MDCPX vs. SCZ
MDCPX (BlackRock Balanced Capital Fund Investor A Shares) and SCZ (iShares MSCI EAFE Small-Cap ETF) are both funds - MDCPX is a Diversified Portfolio fund actively managed by BlackRock, while SCZ is a Foreign Small & Mid Cap Equities fund tracking the MSCI EAFE Small Cap Index. MDCPX is actively managed, while SCZ is passively managed. Over the past 10 years, MDCPX returned 10.17%/yr vs 8.64%/yr for SCZ. A 0.78 correlation means they provide meaningful diversification when combined. MDCPX charges 0.78%/yr vs 0.40%/yr for SCZ.
Performance
MDCPX vs. SCZ - Performance Comparison
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Returns By Period
In the year-to-date period, MDCPX achieves a 7.08% return, which is significantly lower than SCZ's 9.70% return. Over the past 10 years, MDCPX has outperformed SCZ with an annualized return of 10.17%, while SCZ has yielded a comparatively lower 8.64% annualized return.
MDCPX
- 1D
- 1.57%
- 1M
- 0.83%
- YTD
- 7.08%
- 6M
- 7.86%
- 1Y
- 17.72%
- 3Y*
- 14.11%
- 5Y*
- 7.96%
- 10Y*
- 10.17%
SCZ
- 1D
- 0.47%
- 1M
- 1.01%
- YTD
- 9.70%
- 6M
- 11.43%
- 1Y
- 23.50%
- 3Y*
- 15.38%
- 5Y*
- 4.99%
- 10Y*
- 8.64%
MDCPX vs. SCZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDCPX BlackRock Balanced Capital Fund Investor A Shares | 7.08% | 15.32% | 12.47% | 16.59% | -15.70% | 16.49% | 15.07% | 21.59% | -3.48% | 14.24% |
SCZ iShares MSCI EAFE Small-Cap ETF | 9.70% | 32.08% | 1.52% | 12.98% | -21.27% | 10.12% | 11.71% | 24.68% | -17.64% | 32.72% |
Correlation
The correlation between MDCPX and SCZ is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2007 | 0.78 |
The correlation between MDCPX and SCZ has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.
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Return for Risk
MDCPX vs. SCZ — Risk / Return Rank
MDCPX
SCZ
MDCPX vs. SCZ - 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 MSCI EAFE Small-Cap ETF (SCZ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MDCPX | SCZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.27 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 1.95 | +0.85 |
| Martin ratioReturn relative to average drawdown | 11.82 | 7.36 | +4.46 |
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Drawdowns
MDCPX vs. SCZ - Drawdown Comparison
The maximum MDCPX drawdown since its inception was -41.98%, smaller than the maximum SCZ drawdown of -61.86%. Use the drawdown chart below to compare losses from any high point for MDCPX and SCZ.
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Drawdown Indicators
| MDCPX | SCZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.98% | -61.86% | +19.88% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -11.43% | +5.21% |
Max Drawdown (3Y)Largest decline over 3 years | -10.65% | -15.06% | +4.41% |
Max Drawdown (5Y)Largest decline over 5 years | -21.99% | -36.87% | +14.88% |
Max Drawdown (10Y)Largest decline over 10 years | -24.58% | -41.07% | +16.49% |
Current DrawdownCurrent decline from peak | -1.75% | -1.66% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -13.05% | +7.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 3.02% | -1.56% |
Volatility
MDCPX vs. SCZ - Volatility Comparison
The current volatility for BlackRock Balanced Capital Fund Investor A Shares (MDCPX) is 3.54%, while iShares MSCI EAFE Small-Cap ETF (SCZ) has a volatility of 5.27%. This indicates that MDCPX experiences smaller price fluctuations and is considered to be less risky than SCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDCPX | SCZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 5.27% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.28% | 12.52% | -5.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.74% | 14.93% | -6.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.12% | 16.81% | -5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.49% | 17.43% | -5.94% |
MDCPX vs. SCZ - Expense Ratio Comparison
MDCPX has a 0.78% expense ratio, which is higher than SCZ's 0.40% expense ratio.
Dividends
MDCPX vs. SCZ - Dividend Comparison
MDCPX's dividend yield for the trailing twelve months is around 8.04%, more than SCZ's 3.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDCPX BlackRock Balanced Capital Fund Investor A Shares | 8.04% | 8.61% | 7.44% | 2.63% | 3.82% | 12.27% | 4.02% | 5.25% | 7.84% | 19.39% | 4.67% | 5.04% |
SCZ iShares MSCI EAFE Small-Cap ETF | 3.01% | 3.30% | 3.50% | 2.96% | 1.99% | 2.96% | 1.52% | 3.52% | 2.79% | 2.38% | 2.82% | 2.06% |
Frequently Asked Questions
MDCPX and SCZ have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCZ has higher volatility (5.27%) compared to MDCPX (3.54%). In terms of maximum drawdown, MDCPX dropped -41.98% vs SCZ's -61.86%.
MDCPX currently has the higher Sharpe Ratio (1.99 vs 1.49), 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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