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MALVX vs. ECAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MALVX vs. ECAT - Performance Comparison

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

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MALVX vs. ECAT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MALVX
BlackRock Advantage Large Cap Value Fund
0.21%18.38%15.39%13.74%-8.68%6.97%
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, MALVX achieves a 0.21% return, which is significantly higher than ECAT's -6.71% return.


MALVX

1D
-0.43%
1M
-6.53%
YTD
0.21%
6M
5.65%
1Y
17.32%
3Y*
15.35%
5Y*
10.12%
10Y*
11.11%

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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MALVX vs. ECAT - Expense Ratio Comparison

MALVX has a 0.54% expense ratio, which is lower than ECAT's 1.38% expense ratio.


Return for Risk

MALVX vs. ECAT — Risk / Return Rank

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

MALVX
MALVX Risk / Return Rank: 7070
Overall Rank
MALVX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
MALVX Sortino Ratio Rank: 7272
Sortino Ratio Rank
MALVX Omega Ratio Rank: 7070
Omega Ratio Rank
MALVX Calmar Ratio Rank: 6262
Calmar Ratio Rank
MALVX Martin Ratio Rank: 7575
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.

MALVX vs. ECAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Large Cap Value Fund (MALVX) 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.


MALVXECATDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.42

+0.81

Sortino ratio

Return per unit of downside risk

1.78

0.68

+1.10

Omega ratio

Gain probability vs. loss probability

1.26

1.09

+0.17

Calmar ratio

Return relative to maximum drawdown

1.43

0.47

+0.96

Martin ratio

Return relative to average drawdown

7.25

1.75

+5.51

MALVX vs. ECAT - Sharpe Ratio Comparison

The current MALVX Sharpe Ratio is 1.23, which is higher than the ECAT Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of MALVX 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


MALVXECATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.42

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.32

+0.13

Correlation

The correlation between MALVX and ECAT is 0.66, 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

MALVX vs. ECAT - Dividend Comparison

MALVX's dividend yield for the trailing twelve months is around 9.21%, less than ECAT's 25.39% yield.


TTM20252024202320222021202020192018201720162015
MALVX
BlackRock Advantage Large Cap Value Fund
9.21%9.23%14.33%2.84%5.96%17.48%1.68%3.92%12.95%0.43%1.38%1.01%
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

MALVX vs. ECAT - Drawdown Comparison

The maximum MALVX drawdown since its inception was -55.21%, which is greater than ECAT's maximum drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for MALVX and ECAT.


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Drawdown Indicators


MALVXECATDifference

Max Drawdown

Largest peak-to-trough decline

-55.21%

-32.23%

-22.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-12.90%

+1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-19.73%

Max Drawdown (10Y)

Largest decline over 10 years

-37.12%

Current Drawdown

Current decline from peak

-6.53%

-10.48%

+3.95%

Average Drawdown

Average peak-to-trough decline

-8.81%

-9.41%

+0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

3.49%

-1.17%

Volatility

MALVX vs. ECAT - Volatility Comparison

The current volatility for BlackRock Advantage Large Cap Value Fund (MALVX) is 3.72%, while BlackRock ESG Capital Allocation Term Trust (ECAT) has a volatility of 5.97%. This indicates that MALVX 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.


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Volatility by Period


MALVXECATDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

5.97%

-2.25%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

10.34%

-2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

16.97%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

16.95%

-2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.30%

16.95%

+0.35%