MAIPX vs. ECAT
Compare and contrast key facts about MAI Managed Volatility Fund (MAIPX) and BlackRock ESG Capital Allocation Term Trust (ECAT).
MAIPX is managed by BlackRock. It was launched on Sep 22, 2010. ECAT is managed by BlackRock. It was launched on Sep 28, 2021.
Performance
MAIPX vs. ECAT - Performance Comparison
Loading graphics...
MAIPX vs. ECAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MAIPX MAI Managed Volatility Fund | -2.75% | 10.28% | 8.64% | 10.58% | -3.59% | 4.74% |
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, MAIPX achieves a -2.75% return, which is significantly higher than ECAT's -6.71% return.
MAIPX
- 1D
- 0.06%
- 1M
- -2.51%
- YTD
- -2.75%
- 6M
- -1.14%
- 1Y
- 8.04%
- 3Y*
- 7.73%
- 5Y*
- 6.19%
- 10Y*
- 6.51%
ECAT
- 1D
- 1.49%
- 1M
- -8.56%
- YTD
- -6.71%
- 6M
- -7.80%
- 1Y
- 7.03%
- 3Y*
- 13.21%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MAIPX vs. ECAT - Expense Ratio Comparison
MAIPX has a 0.99% expense ratio, which is lower than ECAT's 1.38% expense ratio.
Return for Risk
MAIPX vs. ECAT — Risk / Return Rank
MAIPX
ECAT
MAIPX vs. ECAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MAI Managed Volatility Fund (MAIPX) 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.
| MAIPX | ECAT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.42 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.16 | 0.68 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.09 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 0.47 | +0.29 |
Martin ratioReturn relative to average drawdown | 5.07 | 1.75 | +3.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MAIPX | ECAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.42 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.32 | +0.30 |
Correlation
The correlation between MAIPX and ECAT is 0.67, 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
MAIPX vs. ECAT - Dividend Comparison
MAIPX's dividend yield for the trailing twelve months is around 1.24%, less than ECAT's 25.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAIPX MAI Managed Volatility Fund | 1.24% | 1.33% | 2.20% | 4.59% | 2.26% | 0.00% | 0.32% | 1.74% | 2.89% | 2.12% | 0.80% | 4.17% |
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
MAIPX vs. ECAT - Drawdown Comparison
The maximum MAIPX drawdown since its inception was -25.69%, smaller than the maximum ECAT drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for MAIPX and ECAT.
Loading graphics...
Drawdown Indicators
| MAIPX | ECAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.69% | -32.23% | +6.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.49% | -12.90% | +3.41% |
Max Drawdown (5Y)Largest decline over 5 years | -11.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.69% | — | — |
Current DrawdownCurrent decline from peak | -3.04% | -10.48% | +7.44% |
Average DrawdownAverage peak-to-trough decline | -1.44% | -9.41% | +7.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 3.49% | -2.06% |
Volatility
MAIPX vs. ECAT - Volatility Comparison
The current volatility for MAI Managed Volatility Fund (MAIPX) is 2.42%, while BlackRock ESG Capital Allocation Term Trust (ECAT) has a volatility of 5.97%. This indicates that MAIPX experiences smaller price fluctuations and is considered to be less risky than ECAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MAIPX | ECAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 5.97% | -3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 3.37% | 10.34% | -6.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 16.97% | -5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.80% | 16.95% | -8.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.95% | 16.95% | -6.00% |