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MDFGX vs. AGTHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDFGX vs. AGTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Capital Appreciation Fund (MDFGX) and American Funds The Growth Fund of America Class A (AGTHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MDFGX achieves a 11.44% return, which is significantly higher than AGTHX's 8.72% return. Both investments have delivered pretty close results over the past 10 years, with MDFGX having a 17.01% annualized return and AGTHX not far behind at 16.28%.


MDFGX

1D
1.39%
1M
0.81%
YTD
11.44%
6M
10.77%
1Y
24.14%
3Y*
23.18%
5Y*
10.90%
10Y*
17.01%

AGTHX

1D
-0.52%
1M
1.96%
YTD
8.72%
6M
7.83%
1Y
22.79%
3Y*
23.94%
5Y*
11.48%
10Y*
16.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDFGX vs. AGTHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDFGX
BlackRock Capital Appreciation Fund
11.44%12.63%31.58%48.77%-37.83%20.78%40.16%31.89%1.81%32.37%
AGTHX
American Funds The Growth Fund of America Class A
8.72%19.73%28.02%37.22%-30.75%19.32%37.83%28.16%-3.15%26.14%

Correlation

The correlation between MDFGX and AGTHX is 0.92, 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

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 20, 1996

0.92

The correlation between MDFGX and AGTHX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

MDFGX vs. AGTHX — Risk / Return Rank

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

MDFGX
MDFGX Risk / Return Rank: 2121
Overall Rank
MDFGX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
MDFGX Sortino Ratio Rank: 2121
Sortino Ratio Rank
MDFGX Omega Ratio Rank: 2222
Omega Ratio Rank
MDFGX Calmar Ratio Rank: 1717
Calmar Ratio Rank
MDFGX Martin Ratio Rank: 2020
Martin Ratio Rank

AGTHX
AGTHX Risk / Return Rank: 2929
Overall Rank
AGTHX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AGTHX Sortino Ratio Rank: 2828
Sortino Ratio Rank
AGTHX Omega Ratio Rank: 3131
Omega Ratio Rank
AGTHX Calmar Ratio Rank: 2525
Calmar Ratio Rank
AGTHX Martin Ratio Rank: 3131
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.

MDFGX vs. AGTHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Capital Appreciation Fund (MDFGX) and American Funds The Growth Fund of America Class A (AGTHX). 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.


MDFGXAGTHXDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.23

1.27

-0.04

Calmar ratioReturn relative to maximum drawdown

1.41

1.75

-0.34

Martin ratioReturn relative to average drawdown

4.70

6.69

-1.99

MDFGX vs. AGTHX - Sharpe Ratio Comparison

The current MDFGX Sharpe Ratio is 1.29, which is comparable to the AGTHX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of MDFGX and AGTHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MDFGX vs. AGTHX - Drawdown Comparison

The maximum MDFGX drawdown since its inception was -47.99%, smaller than the maximum AGTHX drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for MDFGX and AGTHX.


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Drawdown Indicators


MDFGXAGTHXDifference

Max Drawdown

Largest peak-to-trough decline

-47.99%

-51.91%

+3.92%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-13.76%

-2.98%

Max Drawdown (3Y)

Largest decline over 3 years

-24.43%

-21.57%

-2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-42.49%

-36.38%

-6.11%

Max Drawdown (10Y)

Largest decline over 10 years

-42.49%

-36.38%

-6.11%

Current Drawdown

Current decline from peak

-3.63%

-1.56%

-2.07%

Average Drawdown

Average peak-to-trough decline

-11.21%

-9.19%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

3.60%

+1.42%

Volatility

MDFGX vs. AGTHX - Volatility Comparison

BlackRock Capital Appreciation Fund (MDFGX) has a higher volatility of 7.24% compared to American Funds The Growth Fund of America Class A (AGTHX) at 6.79%. This indicates that MDFGX's price experiences larger fluctuations and is considered to be riskier than AGTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDFGXAGTHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

6.79%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

13.02%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

18.36%

16.31%

+2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.60%

20.43%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.60%

19.78%

+2.82%

MDFGX vs. AGTHX - Expense Ratio Comparison

MDFGX has a 0.97% expense ratio, which is higher than AGTHX's 0.59% expense ratio.


Dividends

MDFGX vs. AGTHX - Dividend Comparison

MDFGX's dividend yield for the trailing twelve months is around 17.51%, more than AGTHX's 9.84% yield.


PositionTTM20252024202320222021202020192018201720162015
AGTHX
American Funds The Growth Fund of America Class A
9.84%10.69%8.99%7.40%4.05%8.18%4.30%7.15%11.99%7.03%6.61%8.87%
MDFGX
BlackRock Capital Appreciation Fund
17.51%19.51%12.73%3.59%9.46%12.95%5.46%10.67%14.31%12.51%4.01%11.22%

Frequently Asked Questions


With a correlation of 0.92, MDFGX and AGTHX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MDFGX has higher volatility (7.24%) compared to AGTHX (6.79%). In terms of maximum drawdown, MDFGX dropped -47.99% vs AGTHX's -51.91%.

AGTHX currently has the higher Sharpe Ratio (1.48 vs 1.29), 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.

Portfolio Optimizer

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