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MDFGX vs. USA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDFGX vs. USA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Capital Appreciation Fund (MDFGX) and Liberty All-Star Equity Fund (USA). 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 8.79% return, which is significantly higher than USA's 2.12% return. Over the past 10 years, MDFGX has outperformed USA with an annualized return of 16.12%, while USA has yielded a comparatively lower 12.11% annualized return.


MDFGX

1D
1.53%
1M
-0.87%
6M
8.29%
YTD
8.79%
1Y
14.48%
3Y*
20.61%
5Y*
9.00%
10Y*
16.12%
ALL TIME*
9.57%

USA

1D
1.55%
1M
4.70%
6M
2.64%
YTD
2.12%
1Y
2.54%
3Y*
7.48%
5Y*
2.99%
10Y*
12.11%
ALL TIME*
7.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$8.45M$9.04M$8.45M

MDFGX vs. USA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDFGX
BlackRock Capital Appreciation Fund
8.79%12.63%31.58%48.77%-37.83%20.78%40.16%31.89%1.81%32.37%
USA
Liberty All-Star Equity Fund
2.12%0.09%20.81%23.17%-25.20%33.76%12.89%39.70%-5.06%34.66%

Correlation

The correlation between MDFGX and USA is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.61

Correlation (3Y)
Balances recent behavior with more history.

0.64

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.70

Correlation (10Y)
Provides a long-term view across more market conditions.

0.68

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

0.67

The correlation between MDFGX and USA has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.

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Return for Risk

MDFGX vs. USA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MDFGX
MDFGX Risk / Return Rank: 1414
Overall Rank
MDFGX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MDFGX Sortino Ratio Rank: 1414
Sortino Ratio Rank
MDFGX Omega Ratio Rank: 1414
Omega Ratio Rank
MDFGX Calmar Ratio Rank: 1313
Calmar Ratio Rank
MDFGX Martin Ratio Rank: 1515
Martin Ratio Rank

USA
USA Risk / Return Rank: 4747
Overall Rank
USA Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
USA Sortino Ratio Rank: 4242
Sortino Ratio Rank
USA Omega Ratio Rank: 4141
Omega Ratio Rank
USA Calmar Ratio Rank: 4949
Calmar Ratio Rank
USA Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MDFGX vs. USA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Capital Appreciation Fund (MDFGX) and Liberty All-Star Equity Fund (USA). 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.


MDFGXUSADifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.12

1.04

+0.08

Calmar ratioReturn relative to maximum drawdown

0.71

0.19

+0.52

Martin ratioReturn relative to average drawdown

2.21

0.49

+1.72

MDFGX vs. USA - Sharpe Ratio Comparison

The current MDFGX Sharpe Ratio is 0.62, which is higher than the USA Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of MDFGX and USA, 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. USA - Drawdown Comparison

The maximum MDFGX drawdown since its inception was -47.99%, smaller than the maximum USA drawdown of -69.15%. Use the drawdown chart below to compare losses from any high point for MDFGX and USA.


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Drawdown Indicators


MDFGXUSADifference

Max Drawdown

Largest peak-to-trough decline

-47.99%

-69.15%

+21.16%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-13.65%

-3.09%

Max Drawdown (3Y)

Largest decline over 3 years

-24.43%

-17.69%

-6.74%

Max Drawdown (5Y)

Largest decline over 5 years

-42.49%

-34.05%

-8.44%

Max Drawdown (10Y)

Largest decline over 10 years

-42.49%

-47.07%

+4.58%

Current Drawdown

Current decline from peak

-5.92%

-3.36%

-2.56%

Average Drawdown

Average peak-to-trough decline

-11.19%

-11.50%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.38%

5.16%

+0.22%

Volatility

MDFGX vs. USA - Volatility Comparison

BlackRock Capital Appreciation Fund (MDFGX) has a higher volatility of 6.07% compared to Liberty All-Star Equity Fund (USA) at 3.95%. This indicates that MDFGX's price experiences larger fluctuations and is considered to be riskier than USA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDFGXUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

3.95%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

15.48%

10.88%

+4.60%

Volatility (1Y)

Calculated over the trailing 1-year period

19.29%

14.13%

+5.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.74%

20.11%

+3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.64%

22.57%

+0.07%

Dividends

MDFGX vs. USA - Dividend Comparison

MDFGX's dividend yield for the trailing twelve months is around 36.79%, more than USA's 11.36% yield.


PositionTTM20252024202320222021202020192018201720162015
MDFGX
BlackRock Capital Appreciation Fund
36.79%19.51%12.73%3.59%9.46%12.95%5.46%10.67%14.31%12.51%4.01%11.22%
USA
Liberty All-Star Equity Fund
11.36%10.67%10.22%9.56%12.11%9.67%9.13%9.75%12.64%8.89%9.30%9.53%

Frequently Asked Questions


MDFGX and USA have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MDFGX has higher volatility (6.07%) compared to USA (3.95%). In terms of maximum drawdown, MDFGX dropped -47.99% vs USA's -69.15%.

MDFGX currently has the higher Sharpe Ratio (0.62 vs 0.18), 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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