USXF vs. MDFGX
USXF (iShares ESG Advanced MSCI USA ETF) and MDFGX (BlackRock Capital Appreciation Fund) are both Large Cap Growth Equities funds. Over the past 5 years, USXF returned 15.70%/yr vs 12.67%/yr for MDFGX. Their correlation of 0.89 suggests significant overlap in exposure. USXF charges 0.10%/yr vs 0.97%/yr for MDFGX.
Performance
USXF vs. MDFGX - Performance Comparison
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Returns By Period
In the year-to-date period, USXF achieves a 20.76% return, which is significantly higher than MDFGX's 15.58% return.
USXF
- 1D
- -0.51%
- 1M
- 10.32%
- YTD
- 20.76%
- 6M
- 21.06%
- 1Y
- 35.21%
- 3Y*
- 27.38%
- 5Y*
- 15.70%
- 10Y*
- —
MDFGX
- 1D
- -0.05%
- 1M
- 8.97%
- YTD
- 15.58%
- 6M
- 14.91%
- 1Y
- 28.44%
- 3Y*
- 25.84%
- 5Y*
- 12.67%
- 10Y*
- 17.19%
USXF vs. MDFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
USXF iShares ESG Advanced MSCI USA ETF | 20.76% | 16.97% | 26.16% | 31.65% | -21.20% | 27.14% | 24.04% |
MDFGX BlackRock Capital Appreciation Fund | 15.58% | 12.63% | 31.58% | 48.77% | -37.83% | 20.78% | 24.58% |
Correlation
The correlation between USXF and MDFGX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2020 | 0.89 |
The correlation between USXF and MDFGX has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
USXF vs. MDFGX — Risk / Return Rank
USXF
MDFGX
USXF vs. MDFGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI USA ETF (USXF) and BlackRock Capital Appreciation Fund (MDFGX). 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.
| USXF | MDFGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.29 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 1.74 | +1.73 |
| Martin ratioReturn relative to average drawdown | 13.97 | 5.94 | +8.03 |
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
| USXF | MDFGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.69 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.54 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.45 | +0.58 |
Drawdowns
USXF vs. MDFGX - Drawdown Comparison
The maximum USXF drawdown since its inception was -29.54%, smaller than the maximum MDFGX drawdown of -47.99%. Use the drawdown chart below to compare losses from any high point for USXF and MDFGX.
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Drawdown Indicators
| USXF | MDFGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.54% | -47.99% | +18.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -16.74% | +6.55% |
Max Drawdown (3Y)Largest decline over 3 years | -20.93% | -24.43% | +3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -29.54% | -42.49% | +12.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.49% | — |
Current DrawdownCurrent decline from peak | -0.51% | -0.05% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -11.22% | +4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 4.91% | -2.38% |
Volatility
USXF vs. MDFGX - Volatility Comparison
iShares ESG Advanced MSCI USA ETF (USXF) has a higher volatility of 5.41% compared to BlackRock Capital Appreciation Fund (MDFGX) at 4.05%. This indicates that USXF's price experiences larger fluctuations and is considered to be riskier than MDFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USXF | MDFGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 4.05% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 13.44% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.13% | 17.33% | -1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.55% | 23.45% | -3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.18% | 22.52% | -3.34% |
USXF vs. MDFGX - Expense Ratio Comparison
USXF has a 0.10% expense ratio, which is lower than MDFGX's 0.97% expense ratio.
Dividends
USXF vs. MDFGX - Dividend Comparison
USXF's dividend yield for the trailing twelve months is around 0.80%, less than MDFGX's 16.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDFGX BlackRock Capital Appreciation Fund | 16.88% | 19.51% | 12.73% | 3.59% | 9.46% | 12.95% | 5.46% | 10.67% | 14.31% | 12.51% | 4.01% | 11.22% |
USXF iShares ESG Advanced MSCI USA ETF | 0.80% | 0.93% | 1.00% | 1.21% | 1.39% | 0.86% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
USXF and MDFGX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USXF has higher volatility (5.41%) compared to MDFGX (4.05%). In terms of maximum drawdown, USXF dropped -29.54% vs MDFGX's -47.99%.
USXF currently has the higher Sharpe Ratio (2.20 vs 1.69), 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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