SPFIX vs. ECAT
Compare and contrast key facts about Shelton Capital Management S&P 500 Index Fund (SPFIX) and BlackRock ESG Capital Allocation Term Trust (ECAT).
SPFIX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Apr 20, 1992. ECAT is managed by BlackRock. It was launched on Sep 28, 2021.
Performance
SPFIX vs. ECAT - Performance Comparison
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SPFIX vs. ECAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SPFIX Shelton Capital Management S&P 500 Index Fund | -4.62% | 17.23% | 42.83% | 25.48% | -18.22% | 9.71% |
ECAT BlackRock ESG Capital Allocation Term Trust | -4.58% | 16.64% | 19.96% | 32.36% | -21.90% | -6.25% |
Returns By Period
The year-to-date returns for both investments are quite close, with SPFIX having a -4.62% return and ECAT slightly higher at -4.58%.
SPFIX
- 1D
- 2.68%
- 1M
- -5.25%
- YTD
- -4.62%
- 6M
- -2.45%
- 1Y
- 16.71%
- 3Y*
- 23.11%
- 5Y*
- 14.35%
- 10Y*
- 16.06%
ECAT
- 1D
- 2.28%
- 1M
- -6.35%
- YTD
- -4.58%
- 6M
- -6.60%
- 1Y
- 8.30%
- 3Y*
- 14.06%
- 5Y*
- —
- 10Y*
- —
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SPFIX vs. ECAT - Expense Ratio Comparison
SPFIX has a 0.43% expense ratio, which is lower than ECAT's 1.38% expense ratio.
Return for Risk
SPFIX vs. ECAT — Risk / Return Rank
SPFIX
ECAT
SPFIX vs. ECAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management S&P 500 Index Fund (SPFIX) 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.
| SPFIX | ECAT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.49 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.45 | 0.78 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.11 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 0.73 | +0.72 |
Martin ratioReturn relative to average drawdown | 6.94 | 2.69 | +4.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPFIX | ECAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.49 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.35 | +0.22 |
Correlation
The correlation between SPFIX and ECAT is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SPFIX vs. ECAT - Dividend Comparison
SPFIX's dividend yield for the trailing twelve months is around 3.58%, less than ECAT's 24.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPFIX Shelton Capital Management S&P 500 Index Fund | 3.58% | 3.45% | 27.20% | 8.08% | 5.07% | 5.43% | 8.06% | 16.60% | 2.49% | 3.01% | 2.92% | 4.35% |
ECAT BlackRock ESG Capital Allocation Term Trust | 24.82% | 23.00% | 17.44% | 9.14% | 8.94% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPFIX vs. ECAT - Drawdown Comparison
The maximum SPFIX drawdown since its inception was -54.81%, which is greater than ECAT's maximum drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for SPFIX and ECAT.
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Drawdown Indicators
| SPFIX | ECAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -32.23% | -22.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -12.90% | +0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | — | — |
Current DrawdownCurrent decline from peak | -6.47% | -8.44% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -8.99% | -9.40% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 3.53% | -1.00% |
Volatility
SPFIX vs. ECAT - Volatility Comparison
The current volatility for Shelton Capital Management S&P 500 Index Fund (SPFIX) is 5.18%, while BlackRock ESG Capital Allocation Term Trust (ECAT) has a volatility of 6.50%. This indicates that SPFIX 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
| SPFIX | ECAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 6.50% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 10.60% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.24% | 17.10% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.23% | 16.98% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 16.98% | +1.88% |