MDFGX vs. SCHG
Compare and contrast key facts about BlackRock Capital Appreciation Fund (MDFGX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
MDFGX is managed by BlackRock. It was launched on Dec 31, 1997. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
MDFGX vs. SCHG - Performance Comparison
Loading graphics...
MDFGX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDFGX BlackRock Capital Appreciation Fund | -9.14% | 12.63% | 31.58% | 48.77% | -37.83% | 20.78% | 40.16% | 31.89% | 1.81% | 32.37% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, MDFGX achieves a -9.14% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, MDFGX has underperformed SCHG with an annualized return of 14.59%, while SCHG has yielded a comparatively higher 16.95% annualized return.
MDFGX
- 1D
- 3.98%
- 1M
- -5.67%
- YTD
- -9.14%
- 6M
- -10.50%
- 1Y
- 14.11%
- 3Y*
- 19.71%
- 5Y*
- 7.98%
- 10Y*
- 14.59%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MDFGX vs. SCHG - Expense Ratio Comparison
MDFGX has a 0.97% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
MDFGX vs. SCHG — Risk / Return Rank
MDFGX
SCHG
MDFGX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Capital Appreciation Fund (MDFGX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| MDFGX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.76 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.10 | 1.24 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.09 | -0.19 |
Martin ratioReturn relative to average drawdown | 3.12 | 3.71 | -0.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MDFGX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.76 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.57 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.79 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.79 | -0.38 |
Correlation
The correlation between MDFGX and SCHG is 0.96, 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. SCHG - Dividend Comparison
MDFGX's dividend yield for the trailing twelve months is around 21.47%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDFGX BlackRock Capital Appreciation Fund | 21.47% | 19.51% | 12.73% | 3.59% | 9.46% | 12.95% | 5.46% | 10.67% | 14.31% | 12.51% | 4.01% | 11.22% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
MDFGX vs. SCHG - Drawdown Comparison
The maximum MDFGX drawdown since its inception was -47.99%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MDFGX and SCHG.
Loading graphics...
Drawdown Indicators
| MDFGX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.99% | -34.59% | -13.40% |
Max Drawdown (1Y)Largest decline over 1 year | -16.74% | -16.41% | -0.33% |
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 DrawdownCurrent decline from peak | -13.42% | -12.51% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -11.27% | -5.22% | -6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.86% | 4.84% | +0.02% |
Volatility
MDFGX vs. SCHG - Volatility Comparison
BlackRock Capital Appreciation Fund (MDFGX) has a higher volatility of 7.54% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.77%. This indicates that MDFGX's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MDFGX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 6.77% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 13.95% | 12.54% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.64% | 22.45% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.43% | 22.31% | +1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.47% | 21.51% | +0.96% |