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MAFOX vs. ECAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAFOX vs. ECAT - Performance Comparison

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

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MAFOX vs. ECAT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MAFOX
BlackRock Large Cap Focus Growth Fund
-12.50%12.76%31.11%52.63%-38.05%4.25%
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, MAFOX achieves a -12.50% return, which is significantly lower than ECAT's -6.71% return.


MAFOX

1D
-0.54%
1M
-8.85%
YTD
-12.50%
6M
-13.43%
1Y
10.84%
3Y*
18.40%
5Y*
7.81%
10Y*
14.59%

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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MAFOX vs. ECAT - Expense Ratio Comparison

MAFOX has a 0.67% expense ratio, which is lower than ECAT's 1.38% expense ratio.


Return for Risk

MAFOX vs. ECAT — Risk / Return Rank

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

MAFOX
MAFOX Risk / Return Rank: 1919
Overall Rank
MAFOX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MAFOX Sortino Ratio Rank: 2121
Sortino Ratio Rank
MAFOX Omega Ratio Rank: 2020
Omega Ratio Rank
MAFOX Calmar Ratio Rank: 1717
Calmar Ratio Rank
MAFOX Martin Ratio Rank: 1717
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.

MAFOX vs. ECAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Large Cap Focus Growth Fund (MAFOX) 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.


MAFOXECATDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.42

+0.05

Sortino ratio

Return per unit of downside risk

0.86

0.68

+0.18

Omega ratio

Gain probability vs. loss probability

1.12

1.09

+0.02

Calmar ratio

Return relative to maximum drawdown

0.48

0.47

+0.01

Martin ratio

Return relative to average drawdown

1.66

1.75

-0.08

MAFOX vs. ECAT - Sharpe Ratio Comparison

The current MAFOX 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 MAFOX 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


MAFOXECATDifference

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

0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.32

-0.24

Correlation

The correlation between MAFOX and ECAT is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MAFOX vs. ECAT - Dividend Comparison

MAFOX's dividend yield for the trailing twelve months is around 18.32%, less than ECAT's 25.39% yield.


TTM20252024202320222021202020192018201720162015
MAFOX
BlackRock Large Cap Focus Growth Fund
18.32%16.03%4.04%3.05%2.01%11.20%0.53%5.45%4.43%4.06%0.00%4.66%
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

MAFOX vs. ECAT - Drawdown Comparison

The maximum MAFOX drawdown since its inception was -89.93%, which is greater than ECAT's maximum drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for MAFOX and ECAT.


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Drawdown Indicators


MAFOXECATDifference

Max Drawdown

Largest peak-to-trough decline

-89.93%

-32.23%

-57.70%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-12.90%

-3.80%

Max Drawdown (5Y)

Largest decline over 5 years

-42.39%

Max Drawdown (10Y)

Largest decline over 10 years

-42.39%

Current Drawdown

Current decline from peak

-16.70%

-10.48%

-6.22%

Average Drawdown

Average peak-to-trough decline

-54.58%

-9.41%

-45.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

3.49%

+1.35%

Volatility

MAFOX vs. ECAT - Volatility Comparison

BlackRock Large Cap Focus Growth Fund (MAFOX) and BlackRock ESG Capital Allocation Term Trust (ECAT) have volatilities of 6.16% and 5.97%, 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


MAFOXECATDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

5.97%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

10.34%

+3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

23.44%

16.97%

+6.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.56%

16.95%

+6.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.58%

16.95%

+5.63%