If I am understanding this question correctly, the best answer is that the Congressional Black Caucus is most closely connected to the Democratic Caucus. However, it is not really proper to say that the Black Caucus is “under” the Democratic Caucus as it is not subordinate to that caucus. The two have many members in common, but the Democratic Caucus does not have control of the Black Caucus.
The Congressional Black Caucus was founded in 1969 to try to give African American members of Congress more power. These members were to meet and coordinate strategies on issues of particular concern to African Americans. In recent years, essentially all African Americans in Congress are members of the Democratic Party. There will be only one African American Republican in the Congress that begins in January 2013. Because of this, the Black Congressional Caucus is most closely identified with the Democratic Caucus.