MAEGX vs. VOO
Compare and contrast key facts about BlackRock Unconstrained Equity Fund (MAEGX) and Vanguard S&P 500 ETF (VOO).
MAEGX is managed by Blackrock. It was launched on Nov 3, 2005. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MAEGX or VOO.
Performance
MAEGX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, MAEGX achieves a 7.62% return, which is significantly lower than VOO's 25.48% return. Over the past 10 years, MAEGX has underperformed VOO with an annualized return of -0.35%, while VOO has yielded a comparatively higher 13.15% annualized return.
MAEGX
7.62%
-1.55%
-2.31%
13.47%
-0.95%
-0.35%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| MAEGX | VOO | |
|---|---|---|
| Sharpe Ratio | 0.96 | 2.69 |
| Sortino Ratio | 1.43 | 3.59 |
| Omega Ratio | 1.18 | 1.50 |
| Calmar Ratio | 0.51 | 3.89 |
| Martin Ratio | 4.24 | 17.64 |
| Ulcer Index | 3.47% | 1.86% |
| Daily Std Dev | 15.31% | 12.20% |
| Max Drawdown | -51.97% | -33.99% |
| Current Drawdown | -19.08% | -1.40% |
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MAEGX vs. VOO - Expense Ratio Comparison
MAEGX has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between MAEGX and VOO 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.
Risk-Adjusted Performance
MAEGX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Unconstrained Equity Fund (MAEGX) and Vanguard S&P 500 ETF (VOO). 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
MAEGX vs. VOO - Dividend Comparison
MAEGX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAEGX BlackRock Unconstrained Equity Fund | 0.00% | 0.00% | 0.00% | 0.57% | 0.26% | 0.84% | 0.89% | 0.61% | 0.93% | 1.08% | 1.46% | 1.27% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
MAEGX vs. VOO - Drawdown Comparison
The maximum MAEGX drawdown since its inception was -51.97%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MAEGX and VOO. For additional features, visit the drawdowns tool.
Volatility
MAEGX vs. VOO - Volatility Comparison
BlackRock Unconstrained Equity Fund (MAEGX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.90% and 4.10%, 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.