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MADCX vs. EEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MADCX and EEM is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

MADCX vs. EEM - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MADCX:

-0.03

EEM:

0.44

Sortino Ratio

MADCX:

0.06

EEM:

0.79

Omega Ratio

MADCX:

1.01

EEM:

1.10

Calmar Ratio

MADCX:

-0.02

EEM:

0.32

Martin Ratio

MADCX:

-0.12

EEM:

1.44

Ulcer Index

MADCX:

7.31%

EEM:

6.11%

Daily Std Dev

MADCX:

18.66%

EEM:

19.23%

Max Drawdown

MADCX:

-74.35%

EEM:

-66.43%

Current Drawdown

MADCX:

-30.89%

EEM:

-14.97%

Returns By Period

In the year-to-date period, MADCX achieves a 3.35% return, which is significantly lower than EEM's 7.39% return. Over the past 10 years, MADCX has outperformed EEM with an annualized return of 3.34%, while EEM has yielded a comparatively lower 2.85% annualized return.


MADCX

YTD

3.35%

1M

9.98%

6M

-2.38%

1Y

-0.63%

5Y*

3.44%

10Y*

3.34%

EEM

YTD

7.39%

1M

9.03%

6M

2.28%

1Y

8.43%

5Y*

6.35%

10Y*

2.85%

*Annualized

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MADCX vs. EEM - Expense Ratio Comparison

MADCX has a 0.86% expense ratio, which is higher than EEM's 0.68% expense ratio.


Risk-Adjusted Performance

MADCX vs. EEM — Risk-Adjusted Performance Rank

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

MADCX
The Risk-Adjusted Performance Rank of MADCX is 1919
Overall Rank
The Sharpe Ratio Rank of MADCX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of MADCX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of MADCX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of MADCX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of MADCX is 1919
Martin Ratio Rank

EEM
The Risk-Adjusted Performance Rank of EEM is 5151
Overall Rank
The Sharpe Ratio Rank of EEM is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of EEM is 5555
Sortino Ratio Rank
The Omega Ratio Rank of EEM is 5151
Omega Ratio Rank
The Calmar Ratio Rank of EEM is 4848
Calmar Ratio Rank
The Martin Ratio Rank of EEM is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MADCX vs. EEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Emerging Markets Fund, Inc. (MADCX) and iShares MSCI Emerging Markets ETF (EEM). 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.


The current MADCX Sharpe Ratio is -0.03, which is lower than the EEM Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of MADCX and EEM, 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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Dividends

MADCX vs. EEM - Dividend Comparison

MADCX's dividend yield for the trailing twelve months is around 1.84%, less than EEM's 2.26% yield.


TTM20242023202220212020201920182017201620152014
MADCX
BlackRock Emerging Markets Fund, Inc.
1.84%1.91%1.67%2.22%0.94%0.97%1.53%0.98%0.48%1.82%1.34%0.56%
EEM
iShares MSCI Emerging Markets ETF
2.26%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%2.23%

Drawdowns

MADCX vs. EEM - Drawdown Comparison

The maximum MADCX drawdown since its inception was -74.35%, which is greater than EEM's maximum drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for MADCX and EEM. For additional features, visit the drawdowns tool.


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Volatility

MADCX vs. EEM - Volatility Comparison


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