MADVX vs. ITOT
MADVX (BlackRock Equity Dividend Fund) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both funds - MADVX is a Large Cap Value Equities fund managed by BlackRock, while ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index. Over the past 10 years, MADVX returned 11.51%/yr vs 15.01%/yr for ITOT. Their correlation of 0.89 suggests significant overlap in exposure. MADVX charges 0.68%/yr vs 0.03%/yr for ITOT.
Performance
MADVX vs. ITOT - Performance Comparison
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Returns By Period
In the year-to-date period, MADVX achieves a 9.66% return, which is significantly lower than ITOT's 11.25% return. Over the past 10 years, MADVX has underperformed ITOT with an annualized return of 11.51%, while ITOT has yielded a comparatively higher 15.01% annualized return.
MADVX
- 1D
- 0.66%
- 1M
- 3.69%
- YTD
- 9.66%
- 6M
- 11.95%
- 1Y
- 25.07%
- 3Y*
- 16.11%
- 5Y*
- 9.18%
- 10Y*
- 11.51%
ITOT
- 1D
- -0.73%
- 1M
- 5.01%
- YTD
- 11.25%
- 6M
- 11.12%
- 1Y
- 28.12%
- 3Y*
- 22.09%
- 5Y*
- 12.69%
- 10Y*
- 15.01%
MADVX vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MADVX BlackRock Equity Dividend Fund | 9.66% | 21.70% | 6.98% | 12.71% | -3.97% | 20.13% | 4.03% | 27.58% | -7.15% | 16.31% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 11.25% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Correlation
The correlation between MADVX and ITOT is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2004 | 0.89 |
The correlation between MADVX and ITOT shifts across timeframes, from 0.74 (3 years) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MADVX vs. ITOT — Risk / Return Rank
MADVX
ITOT
MADVX vs. ITOT - Risk-Adjusted Trends 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.
| MADVX | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.42 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 3.17 | -0.26 |
| Martin ratioReturn relative to average drawdown | 12.30 | 14.57 | -2.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MADVX | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.37 | 2.32 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.74 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.82 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.57 | +0.09 |
Drawdowns
MADVX vs. ITOT - Drawdown Comparison
The maximum MADVX drawdown since its inception was -50.00%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for MADVX and ITOT.
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Drawdown Indicators
| MADVX | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.00% | -55.20% | +5.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -8.90% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -15.22% | -19.44% | +4.22% |
Max Drawdown (5Y)Largest decline over 5 years | -18.05% | -25.36% | +7.31% |
Max Drawdown (10Y)Largest decline over 10 years | -35.94% | -35.00% | -0.94% |
Current DrawdownCurrent decline from peak | 0.00% | -0.73% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -5.29% | -6.97% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.94% | +0.19% |
Volatility
MADVX vs. ITOT - Volatility Comparison
BlackRock Equity Dividend Fund (MADVX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 2.91% and 2.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MADVX | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 2.99% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 9.13% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.10% | 12.20% | -1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 17.36% | -3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 18.26% | -1.95% |
MADVX vs. ITOT - Expense Ratio Comparison
MADVX has a 0.68% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Dividends
MADVX vs. ITOT - Dividend Comparison
MADVX's dividend yield for the trailing twelve months is around 9.36%, more than ITOT's 0.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.98% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
MADVX BlackRock Equity Dividend Fund | 9.36% | 10.23% | 8.58% | 7.08% | 13.50% | 12.15% | 6.35% | 13.15% | 14.04% | 14.38% | 7.98% | 18.44% |
Frequently Asked Questions
MADVX and ITOT have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITOT has higher volatility (2.99%) compared to MADVX (2.91%). In terms of maximum drawdown, MADVX dropped -50.00% vs ITOT's -55.20%.
MADVX currently has the higher Sharpe Ratio (2.37 vs 2.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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