MADVX vs. ITOT
Compare and contrast key facts about BlackRock Equity Dividend Fund (MADVX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
MADVX is managed by Blackrock. It was launched on Nov 29, 1988. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MADVX or ITOT.
Key characteristics
| MADVX | ITOT | |
|---|---|---|
| YTD Return | 12.47% | 17.80% |
| 1Y Return | 20.13% | 27.51% |
| 3Y Return (Ann) | 8.26% | 8.31% |
| 5Y Return (Ann) | 10.34% | 14.39% |
| 10Y Return (Ann) | 7.92% | 12.40% |
| Sharpe Ratio | 1.89 | 1.98 |
| Daily Std Dev | 10.42% | 13.08% |
| Max Drawdown | -50.00% | -55.21% |
| Current Drawdown | -1.25% | -0.54% |
Correlation
The correlation between MADVX and ITOT is 0.90, 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
MADVX vs. ITOT - Performance Comparison
In the year-to-date period, MADVX achieves a 12.47% return, which is significantly lower than ITOT's 17.80% return. Over the past 10 years, MADVX has underperformed ITOT with an annualized return of 7.92%, while ITOT has yielded a comparatively higher 12.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MADVX vs. ITOT - Expense Ratio Comparison
MADVX has a 0.68% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Risk-Adjusted Performance
MADVX vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Equity Dividend Fund (MADVX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
Dividends
MADVX vs. ITOT - Dividend Comparison
MADVX's dividend yield for the trailing twelve months is around 8.82%, more than ITOT's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MADVX BlackRock Equity Dividend Fund | 8.82% | 7.08% | 13.50% | 12.15% | 6.35% | 13.15% | 14.04% | 14.77% | 7.98% | 2.30% | 6.35% | 1.95% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.27% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
MADVX vs. ITOT - Drawdown Comparison
The maximum MADVX drawdown since its inception was -50.00%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for MADVX and ITOT. For additional features, visit the drawdowns tool.
Volatility
MADVX vs. ITOT - Volatility Comparison
The current volatility for BlackRock Equity Dividend Fund (MADVX) is 2.74%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 4.09%. This indicates that MADVX experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.