MDCPX vs. VTMSX
MDCPX (BlackRock Balanced Capital Fund Investor A Shares) and VTMSX (Vanguard Tax-Managed Small-Cap Fund Admiral Shares) are both mutual funds - MDCPX is a Diversified Portfolio fund actively managed by BlackRock, while VTMSX is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index. MDCPX is actively managed, while VTMSX is passively managed. Over the past 10 years, MDCPX returned 9.93%/yr vs 10.75%/yr for VTMSX. Their correlation of 0.82 means they have usually moved in the same direction. MDCPX charges 0.78%/yr vs 0.05%/yr for VTMSX.
Performance
MDCPX vs. VTMSX - Performance Comparison
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Returns By Period
In the year-to-date period, MDCPX achieves a 7.78% return, which is significantly lower than VTMSX's 21.93% return. Over the past 10 years, MDCPX has underperformed VTMSX with an annualized return of 9.93%, while VTMSX has yielded a comparatively higher 10.75% annualized return.
MDCPX
- 1D
- 1.68%
- 1M
- 0.20%
- 6M
- 5.15%
- YTD
- 7.78%
- 1Y
- 16.09%
- 3Y*
- 13.23%
- 5Y*
- 7.56%
- 10Y*
- 9.93%
- ALL TIME*
- 7.65%
VTMSX
- 1D
- 0.86%
- 1M
- -0.56%
- 6M
- 15.49%
- YTD
- 21.93%
- 1Y
- 36.13%
- 3Y*
- 13.30%
- 5Y*
- 7.52%
- 10Y*
- 10.75%
- ALL TIME*
- 10.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MDCPX vs. VTMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDCPX BlackRock Balanced Capital Fund Investor A Shares | 7.78% | 15.32% | 12.47% | 16.59% | -15.70% | 16.49% | 15.07% | 21.59% | -3.48% | 14.24% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 21.93% | 5.93% | 8.61% | 15.95% | -16.16% | 27.08% | 11.05% | 23.28% | -8.62% | 13.05% |
Correlation
The correlation between MDCPX and VTMSX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 1999 | 0.82 |
The correlation between MDCPX and VTMSX has been stable across timeframes, ranging from 0.72 to 0.82 - a consistent structural relationship.
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Return for Risk
MDCPX vs. VTMSX — Risk / Return Rank
MDCPX
VTMSX
MDCPX vs. VTMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Balanced Capital Fund Investor A Shares (MDCPX) and Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX). 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 | VTMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 3.79 | -1.32 |
| Martin ratioReturn relative to average drawdown | 9.90 | 12.88 | -2.99 |
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Drawdowns
MDCPX vs. VTMSX - Drawdown Comparison
The maximum MDCPX drawdown since its inception was -41.98%, smaller than the maximum VTMSX drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for MDCPX and VTMSX.
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Drawdown Indicators
| MDCPX | VTMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.98% | -57.84% | +15.86% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -8.59% | +2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -10.65% | -27.93% | +17.28% |
Max Drawdown (5Y)Largest decline over 5 years | -21.99% | -27.93% | +5.94% |
Max Drawdown (10Y)Largest decline over 10 years | -24.58% | -43.88% | +19.30% |
Current DrawdownCurrent decline from peak | -1.11% | -1.82% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -5.08% | -8.88% | +3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 2.53% | -0.98% |
Volatility
MDCPX vs. VTMSX - Volatility Comparison
The current volatility for BlackRock Balanced Capital Fund Investor A Shares (MDCPX) is 2.89%, while Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) has a volatility of 3.47%. This indicates that MDCPX experiences smaller price fluctuations and is considered to be less risky than VTMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDCPX | VTMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 3.47% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 11.67% | -3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.11% | 17.40% | -8.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.19% | 21.32% | -10.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.49% | 23.07% | -11.58% |
MDCPX vs. VTMSX - Expense Ratio Comparison
MDCPX has a 0.78% expense ratio, which is higher than VTMSX's 0.05% expense ratio.
Dividends
MDCPX vs. VTMSX - Dividend Comparison
MDCPX's dividend yield for the trailing twelve months is around 12.43%, more than VTMSX's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDCPX BlackRock Balanced Capital Fund Investor A Shares | 12.43% | 8.61% | 7.44% | 2.63% | 3.82% | 12.27% | 4.02% | 5.25% | 7.84% | 19.39% | 4.67% | 5.04% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 1.19% | 1.28% | 1.44% | 1.50% | 1.51% | 1.16% | 1.09% | 1.15% | 1.26% | 1.11% | 1.01% | 1.26% |
Frequently Asked Questions
MDCPX and VTMSX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTMSX has higher volatility (3.47%) compared to MDCPX (2.89%). In terms of maximum drawdown, MDCPX dropped -41.98% vs VTMSX's -57.84%.
VTMSX currently has the higher Sharpe Ratio (1.87 vs 1.68), 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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