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BEGIX vs. MADVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BEGIX vs. MADVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Equity Income Fund (BEGIX) and BlackRock Equity Dividend Fund (MADVX). The values are adjusted to include any dividend payments, if applicable.

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BEGIX vs. MADVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BEGIX
Sterling Capital Equity Income Fund
-2.03%1.91%4.81%12.52%-3.16%28.06%8.64%30.56%-0.62%20.94%
MADVX
BlackRock Equity Dividend Fund
-3.55%21.70%6.98%12.71%-3.97%20.13%4.03%27.58%-7.15%16.31%

Returns By Period

In the year-to-date period, BEGIX achieves a -2.03% return, which is significantly higher than MADVX's -3.55% return. Both investments have delivered pretty close results over the past 10 years, with BEGIX having a 10.71% annualized return and MADVX not far behind at 10.41%.


BEGIX

1D
0.40%
1M
-7.16%
YTD
-2.03%
6M
-3.09%
1Y
-1.36%
3Y*
5.69%
5Y*
6.16%
10Y*
10.71%

MADVX

1D
-0.15%
1M
-8.43%
YTD
-3.55%
6M
1.36%
1Y
12.29%
3Y*
11.83%
5Y*
7.93%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BEGIX vs. MADVX - Expense Ratio Comparison

BEGIX has a 0.79% expense ratio, which is higher than MADVX's 0.68% expense ratio.


Return for Risk

BEGIX vs. MADVX — Risk / Return Rank

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

BEGIX
BEGIX Risk / Return Rank: 55
Overall Rank
BEGIX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BEGIX Sortino Ratio Rank: 55
Sortino Ratio Rank
BEGIX Omega Ratio Rank: 55
Omega Ratio Rank
BEGIX Calmar Ratio Rank: 44
Calmar Ratio Rank
BEGIX Martin Ratio Rank: 44
Martin Ratio Rank

MADVX
MADVX Risk / Return Rank: 4141
Overall Rank
MADVX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MADVX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MADVX Omega Ratio Rank: 4343
Omega Ratio Rank
MADVX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MADVX Martin Ratio Rank: 4242
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.

BEGIX vs. MADVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Equity Income Fund (BEGIX) and BlackRock Equity Dividend Fund (MADVX). 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.


BEGIXMADVXDifference

Sharpe ratio

Return per unit of total volatility

-0.03

0.86

-0.89

Sortino ratio

Return per unit of downside risk

0.06

1.24

-1.19

Omega ratio

Gain probability vs. loss probability

1.01

1.18

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.18

0.99

-1.17

Martin ratio

Return relative to average drawdown

-0.55

4.29

-4.84

BEGIX vs. MADVX - Sharpe Ratio Comparison

The current BEGIX Sharpe Ratio is -0.03, which is lower than the MADVX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of BEGIX and MADVX, 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


BEGIXMADVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

0.86

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.56

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.64

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.64

-0.09

Correlation

The correlation between BEGIX and MADVX is 0.92, 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

BEGIX vs. MADVX - Dividend Comparison

BEGIX's dividend yield for the trailing twelve months is around 28.12%, more than MADVX's 10.61% yield.


TTM20252024202320222021202020192018201720162015
BEGIX
Sterling Capital Equity Income Fund
28.12%27.63%26.84%9.81%8.44%3.01%1.73%9.81%10.16%11.59%2.06%8.83%
MADVX
BlackRock Equity Dividend Fund
10.61%10.23%8.58%7.08%13.50%12.15%6.35%13.15%14.04%14.38%7.98%18.44%

Drawdowns

BEGIX vs. MADVX - Drawdown Comparison

The maximum BEGIX drawdown since its inception was -43.85%, smaller than the maximum MADVX drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for BEGIX and MADVX.


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Drawdown Indicators


BEGIXMADVXDifference

Max Drawdown

Largest peak-to-trough decline

-43.85%

-50.00%

+6.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.76%

-11.69%

+1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-29.48%

-18.05%

-11.43%

Max Drawdown (10Y)

Largest decline over 10 years

-37.01%

-35.94%

-1.07%

Current Drawdown

Current decline from peak

-23.30%

-9.01%

-14.29%

Average Drawdown

Average peak-to-trough decline

-5.73%

-5.31%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.69%

+0.44%

Volatility

BEGIX vs. MADVX - Volatility Comparison

The current volatility for Sterling Capital Equity Income Fund (BEGIX) is 3.02%, while BlackRock Equity Dividend Fund (MADVX) has a volatility of 4.02%. This indicates that BEGIX experiences smaller price fluctuations and is considered to be less risky than MADVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BEGIXMADVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

4.02%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

8.25%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

14.72%

15.32%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.71%

14.15%

+5.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

16.27%

+3.22%