MDLVX vs. PKAIX
MDLVX (BlackRock Advantage Large Cap Value Fund Investor A) and PKAIX (PIMCO RAE US Fund) are both Large Cap Value Equities funds. Over the past 10 years, MDLVX returned 12.57%/yr vs 14.32%/yr for PKAIX. Their correlation of 0.91 means they have usually moved in the same direction. MDLVX charges 0.79%/yr vs 0.40%/yr for PKAIX.
Performance
MDLVX vs. PKAIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MDLVX achieves a 21.24% return, which is significantly lower than PKAIX's 30.57% return. Over the past 10 years, MDLVX has underperformed PKAIX with an annualized return of 12.57%, while PKAIX has yielded a comparatively higher 14.32% annualized return.
MDLVX
- 1D
- -1.14%
- 1M
- 2.39%
- 6M
- 16.49%
- YTD
- 21.24%
- 1Y
- 33.78%
- 3Y*
- 19.95%
- 5Y*
- 12.43%
- 10Y*
- 12.57%
- ALL TIME*
- 8.89%
PKAIX
- 1D
- 0.91%
- 1M
- 5.38%
- 6M
- 24.20%
- YTD
- 30.57%
- 1Y
- 43.74%
- 3Y*
- 24.36%
- 5Y*
- 16.48%
- 10Y*
- 14.32%
- ALL TIME*
- 13.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
PKAIX PIMCO RAE US Fund | $0.00 | $0.00 | $0.00 |
MDLVX vs. PKAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDLVX BlackRock Advantage Large Cap Value Fund Investor A | 21.24% | 18.11% | 15.08% | 13.43% | -8.89% | 26.20% | 3.64% | 24.39% | -7.94% | 15.80% |
PKAIX PIMCO RAE US Fund | 30.57% | 17.19% | 16.28% | 17.02% | -3.36% | 27.74% | 3.94% | 24.92% | -6.92% | 16.51% |
Correlation
The correlation between MDLVX and PKAIX is 0.76, 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. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2015 | 0.91 |
The correlation between MDLVX and PKAIX shifts across timeframes, from 0.76 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MDLVX vs. PKAIX — Risk / Return Rank
MDLVX
PKAIX
MDLVX vs. PKAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Large Cap Value Fund Investor A (MDLVX) and PIMCO RAE US Fund (PKAIX). 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.
| MDLVX | PKAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.60 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 5.19 | 8.44 | -3.25 |
| Martin ratioReturn relative to average drawdown | 23.94 | 26.52 | -2.58 |
Loading charts...
Drawdowns
MDLVX vs. PKAIX - Drawdown Comparison
The maximum MDLVX drawdown since its inception was -55.49%, which is greater than PKAIX's maximum drawdown of -38.56%. Use the drawdown chart below to compare losses from any high point for MDLVX and PKAIX.
Loading charts...
Drawdown Indicators
| MDLVX | PKAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.49% | -38.56% | -16.93% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -5.15% | -1.39% |
Max Drawdown (3Y)Largest decline over 3 years | -16.19% | -20.31% | +4.12% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | -20.64% | +0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -37.11% | -38.56% | +1.45% |
Current DrawdownCurrent decline from peak | -1.14% | 0.00% | -1.14% |
Average DrawdownAverage peak-to-trough decline | -8.91% | -4.67% | -4.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 1.66% | -0.23% |
Volatility
MDLVX vs. PKAIX - Volatility Comparison
BlackRock Advantage Large Cap Value Fund Investor A (MDLVX) has a higher volatility of 2.65% compared to PIMCO RAE US Fund (PKAIX) at 2.35%. This indicates that MDLVX's price experiences larger fluctuations and is considered to be riskier than PKAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MDLVX | PKAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 2.35% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 8.99% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.35% | 12.95% | -1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 17.69% | -2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 18.81% | -1.58% |
MDLVX vs. PKAIX - Expense Ratio Comparison
MDLVX has a 0.79% expense ratio, which is higher than PKAIX's 0.40% expense ratio.
Dividends
MDLVX vs. PKAIX - Dividend Comparison
MDLVX's dividend yield for the trailing twelve months is around 10.88%, more than PKAIX's 10.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDLVX BlackRock Advantage Large Cap Value Fund Investor A | 10.88% | 9.33% | 14.55% | 2.68% | 5.86% | 17.69% | 1.49% | 3.76% | 12.92% | 0.43% | 1.06% | 0.70% |
PKAIX PIMCO RAE US Fund | 10.55% | 13.77% | 16.77% | 6.65% | 8.09% | 10.03% | 3.20% | 4.91% | 6.85% | 5.85% | 5.33% | 3.49% |
Frequently Asked Questions
MDLVX and PKAIX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDLVX has higher volatility (2.65%) compared to PKAIX (2.35%). In terms of maximum drawdown, MDLVX dropped -55.49% vs PKAIX's -38.56%.
PKAIX currently has the higher Sharpe Ratio (3.36 vs 2.99), 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.
Find the right allocation for MDLVX and PKAIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer