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MDFGX vs. USA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MDFGX and USA is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

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.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
7.44%
8.79%
MDFGX
USA

Key characteristics

Sharpe Ratio

MDFGX:

0.43

USA:

1.27

Sortino Ratio

MDFGX:

0.69

USA:

1.81

Omega Ratio

MDFGX:

1.10

USA:

1.22

Calmar Ratio

MDFGX:

0.40

USA:

2.20

Martin Ratio

MDFGX:

1.19

USA:

7.14

Ulcer Index

MDFGX:

7.98%

USA:

2.47%

Daily Std Dev

MDFGX:

22.00%

USA:

13.92%

Max Drawdown

MDFGX:

-61.50%

USA:

-69.06%

Current Drawdown

MDFGX:

-9.47%

USA:

-1.53%

Returns By Period

In the year-to-date period, MDFGX achieves a 3.84% return, which is significantly lower than USA's 4.15% return. Over the past 10 years, MDFGX has underperformed USA with an annualized return of 4.53%, while USA has yielded a comparatively higher 12.79% annualized return.


MDFGX

YTD

3.84%

1M

5.32%

6M

7.44%

1Y

9.71%

5Y*

4.75%

10Y*

4.53%

USA

YTD

4.15%

1M

4.00%

6M

8.79%

1Y

17.82%

5Y*

11.06%

10Y*

12.79%

*Annualized

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Risk-Adjusted Performance

MDFGX vs. USA — Risk-Adjusted Performance Rank

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

MDFGX
The Risk-Adjusted Performance Rank of MDFGX is 2424
Overall Rank
The Sharpe Ratio Rank of MDFGX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of MDFGX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of MDFGX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of MDFGX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of MDFGX is 1919
Martin Ratio Rank

USA
The Risk-Adjusted Performance Rank of USA is 8282
Overall Rank
The Sharpe Ratio Rank of USA is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of USA is 7676
Sortino Ratio Rank
The Omega Ratio Rank of USA is 7373
Omega Ratio Rank
The Calmar Ratio Rank of USA is 9191
Calmar Ratio Rank
The Martin Ratio Rank of USA is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MDFGX vs. USA - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for MDFGX, currently valued at 0.43, compared to the broader market-1.000.001.002.003.004.000.431.27
The chart of Sortino ratio for MDFGX, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.0012.000.691.81
The chart of Omega ratio for MDFGX, currently valued at 1.10, compared to the broader market1.002.003.004.001.101.22
The chart of Calmar ratio for MDFGX, currently valued at 0.40, compared to the broader market0.005.0010.0015.0020.000.402.20
The chart of Martin ratio for MDFGX, currently valued at 1.19, compared to the broader market0.0020.0040.0060.0080.001.197.14
MDFGX
USA

The current MDFGX Sharpe Ratio is 0.43, which is lower than the USA Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of MDFGX and USA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.43
1.27
MDFGX
USA

Dividends

MDFGX vs. USA - Dividend Comparison

MDFGX has not paid dividends to shareholders, while USA's dividend yield for the trailing twelve months is around 10.04%.


TTM20242023202220212020201920182017201620152014
MDFGX
BlackRock Capital Appreciation Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USA
Liberty All-Star Equity Fund
10.04%10.22%9.56%12.11%9.67%9.26%9.88%12.81%9.01%9.43%9.66%6.61%

Drawdowns

MDFGX vs. USA - Drawdown Comparison

The maximum MDFGX drawdown since its inception was -61.50%, smaller than the maximum USA drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for MDFGX and USA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.47%
-1.53%
MDFGX
USA

Volatility

MDFGX vs. USA - Volatility Comparison

BlackRock Capital Appreciation Fund (MDFGX) has a higher volatility of 6.70% compared to Liberty All-Star Equity Fund (USA) at 3.60%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
6.70%
3.60%
MDFGX
USA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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