MADVX vs. LVHD
Compare and contrast key facts about BlackRock Equity Dividend Fund (MADVX) and Legg Mason Low Volatility High Dividend ETF (LVHD).
MADVX is managed by Blackrock. It was launched on Nov 29, 1988. LVHD is a passively managed fund by Franklin Templeton that tracks the performance of the QS Low Volatility High Dividend Index. It was launched on Dec 29, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MADVX or LVHD.
Performance
MADVX vs. LVHD - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with MADVX having a 13.83% return and LVHD slightly lower at 13.46%.
MADVX
13.83%
-1.05%
3.96%
21.84%
9.72%
7.95%
LVHD
13.46%
-2.42%
9.96%
21.04%
7.20%
N/A
Key characteristics
| MADVX | LVHD | |
|---|---|---|
| Sharpe Ratio | 2.19 | 1.89 |
| Sortino Ratio | 3.08 | 2.65 |
| Omega Ratio | 1.40 | 1.34 |
| Calmar Ratio | 4.40 | 1.81 |
| Martin Ratio | 13.65 | 8.74 |
| Ulcer Index | 1.57% | 2.36% |
| Daily Std Dev | 9.78% | 10.95% |
| Max Drawdown | -50.00% | -37.32% |
| Current Drawdown | -1.85% | -2.50% |
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. LVHD - Expense Ratio Comparison
MADVX has a 0.68% expense ratio, which is higher than LVHD's 0.27% expense ratio.
Correlation
The correlation between MADVX and LVHD is 0.75, 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.
Risk-Adjusted Performance
MADVX vs. LVHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Equity Dividend Fund (MADVX) and Legg Mason Low Volatility High Dividend ETF (LVHD). 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. LVHD - Dividend Comparison
MADVX's dividend yield for the trailing twelve months is around 2.36%, less than LVHD's 3.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MADVX BlackRock Equity Dividend Fund | 2.36% | 2.14% | 1.76% | 1.47% | 1.86% | 1.96% | 2.33% | 1.77% | 1.95% | 2.30% | 1.96% | 1.86% |
LVHD Legg Mason Low Volatility High Dividend ETF | 3.74% | 3.55% | 3.30% | 2.56% | 3.27% | 3.30% | 3.81% | 3.33% | 2.18% | 0.00% | 0.00% | 0.00% |
Drawdowns
MADVX vs. LVHD - Drawdown Comparison
The maximum MADVX drawdown since its inception was -50.00%, which is greater than LVHD's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for MADVX and LVHD. For additional features, visit the drawdowns tool.
Volatility
MADVX vs. LVHD - Volatility Comparison
BlackRock Equity Dividend Fund (MADVX) has a higher volatility of 3.28% compared to Legg Mason Low Volatility High Dividend ETF (LVHD) at 2.97%. This indicates that MADVX's price experiences larger fluctuations and is considered to be riskier than LVHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.