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.
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.
Performance
MADVX vs. ITOT - Performance Comparison
Loading data...
Key characteristics
MADVX:
0.63
ITOT:
0.66
MADVX:
0.79
ITOT:
0.99
MADVX:
1.11
ITOT:
1.14
MADVX:
0.58
ITOT:
0.64
MADVX:
2.35
ITOT:
2.37
MADVX:
3.24%
ITOT:
5.21%
MADVX:
15.54%
ITOT:
20.15%
MADVX:
-50.00%
ITOT:
-55.20%
MADVX:
-1.33%
ITOT:
-3.98%
Returns By Period
In the year-to-date period, MADVX achieves a 5.86% return, which is significantly higher than ITOT's 0.48% return. Over the past 10 years, MADVX has underperformed ITOT with an annualized return of 7.94%, while ITOT has yielded a comparatively higher 12.18% annualized return.
MADVX
5.86%
4.06%
-0.55%
9.64%
7.59%
12.68%
7.94%
ITOT
0.48%
6.56%
-2.00%
13.23%
13.42%
15.26%
12.18%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 Rank
MADVX
ITOT
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.
Loading data...
Dividends
MADVX vs. ITOT - Dividend Comparison
MADVX's dividend yield for the trailing twelve months is around 10.55%, more than ITOT's 1.26% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MADVX BlackRock Equity Dividend Fund | 10.55% | 11.21% | 7.08% | 13.50% | 12.15% | 6.35% | 13.15% | 14.04% | 14.77% | 7.99% | 18.45% | 6.35% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.26% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% |
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.
Loading data...
Volatility
MADVX vs. ITOT - Volatility Comparison
The current volatility for BlackRock Equity Dividend Fund (MADVX) is 3.98%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 4.97%. 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.
Loading data...