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BADEX vs. MADCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BADEX vs. MADCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Defensive Advantage Emerging Markets Fund (BADEX) and BlackRock Emerging Markets Fund, Inc. (MADCX). The values are adjusted to include any dividend payments, if applicable.

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BADEX vs. MADCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BADEX
BlackRock Defensive Advantage Emerging Markets Fund
-0.28%13.95%10.15%11.67%-11.34%4.49%2.32%
MADCX
BlackRock Emerging Markets Fund, Inc.
-1.26%30.47%-1.09%10.77%-24.12%-1.14%3.80%

Returns By Period

In the year-to-date period, BADEX achieves a -0.28% return, which is significantly higher than MADCX's -1.26% return.


BADEX

1D
-0.65%
1M
-7.80%
YTD
-0.28%
6M
2.63%
1Y
10.81%
3Y*
10.26%
5Y*
4.56%
10Y*

MADCX

1D
-1.02%
1M
-14.25%
YTD
-1.26%
6M
4.27%
1Y
29.16%
3Y*
10.44%
5Y*
-0.01%
10Y*
8.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BADEX vs. MADCX - Expense Ratio Comparison

BADEX has a 1.06% expense ratio, which is higher than MADCX's 0.86% expense ratio.


Return for Risk

BADEX vs. MADCX — Risk / Return Rank

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

BADEX
BADEX Risk / Return Rank: 5050
Overall Rank
BADEX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BADEX Sortino Ratio Rank: 5151
Sortino Ratio Rank
BADEX Omega Ratio Rank: 5454
Omega Ratio Rank
BADEX Calmar Ratio Rank: 4343
Calmar Ratio Rank
BADEX Martin Ratio Rank: 4343
Martin Ratio Rank

MADCX
MADCX Risk / Return Rank: 7575
Overall Rank
MADCX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MADCX Sortino Ratio Rank: 7676
Sortino Ratio Rank
MADCX Omega Ratio Rank: 7575
Omega Ratio Rank
MADCX Calmar Ratio Rank: 7272
Calmar Ratio Rank
MADCX Martin Ratio Rank: 7474
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.

BADEX vs. MADCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Defensive Advantage Emerging Markets Fund (BADEX) and BlackRock Emerging Markets Fund, Inc. (MADCX). 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.


BADEXMADCXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.42

-0.35

Sortino ratio

Return per unit of downside risk

1.42

1.88

-0.46

Omega ratio

Gain probability vs. loss probability

1.21

1.28

-0.07

Calmar ratio

Return relative to maximum drawdown

1.10

1.65

-0.56

Martin ratio

Return relative to average drawdown

4.45

7.10

-2.65

BADEX vs. MADCX - Sharpe Ratio Comparison

The current BADEX Sharpe Ratio is 1.07, which is comparable to the MADCX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of BADEX and MADCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BADEXMADCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.42

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

-0.00

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.34

+0.20

Correlation

The correlation between BADEX and MADCX is 0.86, 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

BADEX vs. MADCX - Dividend Comparison

BADEX's dividend yield for the trailing twelve months is around 7.54%, more than MADCX's 4.31% yield.


TTM20252024202320222021202020192018201720162015
BADEX
BlackRock Defensive Advantage Emerging Markets Fund
7.54%7.52%2.27%1.92%2.43%7.54%0.03%0.00%0.00%0.00%0.00%0.00%
MADCX
BlackRock Emerging Markets Fund, Inc.
4.31%4.26%1.90%1.67%2.22%5.72%0.97%1.53%0.98%0.48%1.82%1.34%

Drawdowns

BADEX vs. MADCX - Drawdown Comparison

The maximum BADEX drawdown since its inception was -21.86%, smaller than the maximum MADCX drawdown of -66.58%. Use the drawdown chart below to compare losses from any high point for BADEX and MADCX.


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Drawdown Indicators


BADEXMADCXDifference

Max Drawdown

Largest peak-to-trough decline

-21.86%

-66.58%

+44.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-15.57%

+6.68%

Max Drawdown (5Y)

Largest decline over 5 years

-21.86%

-40.70%

+18.84%

Max Drawdown (10Y)

Largest decline over 10 years

-43.82%

Current Drawdown

Current decline from peak

-8.89%

-15.57%

+6.68%

Average Drawdown

Average peak-to-trough decline

-5.77%

-18.45%

+12.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

3.62%

-1.43%

Volatility

BADEX vs. MADCX - Volatility Comparison

The current volatility for BlackRock Defensive Advantage Emerging Markets Fund (BADEX) is 4.93%, while BlackRock Emerging Markets Fund, Inc. (MADCX) has a volatility of 10.43%. This indicates that BADEX experiences smaller price fluctuations and is considered to be less risky than MADCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BADEXMADCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

10.43%

-5.50%

Volatility (6M)

Calculated over the trailing 6-month period

7.13%

15.69%

-8.56%

Volatility (1Y)

Calculated over the trailing 1-year period

10.20%

20.03%

-9.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.96%

17.44%

-7.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.17%

18.25%

-8.08%