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DVY vs. MDCPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVY vs. MDCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Select Dividend ETF (DVY) 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, DVY achieves a 10.24% return, which is significantly higher than MDCPX's 6.42% return. Both investments have delivered pretty close results over the past 10 years, with DVY having a 10.10% annualized return and MDCPX not far behind at 9.99%.


DVY

1D
-0.64%
1M
1.40%
YTD
10.24%
6M
11.57%
1Y
21.73%
3Y*
15.00%
5Y*
8.74%
10Y*
10.10%

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)

DVY vs. MDCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DVY
iShares Select Dividend ETF
10.24%11.60%16.24%1.12%1.80%31.70%-4.91%22.62%-6.36%14.82%
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 DVY and MDCPX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.56

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

0.65

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

0.68

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2003

0.78

Over the past year, the correlation between DVY and MDCPX has dropped to 0.49 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

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Return for Risk

DVY vs. MDCPX — Risk / Return Rank

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

DVY
DVY Risk / Return Rank: 6767
Overall Rank
DVY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DVY Sortino Ratio Rank: 7171
Sortino Ratio Rank
DVY Omega Ratio Rank: 6161
Omega Ratio Rank
DVY Calmar Ratio Rank: 7070
Calmar Ratio Rank
DVY Martin Ratio Rank: 6767
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.

DVY vs. MDCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Select Dividend ETF (DVY) 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.


DVYMDCPXDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.34

1.38

-0.04

Calmar ratioReturn relative to maximum drawdown

3.17

2.80

+0.37

Martin ratioReturn relative to average drawdown

11.16

12.12

-0.96

DVY vs. MDCPX - Sharpe Ratio Comparison

The current DVY Sharpe Ratio is 1.97, which is comparable to the MDCPX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of DVY 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


DVYMDCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

2.04

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.72

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.87

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.66

-0.18

Drawdowns

DVY vs. MDCPX - Drawdown Comparison

The maximum DVY drawdown since its inception was -62.59%, which is greater than MDCPX's maximum drawdown of -41.98%. Use the drawdown chart below to compare losses from any high point for DVY and MDCPX.


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Drawdown Indicators


DVYMDCPXDifference

Max Drawdown

Largest peak-to-trough decline

-62.59%

-41.98%

-20.61%

Max Drawdown (1Y)

Largest decline over 1 year

-6.89%

-6.22%

-0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.00%

-10.65%

-5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-17.54%

-21.99%

+4.45%

Max Drawdown (10Y)

Largest decline over 10 years

-41.59%

-24.58%

-17.01%

Current Drawdown

Current decline from peak

-1.48%

-2.36%

+0.88%

Average Drawdown

Average peak-to-trough decline

-8.79%

-5.09%

-3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

1.43%

+0.52%

Volatility

DVY vs. MDCPX - Volatility Comparison

The current volatility for iShares Select Dividend ETF (DVY) is 2.70%, while BlackRock Balanced Capital Fund Investor A Shares (MDCPX) has a volatility of 3.07%. This indicates that DVY 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


DVYMDCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

3.07%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.56%

7.03%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

11.11%

8.55%

+2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

11.09%

+4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

11.48%

+6.54%

DVY vs. MDCPX - Expense Ratio Comparison

DVY has a 0.39% expense ratio, which is lower than MDCPX's 0.78% expense ratio.


Dividends

DVY vs. MDCPX - Dividend Comparison

DVY's dividend yield for the trailing twelve months is around 3.40%, less than MDCPX's 8.09% yield.


PositionTTM20252024202320222021202020192018201720162015
DVY
iShares Select Dividend ETF
3.40%3.65%3.65%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%
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


DVY and MDCPX have a correlation of 0.49, 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 DVY (2.70%). In terms of maximum drawdown, DVY dropped -62.59% vs MDCPX's -41.98%.

MDCPX currently has the higher Sharpe Ratio (2.04 vs 1.97), 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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