VFPIX vs. ECAT
Compare and contrast key facts about Private Capital Management Value Fund (VFPIX) and BlackRock ESG Capital Allocation Term Trust (ECAT).
VFPIX is managed by BlackRock. It was launched on May 28, 2010. ECAT is managed by BlackRock. It was launched on Sep 28, 2021.
Performance
VFPIX vs. ECAT - Performance Comparison
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VFPIX vs. ECAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VFPIX Private Capital Management Value Fund | -9.19% | -0.05% | 31.32% | 7.12% | -1.18% | 4.69% |
ECAT BlackRock ESG Capital Allocation Term Trust | -6.71% | 16.64% | 19.96% | 32.36% | -21.90% | -6.25% |
Returns By Period
In the year-to-date period, VFPIX achieves a -9.19% return, which is significantly lower than ECAT's -6.71% return.
VFPIX
- 1D
- 0.18%
- 1M
- -6.30%
- YTD
- -9.19%
- 6M
- -10.09%
- 1Y
- -0.16%
- 3Y*
- 5.60%
- 5Y*
- 8.12%
- 10Y*
- 10.26%
ECAT
- 1D
- 1.49%
- 1M
- -8.56%
- YTD
- -6.71%
- 6M
- -7.80%
- 1Y
- 7.03%
- 3Y*
- 13.21%
- 5Y*
- —
- 10Y*
- —
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VFPIX vs. ECAT - Expense Ratio Comparison
VFPIX has a 1.20% expense ratio, which is lower than ECAT's 1.38% expense ratio.
Return for Risk
VFPIX vs. ECAT — Risk / Return Rank
VFPIX
ECAT
VFPIX vs. ECAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Private Capital Management Value Fund (VFPIX) 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.
| VFPIX | ECAT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.09 | 0.42 | -0.51 |
Sortino ratioReturn per unit of downside risk | 0.03 | 0.68 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.09 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 0.47 | -0.39 |
Martin ratioReturn relative to average drawdown | 0.21 | 1.75 | -1.54 |
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
| VFPIX | ECAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 0.42 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.32 | +0.17 |
Correlation
The correlation between VFPIX and ECAT is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VFPIX vs. ECAT - Dividend Comparison
VFPIX's dividend yield for the trailing twelve months is around 2.36%, less than ECAT's 25.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFPIX Private Capital Management Value Fund | 2.36% | 2.14% | 8.91% | 0.64% | 3.39% | 13.37% | 12.63% | 20.74% | 20.32% | 1.30% | 1.42% | 6.95% |
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
VFPIX vs. ECAT - Drawdown Comparison
The maximum VFPIX drawdown since its inception was -52.37%, which is greater than ECAT's maximum drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for VFPIX and ECAT.
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Drawdown Indicators
| VFPIX | ECAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.37% | -32.23% | -20.14% |
Max Drawdown (1Y)Largest decline over 1 year | -13.74% | -12.90% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -22.75% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -52.37% | — | — |
Current DrawdownCurrent decline from peak | -12.61% | -10.48% | -2.13% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -9.41% | +1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.74% | 3.49% | +2.25% |
Volatility
VFPIX vs. ECAT - Volatility Comparison
Private Capital Management Value Fund (VFPIX) and BlackRock ESG Capital Allocation Term Trust (ECAT) have volatilities of 5.81% and 5.97%, 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
| VFPIX | ECAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 5.97% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 10.34% | +3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.98% | 16.97% | +6.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.15% | 16.95% | +4.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.09% | 16.95% | +6.14% |