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IVV vs. MDCPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVV vs. MDCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 ETF (IVV) 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, IVV achieves a 9.08% return, which is significantly higher than MDCPX's 7.08% return. Over the past 10 years, IVV has outperformed MDCPX with an annualized return of 15.47%, while MDCPX has yielded a comparatively lower 10.17% annualized return.


IVV

1D
0.55%
1M
0.36%
YTD
9.08%
6M
9.43%
1Y
25.77%
3Y*
20.95%
5Y*
13.42%
10Y*
15.47%

MDCPX

1D
1.57%
1M
0.83%
YTD
7.08%
6M
7.86%
1Y
17.72%
3Y*
14.11%
5Y*
7.96%
10Y*
10.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVV vs. MDCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVV
iShares Core S&P 500 ETF
9.08%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%
MDCPX
BlackRock Balanced Capital Fund Investor A Shares
7.08%15.32%12.47%16.59%-15.70%16.49%15.07%21.59%-3.48%14.24%

Correlation

The correlation between IVV and MDCPX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.90

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

0.92

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

0.94

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.94

The correlation between IVV and MDCPX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

IVV vs. MDCPX — Risk / Return Rank

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

IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6969
Sortino Ratio Rank
IVV Omega Ratio Rank: 7171
Omega Ratio Rank
IVV Calmar Ratio Rank: 6363
Calmar Ratio Rank
IVV Martin Ratio Rank: 7676
Martin Ratio Rank

MDCPX
MDCPX Risk / Return Rank: 6969
Overall Rank
MDCPX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
MDCPX Sortino Ratio Rank: 6767
Sortino Ratio Rank
MDCPX Omega Ratio Rank: 6767
Omega Ratio Rank
MDCPX Calmar Ratio Rank: 7070
Calmar Ratio Rank
MDCPX Martin Ratio Rank: 7676
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.

IVV vs. MDCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IVVMDCPXDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

2.76

2.79

-0.04

Martin ratioReturn relative to average drawdown

12.43

11.82

+0.62

IVV vs. MDCPX - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 2.00, which is comparable to the MDCPX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of IVV 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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Drawdowns

IVV vs. MDCPX - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, which is greater than MDCPX's maximum drawdown of -41.98%. Use the drawdown chart below to compare losses from any high point for IVV and MDCPX.


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Drawdown Indicators


IVVMDCPXDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-41.98%

-13.27%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-6.22%

-2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-10.65%

-8.10%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-21.99%

-2.54%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-24.58%

-9.32%

Current Drawdown

Current decline from peak

-2.35%

-1.75%

-0.60%

Average Drawdown

Average peak-to-trough decline

-10.77%

-5.09%

-5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.46%

+0.51%

Volatility

IVV vs. MDCPX - Volatility Comparison

iShares Core S&P 500 ETF (IVV) has a higher volatility of 4.37% compared to BlackRock Balanced Capital Fund Investor A Shares (MDCPX) at 3.54%. This indicates that IVV's price experiences larger fluctuations and is considered to be riskier 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


IVVMDCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

3.54%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

7.28%

+2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

8.74%

+3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

11.12%

+5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

11.49%

+6.59%

IVV vs. MDCPX - Expense Ratio Comparison

IVV has a 0.03% expense ratio, which is lower than MDCPX's 0.78% expense ratio.


Dividends

IVV vs. MDCPX - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.08%, less than MDCPX's 8.04% yield.


PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF
1.08%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
MDCPX
BlackRock Balanced Capital Fund Investor A Shares
8.04%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


With a correlation of 0.93, IVV and MDCPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IVV has higher volatility (4.37%) compared to MDCPX (3.54%). In terms of maximum drawdown, IVV dropped -55.25% vs MDCPX's -41.98%.

IVV currently has the higher Sharpe Ratio (2.00 vs 1.99), 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.

Portfolio Optimizer

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