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BHYAX vs. MDCPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BHYAX vs. MDCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock High Yield Bond Fund Investor A Shares (BHYAX) and BlackRock Balanced Capital Fund Investor A Shares (MDCPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BHYAX achieves a 1.19% return, which is significantly lower than MDCPX's 6.42% return. Over the past 10 years, BHYAX has underperformed MDCPX with an annualized return of 5.33%, while MDCPX has yielded a comparatively higher 9.99% annualized return.


BHYAX

1D
-0.42%
1M
-0.17%
YTD
1.19%
6M
1.84%
1Y
7.08%
3Y*
8.33%
5Y*
3.77%
10Y*
5.33%

MDCPX

1D
-1.99%
1M
-0.68%
YTD
6.42%
6M
7.39%
1Y
16.87%
3Y*
14.13%
5Y*
7.95%
10Y*
9.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BHYAX vs. MDCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BHYAX
BlackRock High Yield Bond Fund Investor A Shares
1.19%8.96%7.55%12.19%-11.63%5.21%5.54%15.15%-3.24%8.03%
MDCPX
BlackRock Balanced Capital Fund Investor A Shares
6.42%15.32%12.47%16.59%-15.70%16.49%15.07%21.59%-3.48%14.24%

Correlation

The correlation between BHYAX and MDCPX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Nov 19, 1998

0.39

Over the past year, BHYAX and MDCPX have become more correlated (0.67) than their long-term average of 0.39, meaning their price movements have been converging.

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Return for Risk

BHYAX vs. MDCPX — Risk / Return Rank

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

BHYAX
BHYAX Risk / Return Rank: 7878
Overall Rank
BHYAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
BHYAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
BHYAX Omega Ratio Rank: 8080
Omega Ratio Rank
BHYAX Calmar Ratio Rank: 7575
Calmar Ratio Rank
BHYAX Martin Ratio Rank: 8787
Martin Ratio Rank

MDCPX
MDCPX Risk / Return Rank: 6363
Overall Rank
MDCPX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
MDCPX Sortino Ratio Rank: 5959
Sortino Ratio Rank
MDCPX Omega Ratio Rank: 6060
Omega Ratio Rank
MDCPX Calmar Ratio Rank: 6464
Calmar Ratio Rank
MDCPX Martin Ratio Rank: 7070
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.

BHYAX vs. MDCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock High Yield Bond Fund Investor A Shares (BHYAX) and BlackRock Balanced Capital Fund Investor A Shares (MDCPX). 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.


BHYAXMDCPXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.47

1.38

+0.09

Calmar ratioReturn relative to maximum drawdown

3.03

2.80

+0.23

Martin ratioReturn relative to average drawdown

14.86

12.12

+2.74

BHYAX vs. MDCPX - Sharpe Ratio Comparison

The current BHYAX Sharpe Ratio is 2.03, which is comparable to the MDCPX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of BHYAX and MDCPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BHYAXMDCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

2.04

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.72

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.87

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

0.66

+0.48

Drawdowns

BHYAX vs. MDCPX - Drawdown Comparison

The maximum BHYAX drawdown since its inception was -35.18%, smaller than the maximum MDCPX drawdown of -41.98%. Use the drawdown chart below to compare losses from any high point for BHYAX and MDCPX.


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Drawdown Indicators


BHYAXMDCPXDifference

Max Drawdown

Largest peak-to-trough decline

-35.18%

-41.98%

+6.80%

Max Drawdown (1Y)

Largest decline over 1 year

-2.30%

-6.22%

+3.92%

Max Drawdown (3Y)

Largest decline over 3 years

-4.10%

-10.65%

+6.55%

Max Drawdown (5Y)

Largest decline over 5 years

-15.60%

-21.99%

+6.39%

Max Drawdown (10Y)

Largest decline over 10 years

-23.25%

-24.58%

+1.33%

Current Drawdown

Current decline from peak

-0.56%

-2.36%

+1.80%

Average Drawdown

Average peak-to-trough decline

-2.86%

-5.09%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

1.43%

-0.96%

Volatility

BHYAX vs. MDCPX - Volatility Comparison

The current volatility for BlackRock High Yield Bond Fund Investor A Shares (BHYAX) is 1.16%, while BlackRock Balanced Capital Fund Investor A Shares (MDCPX) has a volatility of 3.07%. This indicates that BHYAX experiences smaller price fluctuations and is considered to be less risky than MDCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BHYAXMDCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

3.07%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

7.03%

-4.37%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

8.55%

-5.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

11.09%

-5.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.90%

11.48%

-5.58%

BHYAX vs. MDCPX - Expense Ratio Comparison

BHYAX has a 0.93% expense ratio, which is higher than MDCPX's 0.78% expense ratio.


Dividends

BHYAX vs. MDCPX - Dividend Comparison

BHYAX's dividend yield for the trailing twelve months is around 6.75%, less than MDCPX's 8.09% yield.


PositionTTM20252024202320222021202020192018201720162015
BHYAX
BlackRock High Yield Bond Fund Investor A Shares
6.75%6.71%6.56%5.30%4.60%4.42%4.83%5.39%6.02%5.50%5.65%6.01%
MDCPX
BlackRock Balanced Capital Fund Investor A Shares
8.09%8.61%7.44%2.63%3.82%12.27%4.02%5.25%7.84%19.39%4.67%5.04%

Frequently Asked Questions


BHYAX and MDCPX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MDCPX has higher volatility (3.07%) compared to BHYAX (1.16%). In terms of maximum drawdown, BHYAX dropped -35.18% vs MDCPX's -41.98%.

MDCPX currently has the higher Sharpe Ratio (2.04 vs 2.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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