MDCPX vs. DVY
MDCPX (BlackRock Balanced Capital Fund Investor A Shares) and DVY (iShares Select Dividend ETF) are both funds - MDCPX is a Diversified Portfolio fund actively managed by BlackRock, while DVY is a Large Cap Value Equities fund tracking the Dow Jones U.S. Select Dividend Index. MDCPX is actively managed, while DVY is passively managed. Over the past 10 years, MDCPX returned 9.99%/yr vs 10.10%/yr for DVY. A 0.78 correlation means they provide meaningful diversification when combined. MDCPX charges 0.78%/yr vs 0.39%/yr for DVY.
Performance
MDCPX vs. DVY - Performance Comparison
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Returns By Period
In the year-to-date period, MDCPX achieves a 6.42% return, which is significantly lower than DVY's 10.24% return. Both investments have delivered pretty close results over the past 10 years, with MDCPX having a 9.99% annualized return and DVY not far ahead at 10.10%.
MDCPX
- 1D
- -1.99%
- 1M
- -0.68%
- YTD
- 6.42%
- 6M
- 7.39%
- 1Y
- 16.87%
- 3Y*
- 14.13%
- 5Y*
- 7.95%
- 10Y*
- 9.99%
DVY
- 1D
- -0.64%
- 1M
- 1.40%
- YTD
- 10.24%
- 6M
- 11.57%
- 1Y
- 21.73%
- 3Y*
- 15.00%
- 5Y*
- 8.74%
- 10Y*
- 10.10%
MDCPX vs. DVY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDCPX BlackRock Balanced Capital Fund Investor A Shares | 6.42% | 15.32% | 12.47% | 16.59% | -15.70% | 16.49% | 15.07% | 21.59% | -3.48% | 14.24% |
DVY iShares Select Dividend ETF | 10.24% | 11.60% | 16.24% | 1.12% | 1.80% | 31.70% | -4.91% | 22.62% | -6.36% | 14.82% |
Correlation
The correlation between MDCPX and DVY is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2003 | 0.78 |
Over the past year, the correlation between MDCPX and DVY has dropped to 0.49 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
MDCPX vs. DVY — Risk / Return Rank
MDCPX
DVY
MDCPX vs. DVY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Balanced Capital Fund Investor A Shares (MDCPX) and iShares Select Dividend ETF (DVY). 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.
| MDCPX | DVY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 3.17 | -0.37 |
| Martin ratioReturn relative to average drawdown | 12.12 | 11.16 | +0.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDCPX | DVY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 1.97 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.58 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.56 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.48 | +0.18 |
Drawdowns
MDCPX vs. DVY - Drawdown Comparison
The maximum MDCPX drawdown since its inception was -41.98%, smaller than the maximum DVY drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for MDCPX and DVY.
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Drawdown Indicators
| MDCPX | DVY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.98% | -62.59% | +20.61% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -6.89% | +0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -10.65% | -16.00% | +5.35% |
Max Drawdown (5Y)Largest decline over 5 years | -21.99% | -17.54% | -4.45% |
Max Drawdown (10Y)Largest decline over 10 years | -24.58% | -41.59% | +17.01% |
Current DrawdownCurrent decline from peak | -2.36% | -1.48% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -8.79% | +3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 1.95% | -0.52% |
Volatility
MDCPX vs. DVY - Volatility Comparison
BlackRock Balanced Capital Fund Investor A Shares (MDCPX) has a higher volatility of 3.07% compared to iShares Select Dividend ETF (DVY) at 2.70%. This indicates that MDCPX's price experiences larger fluctuations and is considered to be riskier than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDCPX | DVY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 2.70% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 7.03% | 7.56% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.55% | 11.11% | -2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.09% | 15.21% | -4.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.48% | 18.02% | -6.54% |
MDCPX vs. DVY - Expense Ratio Comparison
MDCPX has a 0.78% expense ratio, which is higher than DVY's 0.39% expense ratio.
Dividends
MDCPX vs. DVY - Dividend Comparison
MDCPX's dividend yield for the trailing twelve months is around 8.09%, more than DVY's 3.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVY iShares Select Dividend ETF | 3.40% | 3.65% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% |
MDCPX BlackRock Balanced Capital Fund Investor A Shares | 8.09% | 8.61% | 7.44% | 2.63% | 3.82% | 12.27% | 4.02% | 5.25% | 7.84% | 19.39% | 4.67% | 5.04% |
Frequently Asked Questions
MDCPX and DVY have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDCPX has higher volatility (3.07%) compared to DVY (2.70%). In terms of maximum drawdown, MDCPX dropped -41.98% vs DVY's -62.59%.
MDCPX currently has the higher Sharpe Ratio (2.04 vs 1.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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