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MYD vs. ECAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MYD vs. ECAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock MuniYield Fund (MYD) and BlackRock ESG Capital Allocation Term Trust (ECAT). The values are adjusted to include any dividend payments, if applicable.

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MYD vs. ECAT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MYD
BlackRock MuniYield Fund
3.73%7.56%2.10%8.31%-25.47%-1.04%
ECAT
BlackRock ESG Capital Allocation Term Trust
-6.71%16.64%19.96%32.36%-21.90%-6.25%

Returns By Period


MYD

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ECAT

1D
1.49%
1M
-8.56%
YTD
-6.71%
6M
-7.80%
1Y
7.03%
3Y*
13.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MYD vs. ECAT - Expense Ratio Comparison

MYD has a 2.07% expense ratio, which is higher than ECAT's 1.38% expense ratio.


Return for Risk

MYD vs. ECAT — Risk / Return Rank

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

MYD

ECAT
ECAT Risk / Return Rank: 1616
Overall Rank
ECAT Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ECAT Sortino Ratio Rank: 1616
Sortino Ratio Rank
ECAT Omega Ratio Rank: 1616
Omega Ratio Rank
ECAT Calmar Ratio Rank: 1616
Calmar Ratio Rank
ECAT Martin Ratio Rank: 1717
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.

MYD vs. ECAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock MuniYield Fund (MYD) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MYD vs. ECAT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MYDECATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

Correlation

The correlation between MYD and ECAT is 0.30, 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

MYD vs. ECAT - Dividend Comparison

MYD's dividend yield for the trailing twelve months is around 5.57%, less than ECAT's 25.39% yield.


TTM20252024202320222021202020192018201720162015
MYD
BlackRock MuniYield Fund
5.57%6.23%6.12%4.29%5.68%4.53%4.68%4.66%5.93%5.85%6.30%6.27%
ECAT
BlackRock ESG Capital Allocation Term Trust
25.39%23.00%17.44%9.14%8.94%0.54%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MYD vs. ECAT - Drawdown Comparison


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Drawdown Indicators


MYDECATDifference

Max Drawdown

Largest peak-to-trough decline

-32.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

Current Drawdown

Current decline from peak

-10.48%

Average Drawdown

Average peak-to-trough decline

-9.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

Volatility

MYD vs. ECAT - Volatility Comparison


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Volatility by Period


MYDECATDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

Volatility (6M)

Calculated over the trailing 6-month period

10.34%

Volatility (1Y)

Calculated over the trailing 1-year period

16.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%