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MAEGX vs. ECAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAEGX vs. ECAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Unconstrained Equity Fund (MAEGX) and BlackRock ESG Capital Allocation Term Trust (ECAT). The values are adjusted to include any dividend payments, if applicable.

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MAEGX vs. ECAT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MAEGX
BlackRock Unconstrained Equity Fund
-8.41%12.30%7.62%33.37%-20.23%4.56%
ECAT
BlackRock ESG Capital Allocation Term Trust
-6.71%16.64%19.96%32.36%-21.90%-6.25%

Returns By Period

In the year-to-date period, MAEGX achieves a -8.41% return, which is significantly lower than ECAT's -6.71% return.


MAEGX

1D
-1.03%
1M
-11.18%
YTD
-8.41%
6M
-7.88%
1Y
10.36%
3Y*
8.08%
5Y*
6.42%
10Y*
10.53%

ECAT

1D
1.49%
1M
-8.56%
YTD
-6.71%
6M
-7.80%
1Y
7.03%
3Y*
13.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MAEGX vs. ECAT - Expense Ratio Comparison

MAEGX has a 0.95% expense ratio, which is lower than ECAT's 1.38% expense ratio.


Return for Risk

MAEGX vs. ECAT — Risk / Return Rank

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

MAEGX
MAEGX Risk / Return Rank: 2020
Overall Rank
MAEGX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MAEGX Sortino Ratio Rank: 2020
Sortino Ratio Rank
MAEGX Omega Ratio Rank: 1818
Omega Ratio Rank
MAEGX Calmar Ratio Rank: 2020
Calmar Ratio Rank
MAEGX Martin Ratio Rank: 2222
Martin Ratio Rank

ECAT
ECAT Risk / Return Rank: 1616
Overall Rank
ECAT Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ECAT Sortino Ratio Rank: 1616
Sortino Ratio Rank
ECAT Omega Ratio Rank: 1616
Omega Ratio Rank
ECAT Calmar Ratio Rank: 1616
Calmar Ratio Rank
ECAT Martin Ratio Rank: 1717
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.

MAEGX vs. ECAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Unconstrained Equity Fund (MAEGX) and BlackRock ESG Capital Allocation Term Trust (ECAT). 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.


MAEGXECATDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.42

+0.05

Sortino ratio

Return per unit of downside risk

0.83

0.68

+0.15

Omega ratio

Gain probability vs. loss probability

1.11

1.09

+0.02

Calmar ratio

Return relative to maximum drawdown

0.60

0.47

+0.12

Martin ratio

Return relative to average drawdown

2.30

1.75

+0.56

MAEGX vs. ECAT - Sharpe Ratio Comparison

The current MAEGX Sharpe Ratio is 0.47, which is comparable to the ECAT Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of MAEGX and ECAT, 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


MAEGXECATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.42

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.32

+0.15

Correlation

The correlation between MAEGX and ECAT is 0.71, 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.


Dividends

MAEGX vs. ECAT - Dividend Comparison

MAEGX has not paid dividends to shareholders, while ECAT's dividend yield for the trailing twelve months is around 25.39%.


TTM20252024202320222021202020192018201720162015
MAEGX
BlackRock Unconstrained Equity Fund
0.00%0.00%0.00%0.00%18.13%22.75%10.44%12.01%8.53%4.06%0.93%8.22%
ECAT
BlackRock ESG Capital Allocation Term Trust
25.39%23.00%17.44%9.14%8.94%0.54%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MAEGX vs. ECAT - Drawdown Comparison

The maximum MAEGX drawdown since its inception was -48.71%, which is greater than ECAT's maximum drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for MAEGX and ECAT.


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Drawdown Indicators


MAEGXECATDifference

Max Drawdown

Largest peak-to-trough decline

-48.71%

-32.23%

-16.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-12.90%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-31.26%

Max Drawdown (10Y)

Largest decline over 10 years

-31.93%

Current Drawdown

Current decline from peak

-12.69%

-10.48%

-2.21%

Average Drawdown

Average peak-to-trough decline

-7.68%

-9.41%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

3.49%

-0.21%

Volatility

MAEGX vs. ECAT - Volatility Comparison

BlackRock Unconstrained Equity Fund (MAEGX) has a higher volatility of 6.86% compared to BlackRock ESG Capital Allocation Term Trust (ECAT) at 5.97%. This indicates that MAEGX's price experiences larger fluctuations and is considered to be riskier than ECAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAEGXECATDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

5.97%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

12.65%

10.34%

+2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

21.84%

16.97%

+4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.23%

16.95%

+3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

16.95%

+1.85%