MENYX vs. BMCIX
Compare and contrast key facts about Madison Covered Call & Equity Income Fund (MENYX) and BlackRock High Equity Income Fund (BMCIX).
MENYX is managed by Madison Funds. It was launched on Oct 29, 2009. BMCIX is managed by BlackRock. It was launched on Apr 30, 1998.
Performance
MENYX vs. BMCIX - Performance Comparison
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MENYX vs. BMCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MENYX Madison Covered Call & Equity Income Fund | 4.35% | 6.69% | 2.79% | 10.66% | 5.06% | 18.71% | 12.65% | 15.76% | -6.01% | 7.57% |
BMCIX BlackRock High Equity Income Fund | -5.16% | 17.11% | 7.80% | 10.05% | -2.62% | 22.41% | -1.56% | 22.00% | -6.25% | 16.31% |
Returns By Period
In the year-to-date period, MENYX achieves a 4.35% return, which is significantly higher than BMCIX's -5.16% return. Both investments have delivered pretty close results over the past 10 years, with MENYX having a 8.24% annualized return and BMCIX not far ahead at 8.45%.
MENYX
- 1D
- 0.00%
- 1M
- -2.83%
- YTD
- 4.35%
- 6M
- 6.06%
- 1Y
- 13.50%
- 3Y*
- 6.26%
- 5Y*
- 7.32%
- 10Y*
- 8.24%
BMCIX
- 1D
- -0.32%
- 1M
- -8.98%
- YTD
- -5.16%
- 6M
- -0.87%
- 1Y
- 8.17%
- 3Y*
- 9.10%
- 5Y*
- 7.09%
- 10Y*
- 8.45%
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MENYX vs. BMCIX - Expense Ratio Comparison
MENYX has a 1.01% expense ratio, which is higher than BMCIX's 0.85% expense ratio.
Return for Risk
MENYX vs. BMCIX — Risk / Return Rank
MENYX
BMCIX
MENYX vs. BMCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Madison Covered Call & Equity Income Fund (MENYX) and BlackRock High Equity Income Fund (BMCIX). 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.
| MENYX | BMCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.65 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.38 | 0.98 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.14 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 0.69 | +0.38 |
Martin ratioReturn relative to average drawdown | 5.08 | 2.82 | +2.26 |
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
| MENYX | BMCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.65 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.54 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.54 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.56 | +0.05 |
Correlation
The correlation between MENYX and BMCIX is 0.84, 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
MENYX vs. BMCIX - Dividend Comparison
MENYX's dividend yield for the trailing twelve months is around 6.71%, less than BMCIX's 7.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MENYX Madison Covered Call & Equity Income Fund | 6.71% | 8.52% | 7.83% | 7.71% | 6.98% | 6.48% | 6.34% | 7.07% | 9.82% | 7.64% | 6.74% | 7.48% |
BMCIX BlackRock High Equity Income Fund | 7.72% | 7.86% | 7.66% | 6.75% | 6.60% | 6.58% | 4.50% | 3.95% | 9.41% | 50.24% | 5.51% | 8.16% |
Drawdowns
MENYX vs. BMCIX - Drawdown Comparison
The maximum MENYX drawdown since its inception was -28.38%, smaller than the maximum BMCIX drawdown of -72.64%. Use the drawdown chart below to compare losses from any high point for MENYX and BMCIX.
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Drawdown Indicators
| MENYX | BMCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.38% | -72.64% | +44.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -11.53% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -16.14% | -18.63% | +2.49% |
Max Drawdown (10Y)Largest decline over 10 years | -28.38% | -38.24% | +9.86% |
Current DrawdownCurrent decline from peak | -2.83% | -9.51% | +6.68% |
Average DrawdownAverage peak-to-trough decline | -2.51% | -18.95% | +16.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.80% | -0.36% |
Volatility
MENYX vs. BMCIX - Volatility Comparison
The current volatility for Madison Covered Call & Equity Income Fund (MENYX) is 2.81%, while BlackRock High Equity Income Fund (BMCIX) has a volatility of 3.81%. This indicates that MENYX experiences smaller price fluctuations and is considered to be less risky than BMCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MENYX | BMCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 3.81% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 7.79% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.75% | 14.44% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.39% | 13.30% | -1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.43% | 15.71% | -2.28% |