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MAFOX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAFOX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Large Cap Focus Growth Fund (MAFOX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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MAFOX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAFOX
BlackRock Large Cap Focus Growth Fund
-12.50%12.76%31.11%52.63%-38.05%17.13%46.85%31.16%3.63%29.90%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, MAFOX achieves a -12.50% return, which is significantly lower than VOO's -4.42% return. Both investments have delivered pretty close results over the past 10 years, with MAFOX having a 14.59% annualized return and VOO not far behind at 14.05%.


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%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MAFOX vs. VOO - Expense Ratio Comparison

MAFOX has a 0.67% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

MAFOX vs. VOO — 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

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - Risk-Adjusted Trends Comparison

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


MAFOXVOODifference

Sharpe ratio

Return per unit of total volatility

0.47

0.98

-0.51

Sortino ratio

Return per unit of downside risk

0.86

1.50

-0.64

Omega ratio

Gain probability vs. loss probability

1.12

1.23

-0.11

Calmar ratio

Return relative to maximum drawdown

0.48

1.53

-1.05

Martin ratio

Return relative to average drawdown

1.66

7.29

-5.63

MAFOX vs. VOO - Sharpe Ratio Comparison

The current MAFOX Sharpe Ratio is 0.47, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of MAFOX and VOO, 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


MAFOXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.98

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.70

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.78

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.83

-0.75

Correlation

The correlation between MAFOX and VOO is 0.88, 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

MAFOX vs. VOO - Dividend Comparison

MAFOX's dividend yield for the trailing twelve months is around 18.32%, more than VOO's 1.19% 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%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

MAFOX vs. VOO - Drawdown Comparison

The maximum MAFOX drawdown since its inception was -89.93%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MAFOX and VOO.


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Drawdown Indicators


MAFOXVOODifference

Max Drawdown

Largest peak-to-trough decline

-89.93%

-33.99%

-55.94%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-11.98%

-4.72%

Max Drawdown (5Y)

Largest decline over 5 years

-42.39%

-24.52%

-17.87%

Max Drawdown (10Y)

Largest decline over 10 years

-42.39%

-33.99%

-8.40%

Current Drawdown

Current decline from peak

-16.70%

-6.29%

-10.41%

Average Drawdown

Average peak-to-trough decline

-54.58%

-3.72%

-50.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

2.52%

+2.32%

Volatility

MAFOX vs. VOO - Volatility Comparison

BlackRock Large Cap Focus Growth Fund (MAFOX) has a higher volatility of 6.16% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that MAFOX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAFOXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

5.29%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

9.44%

+3.97%

Volatility (1Y)

Calculated over the trailing 1-year period

23.44%

18.10%

+5.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.56%

16.82%

+6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.58%

17.99%

+4.59%