PortfoliosLab logoPortfoliosLab logo
MAPYX vs. ECAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAPYX vs. ECAT - Performance Comparison

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

Loading graphics...

MAPYX vs. ECAT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MAPYX
BlackRock Pennsylvania Municipal Bond Fund
-0.78%5.20%3.57%5.80%-12.40%1.16%
ECAT
BlackRock ESG Capital Allocation Term Trust
-4.58%16.64%19.96%32.36%-21.90%-6.25%

Returns By Period

In the year-to-date period, MAPYX achieves a -0.78% return, which is significantly higher than ECAT's -4.58% return.


MAPYX

1D
0.31%
1M
-2.51%
YTD
-0.78%
6M
1.09%
1Y
3.42%
3Y*
3.77%
5Y*
0.63%
10Y*
1.90%

ECAT

1D
2.28%
1M
-6.35%
YTD
-4.58%
6M
-6.60%
1Y
8.30%
3Y*
14.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MAPYX vs. ECAT - Expense Ratio Comparison

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


Return for Risk

MAPYX vs. ECAT — Risk / Return Rank

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

MAPYX
MAPYX Risk / Return Rank: 1818
Overall Rank
MAPYX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MAPYX Sortino Ratio Rank: 1212
Sortino Ratio Rank
MAPYX Omega Ratio Rank: 2727
Omega Ratio Rank
MAPYX Calmar Ratio Rank: 1919
Calmar Ratio Rank
MAPYX Martin Ratio Rank: 1616
Martin Ratio Rank

ECAT
ECAT Risk / Return Rank: 1919
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: 2424
Calmar Ratio Rank
ECAT Martin Ratio Rank: 2424
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.

MAPYX vs. ECAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Pennsylvania Municipal Bond Fund (MAPYX) 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.


MAPYXECATDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.49

0.00

Sortino ratio

Return per unit of downside risk

0.70

0.78

-0.07

Omega ratio

Gain probability vs. loss probability

1.17

1.11

+0.06

Calmar ratio

Return relative to maximum drawdown

0.76

0.73

+0.03

Martin ratio

Return relative to average drawdown

2.31

2.69

-0.38

MAPYX vs. ECAT - Sharpe Ratio Comparison

The current MAPYX Sharpe Ratio is 0.49, which is comparable to the ECAT Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of MAPYX 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.


Loading graphics...

Sharpe Ratios by Period


MAPYXECATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.49

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.35

+0.80

Correlation

The correlation between MAPYX and ECAT is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MAPYX vs. ECAT - Dividend Comparison

MAPYX's dividend yield for the trailing twelve months is around 3.86%, less than ECAT's 24.82% yield.


TTM20252024202320222021202020192018201720162015
MAPYX
BlackRock Pennsylvania Municipal Bond Fund
3.86%4.98%4.11%3.00%2.17%2.59%3.14%3.79%4.03%4.16%4.12%4.00%
ECAT
BlackRock ESG Capital Allocation Term Trust
24.82%23.00%17.44%9.14%8.94%0.54%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MAPYX vs. ECAT - Drawdown Comparison

The maximum MAPYX drawdown since its inception was -17.13%, smaller than the maximum ECAT drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for MAPYX and ECAT.


Loading graphics...

Drawdown Indicators


MAPYXECATDifference

Max Drawdown

Largest peak-to-trough decline

-17.13%

-32.23%

+15.10%

Max Drawdown (1Y)

Largest decline over 1 year

-6.77%

-12.90%

+6.13%

Max Drawdown (5Y)

Largest decline over 5 years

-17.13%

Max Drawdown (10Y)

Largest decline over 10 years

-17.13%

Current Drawdown

Current decline from peak

-2.80%

-8.44%

+5.64%

Average Drawdown

Average peak-to-trough decline

-2.28%

-9.40%

+7.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

3.53%

-1.29%

Volatility

MAPYX vs. ECAT - Volatility Comparison

The current volatility for BlackRock Pennsylvania Municipal Bond Fund (MAPYX) is 1.36%, while BlackRock ESG Capital Allocation Term Trust (ECAT) has a volatility of 6.50%. This indicates that MAPYX 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


MAPYXECATDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

6.50%

-5.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

10.60%

-8.58%

Volatility (1Y)

Calculated over the trailing 1-year period

7.76%

17.10%

-9.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.24%

16.98%

-11.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

16.98%

-12.15%