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MDFGX vs. GWPCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDFGX vs. GWPCX - Performance Comparison

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

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MDFGX vs. GWPCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDFGX
BlackRock Capital Appreciation Fund
-12.62%12.63%31.58%48.77%-37.83%20.78%40.16%31.89%1.81%32.37%
GWPCX
American Funds Growth Portfolio Class C
-8.88%19.58%19.26%27.77%-27.51%17.70%24.46%26.74%-7.31%24.19%

Returns By Period

In the year-to-date period, MDFGX achieves a -12.62% return, which is significantly lower than GWPCX's -8.88% return. Over the past 10 years, MDFGX has outperformed GWPCX with an annualized return of 14.14%, while GWPCX has yielded a comparatively lower 10.70% annualized return.


MDFGX

1D
-0.75%
1M
-9.01%
YTD
-12.62%
6M
-13.55%
1Y
10.68%
3Y*
18.17%
5Y*
7.58%
10Y*
14.14%

GWPCX

1D
-0.67%
1M
-10.31%
YTD
-8.88%
6M
-6.28%
1Y
15.00%
3Y*
15.14%
5Y*
6.48%
10Y*
10.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MDFGX vs. GWPCX - Expense Ratio Comparison

MDFGX has a 0.97% expense ratio, which is lower than GWPCX's 1.49% expense ratio.


Return for Risk

MDFGX vs. GWPCX — Risk / Return Rank

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

MDFGX
MDFGX Risk / Return Rank: 1818
Overall Rank
MDFGX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MDFGX Sortino Ratio Rank: 2020
Sortino Ratio Rank
MDFGX Omega Ratio Rank: 2020
Omega Ratio Rank
MDFGX Calmar Ratio Rank: 1616
Calmar Ratio Rank
MDFGX Martin Ratio Rank: 1717
Martin Ratio Rank

GWPCX
GWPCX Risk / Return Rank: 4040
Overall Rank
GWPCX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GWPCX Sortino Ratio Rank: 4141
Sortino Ratio Rank
GWPCX Omega Ratio Rank: 4040
Omega Ratio Rank
GWPCX Calmar Ratio Rank: 3939
Calmar Ratio Rank
GWPCX Martin Ratio Rank: 4141
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. GWPCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Capital Appreciation Fund (MDFGX) and American Funds Growth Portfolio Class C (GWPCX). 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.


MDFGXGWPCXDifference

Sharpe ratio

Return per unit of total volatility

0.46

0.80

-0.33

Sortino ratio

Return per unit of downside risk

0.84

1.25

-0.41

Omega ratio

Gain probability vs. loss probability

1.11

1.18

-0.06

Calmar ratio

Return relative to maximum drawdown

0.47

1.03

-0.55

Martin ratio

Return relative to average drawdown

1.66

4.22

-2.57

MDFGX vs. GWPCX - Sharpe Ratio Comparison

The current MDFGX Sharpe Ratio is 0.46, which is lower than the GWPCX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of MDFGX and GWPCX, 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


MDFGXGWPCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.80

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.36

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.60

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.62

-0.21

Correlation

The correlation between MDFGX and GWPCX is 0.91, 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

MDFGX vs. GWPCX - Dividend Comparison

MDFGX's dividend yield for the trailing twelve months is around 22.33%, more than GWPCX's 6.18% yield.


TTM20252024202320222021202020192018201720162015
MDFGX
BlackRock Capital Appreciation Fund
22.33%19.51%12.73%3.59%9.46%12.95%5.46%10.67%14.31%12.51%4.01%11.22%
GWPCX
American Funds Growth Portfolio Class C
6.18%5.63%5.59%0.96%9.93%3.48%3.04%5.54%5.45%2.73%3.67%4.25%

Drawdowns

MDFGX vs. GWPCX - Drawdown Comparison

The maximum MDFGX drawdown since its inception was -47.99%, which is greater than GWPCX's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MDFGX and GWPCX.


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Drawdown Indicators


MDFGXGWPCXDifference

Max Drawdown

Largest peak-to-trough decline

-47.99%

-34.59%

-13.40%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-11.88%

-4.86%

Max Drawdown (5Y)

Largest decline over 5 years

-42.49%

-34.59%

-7.90%

Max Drawdown (10Y)

Largest decline over 10 years

-42.49%

-34.59%

-7.90%

Current Drawdown

Current decline from peak

-16.74%

-11.88%

-4.86%

Average Drawdown

Average peak-to-trough decline

-11.27%

-6.03%

-5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

2.88%

+1.91%

Volatility

MDFGX vs. GWPCX - Volatility Comparison

BlackRock Capital Appreciation Fund (MDFGX) has a higher volatility of 6.18% compared to American Funds Growth Portfolio Class C (GWPCX) at 5.34%. This indicates that MDFGX's price experiences larger fluctuations and is considered to be riskier than GWPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDFGXGWPCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

5.34%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

13.38%

10.73%

+2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

23.35%

18.58%

+4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.37%

18.11%

+5.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.43%

17.93%

+4.50%