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

Key characteristics


MADCXEEMV
YTD Return3.09%3.22%
1Y Return5.75%7.26%
3Y Return (Ann)-7.78%-1.69%
5Y Return (Ann)3.42%1.87%
10Y Return (Ann)3.66%1.91%
Sharpe Ratio0.410.64
Daily Std Dev13.25%9.37%
Max Drawdown-66.58%-31.56%
Current Drawdown-27.23%-6.44%

Correlation

-0.50.00.51.00.9

The correlation between MADCX and EEMV is 0.87, 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.

Performance

MADCX vs. EEMV - Performance Comparison

The year-to-date returns for both investments are quite close, with MADCX having a 3.09% return and EEMV slightly higher at 3.22%. Over the past 10 years, MADCX has outperformed EEMV with an annualized return of 3.66%, while EEMV has yielded a comparatively lower 1.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%60.00%70.00%80.00%2024FebruaryMarchAprilMayJune
78.11%
60.06%
MADCX
EEMV

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BlackRock Emerging Markets Fund, Inc.

iShares MSCI Emerging Markets Min Vol Factor ETF

MADCX vs. EEMV - Expense Ratio Comparison

MADCX has a 0.86% expense ratio, which is higher than EEMV's 0.25% expense ratio.


MADCX
BlackRock Emerging Markets Fund, Inc.
Expense ratio chart for MADCX: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%
Expense ratio chart for EEMV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

MADCX vs. EEMV - 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 Min Vol Factor ETF (EEMV). 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.


MADCX
Sharpe ratio
The chart of Sharpe ratio for MADCX, currently valued at 0.41, compared to the broader market-1.000.001.002.003.004.000.41
Sortino ratio
The chart of Sortino ratio for MADCX, currently valued at 0.68, compared to the broader market-2.000.002.004.006.008.0010.0012.000.68
Omega ratio
The chart of Omega ratio for MADCX, currently valued at 1.08, compared to the broader market1.002.003.004.001.08
Calmar ratio
The chart of Calmar ratio for MADCX, currently valued at 0.15, compared to the broader market0.005.0010.0015.000.15
Martin ratio
The chart of Martin ratio for MADCX, currently valued at 1.02, compared to the broader market0.0020.0040.0060.0080.001.02
EEMV
Sharpe ratio
The chart of Sharpe ratio for EEMV, currently valued at 0.64, compared to the broader market-1.000.001.002.003.004.000.64
Sortino ratio
The chart of Sortino ratio for EEMV, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.0010.0012.000.97
Omega ratio
The chart of Omega ratio for EEMV, currently valued at 1.11, compared to the broader market1.002.003.004.001.11
Calmar ratio
The chart of Calmar ratio for EEMV, currently valued at 0.33, compared to the broader market0.005.0010.0015.000.33
Martin ratio
The chart of Martin ratio for EEMV, currently valued at 1.50, compared to the broader market0.0020.0040.0060.0080.001.50

MADCX vs. EEMV - Sharpe Ratio Comparison

The current MADCX Sharpe Ratio is 0.41, which is lower than the EEMV Sharpe Ratio of 0.64. The chart below compares the 12-month rolling Sharpe Ratio of MADCX and EEMV.


Rolling 12-month Sharpe Ratio-0.500.000.501.002024FebruaryMarchAprilMayJune
0.41
0.64
MADCX
EEMV

Dividends

MADCX vs. EEMV - Dividend Comparison

MADCX's dividend yield for the trailing twelve months is around 1.62%, less than EEMV's 2.97% yield.


TTM20232022202120202019201820172016201520142013
MADCX
BlackRock Emerging Markets Fund, Inc.
1.62%1.67%2.22%5.72%0.97%1.53%0.98%0.48%1.82%1.34%0.56%0.55%
EEMV
iShares MSCI Emerging Markets Min Vol Factor ETF
2.97%2.75%1.93%2.14%2.45%2.63%2.46%2.34%2.79%2.55%2.71%2.51%

Drawdowns

MADCX vs. EEMV - Drawdown Comparison

The maximum MADCX drawdown since its inception was -66.58%, which is greater than EEMV's maximum drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for MADCX and EEMV. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%2024FebruaryMarchAprilMayJune
-27.23%
-6.44%
MADCX
EEMV

Volatility

MADCX vs. EEMV - Volatility Comparison

BlackRock Emerging Markets Fund, Inc. (MADCX) has a higher volatility of 4.10% compared to iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) at 2.50%. This indicates that MADCX's price experiences larger fluctuations and is considered to be riskier than EEMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%2024FebruaryMarchAprilMayJune
4.10%
2.50%
MADCX
EEMV