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

Correlation

The correlation between MADCX and MADVX is 0.56, 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. MADVX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MADCX:

-0.03

MADVX:

0.34

Sortino Ratio

MADCX:

0.06

MADVX:

0.66

Omega Ratio

MADCX:

1.01

MADVX:

1.10

Calmar Ratio

MADCX:

-0.02

MADVX:

0.47

Martin Ratio

MADCX:

-0.12

MADVX:

1.86

Ulcer Index

MADCX:

7.31%

MADVX:

3.30%

Daily Std Dev

MADCX:

18.66%

MADVX:

15.27%

Max Drawdown

MADCX:

-74.35%

MADVX:

-50.00%

Current Drawdown

MADCX:

-30.89%

MADVX:

-2.92%

Returns By Period

In the year-to-date period, MADCX achieves a 3.35% return, which is significantly lower than MADVX's 3.64% return. Over the past 10 years, MADCX has underperformed MADVX with an annualized return of 3.29%, while MADVX has yielded a comparatively higher 7.69% annualized return.


MADCX

YTD

3.35%

1M

9.29%

6M

-2.38%

1Y

-0.83%

5Y*

3.68%

10Y*

3.29%

MADVX

YTD

3.64%

1M

6.19%

6M

-1.53%

1Y

4.80%

5Y*

13.75%

10Y*

7.69%

*Annualized

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MADCX vs. MADVX - Expense Ratio Comparison

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


Risk-Adjusted Performance

MADCX vs. MADVX — 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 2121
Overall Rank
The Sharpe Ratio Rank of MADCX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of MADCX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of MADCX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of MADCX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of MADCX is 2121
Martin Ratio Rank

MADVX
The Risk-Adjusted Performance Rank of MADVX is 5252
Overall Rank
The Sharpe Ratio Rank of MADVX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of MADVX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of MADVX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of MADVX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of MADVX is 5757
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. MADVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Emerging Markets Fund, Inc. (MADCX) and BlackRock Equity Dividend Fund (MADVX). 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 MADVX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of MADCX and MADVX, 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. MADVX - Dividend Comparison

MADCX's dividend yield for the trailing twelve months is around 1.84%, less than MADVX's 2.35% 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%
MADVX
BlackRock Equity Dividend Fund
2.35%2.52%2.14%1.76%1.47%1.86%1.96%2.33%1.77%1.95%2.30%1.96%

Drawdowns

MADCX vs. MADVX - Drawdown Comparison

The maximum MADCX drawdown since its inception was -74.35%, which is greater than MADVX's maximum drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for MADCX and MADVX. For additional features, visit the drawdowns tool.


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Volatility

MADCX vs. MADVX - Volatility Comparison

The current volatility for BlackRock Emerging Markets Fund, Inc. (MADCX) is 4.88%, while BlackRock Equity Dividend Fund (MADVX) has a volatility of 5.39%. This indicates that MADCX experiences smaller price fluctuations and is considered to be less risky than MADVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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