MDGCX vs. WFSPX
Compare and contrast key facts about BlackRock Advantage Global Fund, Inc. (MDGCX) and iShares S&P 500 Index Fund (WFSPX).
MDGCX is managed by BlackRock. It was launched on Aug 4, 1994. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
MDGCX vs. WFSPX - Performance Comparison
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MDGCX vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDGCX BlackRock Advantage Global Fund, Inc. | -1.19% | 23.61% | 10.87% | 22.43% | -17.94% | 17.52% | 15.61% | 25.54% | -11.73% | 23.41% |
WFSPX iShares S&P 500 Index Fund | -7.06% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, MDGCX achieves a -1.19% return, which is significantly higher than WFSPX's -7.06% return. Over the past 10 years, MDGCX has underperformed WFSPX with an annualized return of 10.95%, while WFSPX has yielded a comparatively higher 13.63% annualized return.
MDGCX
- 1D
- -0.26%
- 1M
- -7.57%
- YTD
- -1.19%
- 6M
- 2.48%
- 1Y
- 23.45%
- 3Y*
- 15.56%
- 5Y*
- 8.79%
- 10Y*
- 10.95%
WFSPX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.63%
- 1Y
- 14.40%
- 3Y*
- 17.13%
- 5Y*
- 11.37%
- 10Y*
- 13.63%
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MDGCX vs. WFSPX - Expense Ratio Comparison
MDGCX has a 0.96% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
MDGCX vs. WFSPX — Risk / Return Rank
MDGCX
WFSPX
MDGCX vs. WFSPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Global Fund, Inc. (MDGCX) and iShares S&P 500 Index Fund (WFSPX). 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.
| MDGCX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.41 | 0.84 | +0.57 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.30 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.20 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.06 | +0.73 |
Martin ratioReturn relative to average drawdown | 9.28 | 5.13 | +4.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDGCX | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 0.84 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.68 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.76 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.13 | +0.50 |
Correlation
The correlation between MDGCX and WFSPX is 0.78, 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
MDGCX vs. WFSPX - Dividend Comparison
MDGCX's dividend yield for the trailing twelve months is around 9.02%, more than WFSPX's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDGCX BlackRock Advantage Global Fund, Inc. | 9.02% | 8.91% | 7.78% | 1.42% | 1.75% | 16.75% | 3.77% | 1.73% | 4.06% | 34.82% | 0.65% | 5.18% |
WFSPX iShares S&P 500 Index Fund | 1.58% | 1.72% | 1.41% | 1.50% | 2.02% | 1.82% | 1.66% | 1.99% | 2.00% | 1.62% | 2.37% | 2.49% |
Drawdowns
MDGCX vs. WFSPX - Drawdown Comparison
The maximum MDGCX drawdown since its inception was -48.25%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for MDGCX and WFSPX.
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Drawdown Indicators
| MDGCX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.25% | -58.21% | +9.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -12.11% | +0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -26.68% | -24.51% | -2.17% |
Max Drawdown (10Y)Largest decline over 10 years | -34.87% | -33.74% | -1.13% |
Current DrawdownCurrent decline from peak | -8.07% | -8.90% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -9.98% | -12.84% | +2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 2.49% | -0.19% |
Volatility
MDGCX vs. WFSPX - Volatility Comparison
BlackRock Advantage Global Fund, Inc. (MDGCX) has a higher volatility of 5.07% compared to iShares S&P 500 Index Fund (WFSPX) at 4.24%. This indicates that MDGCX's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDGCX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 4.24% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 9.08% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.83% | 18.06% | -1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 16.84% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.21% | 17.98% | -0.77% |