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MDFGX vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDFGX vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Capital Appreciation Fund (MDFGX) and iShares Core S&P 500 ETF (IVV). 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 8.54% return, which is significantly lower than IVV's 9.08% return. Over the past 10 years, MDFGX has outperformed IVV with an annualized return of 16.67%, while IVV has yielded a comparatively lower 15.47% annualized return.


MDFGX

1D
2.30%
1M
-3.72%
YTD
8.54%
6M
10.22%
1Y
20.45%
3Y*
22.77%
5Y*
10.48%
10Y*
16.67%

IVV

1D
0.55%
1M
-0.85%
YTD
9.08%
6M
9.43%
1Y
25.77%
3Y*
20.95%
5Y*
13.42%
10Y*
15.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDFGX vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDFGX
BlackRock Capital Appreciation Fund
8.54%12.63%31.58%48.77%-37.83%20.78%40.16%31.89%1.81%32.37%
IVV
iShares Core S&P 500 ETF
9.08%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between MDFGX and IVV is 0.90, 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

0.90

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

0.89

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

0.92

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

0.90

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.91

The correlation between MDFGX and IVV has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

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Return for Risk

MDFGX vs. IVV — Risk / Return Rank

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

MDFGX
MDFGX Risk / Return Rank: 1919
Overall Rank
MDFGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
MDFGX Sortino Ratio Rank: 1919
Sortino Ratio Rank
MDFGX Omega Ratio Rank: 2121
Omega Ratio Rank
MDFGX Calmar Ratio Rank: 1717
Calmar Ratio Rank
MDFGX Martin Ratio Rank: 1818
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6969
Sortino Ratio Rank
IVV Omega Ratio Rank: 7171
Omega Ratio Rank
IVV Calmar Ratio Rank: 6363
Calmar Ratio Rank
IVV Martin Ratio Rank: 7676
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. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Capital Appreciation Fund (MDFGX) and iShares Core S&P 500 ETF (IVV). 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.


MDFGXIVVDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.19

1.36

-0.17

Calmar ratioReturn relative to maximum drawdown

1.14

2.76

-1.62

Martin ratioReturn relative to average drawdown

3.80

12.43

-8.63

MDFGX vs. IVV - Sharpe Ratio Comparison

The current MDFGX Sharpe Ratio is 1.05, which is lower than the IVV Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of MDFGX and IVV, 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. IVV - Drawdown Comparison

The maximum MDFGX drawdown since its inception was -47.99%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for MDFGX and IVV.


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Drawdown Indicators


MDFGXIVVDifference

Max Drawdown

Largest peak-to-trough decline

-47.99%

-55.25%

+7.26%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-8.89%

-7.85%

Max Drawdown (3Y)

Largest decline over 3 years

-24.43%

-18.75%

-5.68%

Max Drawdown (5Y)

Largest decline over 5 years

-42.49%

-24.53%

-17.96%

Max Drawdown (10Y)

Largest decline over 10 years

-42.49%

-33.90%

-8.59%

Current Drawdown

Current decline from peak

-6.14%

-2.35%

-3.79%

Average Drawdown

Average peak-to-trough decline

-11.22%

-10.77%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.99%

1.97%

+3.02%

Volatility

MDFGX vs. IVV - Volatility Comparison

BlackRock Capital Appreciation Fund (MDFGX) has a higher volatility of 6.95% compared to iShares Core S&P 500 ETF (IVV) at 4.37%. This indicates that MDFGX's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDFGXIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

4.37%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

14.60%

9.59%

+5.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

12.28%

+5.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.57%

16.95%

+6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.58%

18.08%

+4.50%

MDFGX vs. IVV - Expense Ratio Comparison

MDFGX has a 0.97% expense ratio, which is higher than IVV's 0.03% expense ratio.


Dividends

MDFGX vs. IVV - Dividend Comparison

MDFGX's dividend yield for the trailing twelve months is around 17.98%, more than IVV's 1.08% yield.


PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF
1.08%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
MDFGX
BlackRock Capital Appreciation Fund
17.98%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 0.90, MDFGX and IVV 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 (6.95%) compared to IVV (4.37%). In terms of maximum drawdown, MDFGX dropped -47.99% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (2.00 vs 1.05), 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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