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

Correlation

The correlation between MADCX and VOO is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

MADCX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Emerging Markets Fund, Inc. (MADCX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

MADCX:

3.94%

VOO:

19.11%

Max Drawdown

MADCX:

-0.16%

VOO:

-33.99%

Current Drawdown

MADCX:

0.00%

VOO:

-7.67%

Returns By Period


MADCX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

-3.41%

1M

5.73%

6M

-5.06%

1Y

9.79%

5Y*

16.35%

10Y*

12.31%

*Annualized

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MADCX vs. VOO - Expense Ratio Comparison

MADCX has a 0.86% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

MADCX vs. VOO — 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 2020
Overall Rank
The Sharpe Ratio Rank of MADCX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of MADCX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of MADCX is 1919
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

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Emerging Markets Fund, Inc. (MADCX) and Vanguard S&P 500 ETF (VOO). 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.



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Dividends

MADCX vs. VOO - Dividend Comparison

MADCX's dividend yield for the trailing twelve months is around 1.84%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
MADCX
BlackRock Emerging Markets Fund, Inc.
1.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MADCX vs. VOO - Drawdown Comparison

The maximum MADCX drawdown since its inception was -0.16%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MADCX and VOO. For additional features, visit the drawdowns tool.


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Volatility

MADCX vs. VOO - Volatility Comparison


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