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MDDVX vs. VIHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDDVX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Equity Dividend Fund Investor A Shares (MDDVX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

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MDDVX vs. VIHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDDVX
BlackRock Equity Dividend Fund Investor A Shares
-1.35%21.43%6.78%12.39%-4.17%19.86%3.74%27.30%-7.42%16.06%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
5.44%38.01%6.96%16.81%-6.88%15.01%-0.73%20.03%-12.38%22.40%

Returns By Period

In the year-to-date period, MDDVX achieves a -1.35% return, which is significantly lower than VIHAX's 5.44% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: MDDVX at 10.41% and VIHAX at 10.41%.


MDDVX

1D
2.35%
1M
-6.02%
YTD
-1.35%
6M
3.48%
1Y
14.74%
3Y*
12.43%
5Y*
8.02%
10Y*
10.41%

VIHAX

1D
2.29%
1M
-4.98%
YTD
5.44%
6M
12.61%
1Y
32.56%
3Y*
20.30%
5Y*
12.43%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MDDVX vs. VIHAX - Expense Ratio Comparison

MDDVX has a 0.94% expense ratio, which is higher than VIHAX's 0.22% expense ratio.


Return for Risk

MDDVX vs. VIHAX — Risk / Return Rank

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

MDDVX
MDDVX Risk / Return Rank: 4242
Overall Rank
MDDVX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MDDVX Sortino Ratio Rank: 3939
Sortino Ratio Rank
MDDVX Omega Ratio Rank: 4141
Omega Ratio Rank
MDDVX Calmar Ratio Rank: 4141
Calmar Ratio Rank
MDDVX Martin Ratio Rank: 4848
Martin Ratio Rank

VIHAX
VIHAX Risk / Return Rank: 9494
Overall Rank
VIHAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9494
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9494
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.

MDDVX vs. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Equity Dividend Fund Investor A Shares (MDDVX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.


MDDVXVIHAXDifference

Sharpe ratio

Return per unit of total volatility

0.96

2.32

-1.37

Sortino ratio

Return per unit of downside risk

1.38

2.96

-1.58

Omega ratio

Gain probability vs. loss probability

1.21

1.47

-0.27

Calmar ratio

Return relative to maximum drawdown

1.32

3.01

-1.69

Martin ratio

Return relative to average drawdown

5.65

12.38

-6.73

MDDVX vs. VIHAX - Sharpe Ratio Comparison

The current MDDVX Sharpe Ratio is 0.96, which is lower than the VIHAX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of MDDVX and VIHAX, 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


MDDVXVIHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

2.32

-1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.91

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.66

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.66

-0.06

Correlation

The correlation between MDDVX and VIHAX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MDDVX vs. VIHAX - Dividend Comparison

MDDVX's dividend yield for the trailing twelve months is around 10.20%, more than VIHAX's 3.62% yield.


TTM20252024202320222021202020192018201720162015
MDDVX
BlackRock Equity Dividend Fund Investor A Shares
10.20%10.06%8.38%6.89%13.29%11.93%6.15%12.95%13.77%14.20%7.79%18.15%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.62%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%0.00%

Drawdowns

MDDVX vs. VIHAX - Drawdown Comparison

The maximum MDDVX drawdown since its inception was -50.22%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for MDDVX and VIHAX.


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Drawdown Indicators


MDDVXVIHAXDifference

Max Drawdown

Largest peak-to-trough decline

-50.22%

-38.80%

-11.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-10.66%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-18.18%

-23.92%

+5.74%

Max Drawdown (10Y)

Largest decline over 10 years

-35.93%

-38.80%

+2.87%

Current Drawdown

Current decline from peak

-6.88%

-6.64%

-0.24%

Average Drawdown

Average peak-to-trough decline

-5.95%

-6.09%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.59%

+0.14%

Volatility

MDDVX vs. VIHAX - Volatility Comparison

The current volatility for BlackRock Equity Dividend Fund Investor A Shares (MDDVX) is 4.89%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 6.16%. This indicates that MDDVX experiences smaller price fluctuations and is considered to be less risky than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDDVXVIHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

6.16%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.59%

9.08%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.44%

14.29%

+1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

13.69%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.30%

15.92%

+0.38%