Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | +1.71% | -2.69% | -7.96% | -10.05% | -13.24% | -15.79% | -4.35% | -12.08% | -4.77% | -2.14% |
| Market-price total return | +2.62% | -1.82% | -5.55% | -5.36% | -5.78% | -7.11% | +4.50% | -4.20% | +2.28% | +4.93% |
| NAV return | +0.34% | -1.88% | -6.04% | -9.13% | -11.13% | -12.62% | -3.89% | -10.92% | -5.05% | -2.06% |
| NAV total return | +0.34% | -1.88% | -4.50% | -5.44% | -4.69% | -4.88% | +4.60% | -3.23% | +1.65% | +4.82% |
Performance through Oct 15, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.11% | 0.06% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.12% | 0.08% | as above |
| Volatility, 5 years | 0.14% | 0.09% | as above |
| Maximum drawdown, 3 years | -19.77% | -7.89% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.06 | 0.12 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 0.08 | 0.16 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 1.40 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.59 | — | as above |
| Observations (3y) | 752 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for BlackRock Core Bond Trust. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.