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MAFOX vs. VTCLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAFOX vs. VTCLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Large Cap Focus Growth Fund (MAFOX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). The values are adjusted to include any dividend payments, if applicable.

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MAFOX vs. VTCLX - 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%
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
-6.78%17.44%23.76%26.62%-19.07%26.87%21.08%31.47%-4.98%22.40%

Returns By Period

In the year-to-date period, MAFOX achieves a -12.50% return, which is significantly lower than VTCLX's -6.78% return. Over the past 10 years, MAFOX has outperformed VTCLX with an annualized return of 14.59%, while VTCLX has yielded a comparatively lower 13.66% annualized 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%

VTCLX

1D
-0.40%
1M
-7.66%
YTD
-6.78%
6M
-4.38%
1Y
14.65%
3Y*
16.84%
5Y*
10.69%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MAFOX vs. VTCLX - Expense Ratio Comparison

MAFOX has a 0.67% expense ratio, which is higher than VTCLX's 0.09% expense ratio.


Return for Risk

MAFOX vs. VTCLX — 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

VTCLX
VTCLX Risk / Return Rank: 4646
Overall Rank
VTCLX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTCLX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VTCLX Omega Ratio Rank: 4949
Omega Ratio Rank
VTCLX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VTCLX Martin Ratio Rank: 5454
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. VTCLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Large Cap Focus Growth Fund (MAFOX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). 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.


MAFOXVTCLXDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.84

-0.37

Sortino ratio

Return per unit of downside risk

0.86

1.30

-0.45

Omega ratio

Gain probability vs. loss probability

1.12

1.20

-0.08

Calmar ratio

Return relative to maximum drawdown

0.48

1.06

-0.58

Martin ratio

Return relative to average drawdown

1.66

5.18

-3.51

MAFOX vs. VTCLX - Sharpe Ratio Comparison

The current MAFOX Sharpe Ratio is 0.47, which is lower than the VTCLX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of MAFOX and VTCLX, 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


MAFOXVTCLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.84

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.63

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.75

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.49

-0.41

Correlation

The correlation between MAFOX and VTCLX is 0.89, 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. VTCLX - Dividend Comparison

MAFOX's dividend yield for the trailing twelve months is around 18.32%, more than VTCLX's 1.01% 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%
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
1.01%0.93%1.04%1.24%1.47%1.04%1.32%1.52%1.83%1.57%1.76%1.69%

Drawdowns

MAFOX vs. VTCLX - Drawdown Comparison

The maximum MAFOX drawdown since its inception was -89.93%, which is greater than VTCLX's maximum drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for MAFOX and VTCLX.


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Drawdown Indicators


MAFOXVTCLXDifference

Max Drawdown

Largest peak-to-trough decline

-89.93%

-55.18%

-34.75%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-12.20%

-4.50%

Max Drawdown (5Y)

Largest decline over 5 years

-42.39%

-24.98%

-17.41%

Max Drawdown (10Y)

Largest decline over 10 years

-42.39%

-34.56%

-7.83%

Current Drawdown

Current decline from peak

-16.70%

-8.79%

-7.91%

Average Drawdown

Average peak-to-trough decline

-54.58%

-7.61%

-46.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

2.50%

+2.34%

Volatility

MAFOX vs. VTCLX - Volatility Comparison

BlackRock Large Cap Focus Growth Fund (MAFOX) has a higher volatility of 6.16% compared to Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) at 4.33%. This indicates that MAFOX's price experiences larger fluctuations and is considered to be riskier than VTCLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAFOXVTCLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

4.33%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

9.24%

+4.17%

Volatility (1Y)

Calculated over the trailing 1-year period

23.44%

18.24%

+5.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.56%

17.19%

+6.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.58%

18.24%

+4.34%