date period, MUSEX achieves a 11.18% return, which is significantly higher than ECAT's 10.45% return.
MUSEX
- 1D
- 1.82%
- 1M
- 0.76%
- 6M
- 8.99%
- YTD
- 11.18%
- 1Y
- 21.28%
- 3Y*
- 19.54%
- 5Y*
- 13.44%
- 10Y*
- 14.23%
- ALL TIME*
- 9.53%
ECAT
- 1D
- -0.47%
- 1M
- -3.56%
- 6M
- 8.10%
- YTD
- 10.45%
- 1Y
- 14.04%
- 3Y*
- 17.59%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 8.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.46M | $7.38M | $7.72M | |
| $0.00 | $0.00 | $0.00 |
MUSEX vs. ECAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MUSEX MFS Blended Research Core Equity Fund | 11.18% | 16.10% | 25.17% | 28.30% | -16.02% | 6.83% |
ECAT BlackRock ESG Capital Allocation Term Trust | 10.45% | 16.64% | 19.96% | 32.36% | -21.90% | -6.25% |
Correlation
The correlation between MUSEX and ECAT is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2021 | 0.73 |
The correlation between MUSEX and ECAT has been stable across timeframes, ranging from 0.70 to 0.73 - a consistent structural relationship.
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Return for Risk
MUSEX vs. ECAT — Risk / Return Rank
MUSEX
ECAT
MUSEX vs. ECAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Core Equity Fund (MUSEX) and BlackRock ESG Capital Allocation Term Trust (ECAT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MUSEX | ECAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.17 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 1.16 | +1.05 |
| Martin ratioReturn relative to average drawdown | 9.32 | 4.22 | +5.10 |
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Drawdowns
MUSEX vs. ECAT - Drawdown Comparison
The maximum MUSEX drawdown since its inception was -54.78%, which is greater than ECAT's maximum drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for MUSEX and ECAT.
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Drawdown Indicators
| MUSEX | ECAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.78% | -32.23% | -22.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.60% | -11.80% | +3.20% |
Max Drawdown (3Y)Largest decline over 3 years | -19.18% | -15.79% | -3.39% |
Max Drawdown (5Y)Largest decline over 5 years | -21.87% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.60% | — | — |
Current DrawdownCurrent decline from peak | -1.22% | -4.28% | +3.06% |
Average DrawdownAverage peak-to-trough decline | -10.55% | -8.86% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 3.24% | -1.20% |
Volatility
MUSEX vs. ECAT - Volatility Comparison
The current volatility for MFS Blended Research Core Equity Fund (MUSEX) is 3.36%, while BlackRock ESG Capital Allocation Term Trust (ECAT) has a volatility of 3.75%. This indicates that MUSEX experiences smaller price fluctuations and is considered to be less risky than ECAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MUSEX | ECAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 3.75% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.15% | 11.27% | -1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.03% | 14.17% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 16.82% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 16.82% | +1.50% |
MUSEX vs. ECAT - Expense Ratio Comparison
MUSEX has a 0.49% expense ratio, which is lower than ECAT's 1.43% expense ratio.
Dividends
MUSEX vs. ECAT - Dividend Comparison
MUSEX's dividend yield for the trailing twelve months is around 6.43%, less than ECAT's 22.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECAT BlackRock ESG Capital Allocation Term Trust | 22.31% | 23.00% | 17.44% | 9.14% | 8.94% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MUSEX MFS Blended Research Core Equity Fund | 6.43% | 7.15% | 10.44% | 3.91% | 9.26% | 16.18% | 7.12% | 5.19% | 11.98% | 2.04% | 1.20% | 3.32% |
Frequently Asked Questions
MUSEX and ECAT have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECAT has higher volatility (3.75%) compared to MUSEX (3.36%). In terms of maximum drawdown, MUSEX dropped -54.78% vs ECAT's -32.23%.
MUSEX currently has the higher Sharpe Ratio (1.46 vs 0.97), 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.
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