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

Key characteristics


MADCXSCHD
YTD Return3.09%3.41%
1Y Return5.75%12.37%
3Y Return (Ann)-7.78%4.70%
5Y Return (Ann)3.42%11.60%
10Y Return (Ann)3.66%10.78%
Sharpe Ratio0.411.08
Daily Std Dev13.25%11.01%
Max Drawdown-66.58%-33.37%
Current Drawdown-27.23%-3.11%

Correlation

-0.50.00.51.00.6

The correlation between MADCX and SCHD is 0.63, 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. SCHD - Performance Comparison

In the year-to-date period, MADCX achieves a 3.09% return, which is significantly lower than SCHD's 3.41% return. Over the past 10 years, MADCX has underperformed SCHD with an annualized return of 3.66%, while SCHD has yielded a comparatively higher 10.78% 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%100.00%150.00%200.00%250.00%300.00%350.00%400.00%2024FebruaryMarchAprilMayJune
78.11%
358.78%
MADCX
SCHD

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.

Schwab US Dividend Equity ETF

MADCX vs. SCHD - Expense Ratio Comparison

MADCX has a 0.86% expense ratio, which is higher than SCHD's 0.06% 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 SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

MADCX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Emerging Markets Fund, Inc. (MADCX) and Schwab US Dividend Equity ETF (SCHD). 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
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 1.08, compared to the broader market-1.000.001.002.003.004.001.08
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 1.59, compared to the broader market-2.000.002.004.006.008.0010.0012.001.59
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.19, compared to the broader market1.002.003.004.001.19
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 0.90, compared to the broader market0.005.0010.0015.000.90
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 3.36, compared to the broader market0.0020.0040.0060.0080.003.36

MADCX vs. SCHD - Sharpe Ratio Comparison

The current MADCX Sharpe Ratio is 0.41, which is lower than the SCHD Sharpe Ratio of 1.08. The chart below compares the 12-month rolling Sharpe Ratio of MADCX and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502024FebruaryMarchAprilMayJune
0.41
1.08
MADCX
SCHD

Dividends

MADCX vs. SCHD - Dividend Comparison

MADCX's dividend yield for the trailing twelve months is around 1.62%, less than SCHD's 2.57% 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%
SCHD
Schwab US Dividend Equity ETF
2.57%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

MADCX vs. SCHD - Drawdown Comparison

The maximum MADCX drawdown since its inception was -66.58%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for MADCX and SCHD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-27.23%
-3.11%
MADCX
SCHD

Volatility

MADCX vs. SCHD - Volatility Comparison

BlackRock Emerging Markets Fund, Inc. (MADCX) has a higher volatility of 4.10% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. This indicates that MADCX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%2024FebruaryMarchAprilMayJune
4.10%
3.39%
MADCX
SCHD