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MADVX vs. FRA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MADVX vs. FRA - Performance Comparison

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

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MADVX vs. FRA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MADVX
BlackRock Equity Dividend Fund
-3.55%21.70%6.98%12.71%-3.97%20.13%4.03%27.58%-7.15%16.31%
FRA
BlackRock Floating Rate Income Strategies Fund Inc
-3.38%-3.75%21.56%25.46%-10.59%17.81%-2.38%20.82%-8.27%0.76%

Returns By Period

The year-to-date returns for both investments are quite close, with MADVX having a -3.55% return and FRA slightly higher at -3.38%. Over the past 10 years, MADVX has outperformed FRA with an annualized return of 10.41%, while FRA has yielded a comparatively lower 6.61% annualized return.


MADVX

1D
-0.15%
1M
-8.43%
YTD
-3.55%
6M
1.36%
1Y
12.29%
3Y*
11.83%
5Y*
7.93%
10Y*
10.41%

FRA

1D
3.86%
1M
-0.13%
YTD
-3.38%
6M
-9.61%
1Y
-3.81%
3Y*
10.06%
5Y*
6.51%
10Y*
6.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MADVX vs. FRA - Expense Ratio Comparison

MADVX has a 0.68% expense ratio, which is lower than FRA's 2.17% expense ratio.


Return for Risk

MADVX vs. FRA — Risk / Return Rank

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

MADVX
MADVX Risk / Return Rank: 4141
Overall Rank
MADVX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MADVX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MADVX Omega Ratio Rank: 4343
Omega Ratio Rank
MADVX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MADVX Martin Ratio Rank: 4242
Martin Ratio Rank

FRA
FRA Risk / Return Rank: 33
Overall Rank
FRA Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FRA Sortino Ratio Rank: 33
Sortino Ratio Rank
FRA Omega Ratio Rank: 33
Omega Ratio Rank
FRA Calmar Ratio Rank: 44
Calmar Ratio Rank
FRA Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MADVX vs. FRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Equity Dividend Fund (MADVX) and BlackRock Floating Rate Income Strategies Fund Inc (FRA). 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.


MADVXFRADifference

Sharpe ratio

Return per unit of total volatility

0.86

-0.27

+1.12

Sortino ratio

Return per unit of downside risk

1.24

-0.26

+1.51

Omega ratio

Gain probability vs. loss probability

1.18

0.96

+0.23

Calmar ratio

Return relative to maximum drawdown

0.99

-0.23

+1.22

Martin ratio

Return relative to average drawdown

4.29

-0.55

+4.83

MADVX vs. FRA - Sharpe Ratio Comparison

The current MADVX Sharpe Ratio is 0.86, which is higher than the FRA Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of MADVX and FRA, 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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Sharpe Ratios by Period


MADVXFRADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

-0.27

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.51

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.43

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.31

+0.33

Correlation

The correlation between MADVX and FRA is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MADVX vs. FRA - Dividend Comparison

MADVX's dividend yield for the trailing twelve months is around 10.61%, less than FRA's 13.49% yield.


TTM20252024202320222021202020192018201720162015
MADVX
BlackRock Equity Dividend Fund
10.61%10.23%8.58%7.08%13.50%12.15%6.35%13.15%14.04%14.38%7.98%18.44%
FRA
BlackRock Floating Rate Income Strategies Fund Inc
13.49%12.62%10.81%10.44%6.88%5.96%7.61%6.44%6.90%5.31%5.65%6.17%

Drawdowns

MADVX vs. FRA - Drawdown Comparison

The maximum MADVX drawdown since its inception was -50.00%, roughly equal to the maximum FRA drawdown of -51.43%. Use the drawdown chart below to compare losses from any high point for MADVX and FRA.


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Drawdown Indicators


MADVXFRADifference

Max Drawdown

Largest peak-to-trough decline

-50.00%

-51.43%

+1.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-15.47%

+3.78%

Max Drawdown (5Y)

Largest decline over 5 years

-18.05%

-18.77%

+0.72%

Max Drawdown (10Y)

Largest decline over 10 years

-35.94%

-42.80%

+6.86%

Current Drawdown

Current decline from peak

-9.01%

-11.62%

+2.61%

Average Drawdown

Average peak-to-trough decline

-5.31%

-7.19%

+1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

6.44%

-3.75%

Volatility

MADVX vs. FRA - Volatility Comparison

The current volatility for BlackRock Equity Dividend Fund (MADVX) is 4.02%, while BlackRock Floating Rate Income Strategies Fund Inc (FRA) has a volatility of 5.65%. This indicates that MADVX experiences smaller price fluctuations and is considered to be less risky than FRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MADVXFRADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

5.65%

-1.63%

Volatility (6M)

Calculated over the trailing 6-month period

8.25%

8.21%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

15.32%

14.30%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

12.78%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

15.49%

+0.78%