USXF vs. MDFGX
Compare and contrast key facts about iShares ESG Advanced MSCI USA ETF (USXF) and BlackRock Capital Appreciation Fund (MDFGX).
USXF is a passively managed fund by iShares that tracks the performance of the MSCI USA Choice ESG Screened Index. It was launched on Jun 16, 2020. MDFGX is managed by BlackRock. It was launched on Dec 31, 1997.
Performance
USXF vs. MDFGX - Performance Comparison
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USXF vs. MDFGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
USXF iShares ESG Advanced MSCI USA ETF | -3.09% | 16.97% | 26.16% | 31.65% | -21.20% | 27.14% | 24.04% |
MDFGX BlackRock Capital Appreciation Fund | -9.14% | 12.63% | 31.58% | 48.77% | -37.83% | 20.78% | 24.58% |
Returns By Period
In the year-to-date period, USXF achieves a -3.09% return, which is significantly higher than MDFGX's -9.14% return.
USXF
- 1D
- 0.87%
- 1M
- -4.43%
- YTD
- -3.09%
- 6M
- -2.62%
- 1Y
- 20.17%
- 3Y*
- 20.28%
- 5Y*
- 11.92%
- 10Y*
- —
MDFGX
- 1D
- 3.98%
- 1M
- -5.67%
- YTD
- -9.14%
- 6M
- -10.50%
- 1Y
- 14.11%
- 3Y*
- 19.71%
- 5Y*
- 7.98%
- 10Y*
- 14.59%
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USXF vs. MDFGX - Expense Ratio Comparison
USXF has a 0.10% expense ratio, which is lower than MDFGX's 0.97% expense ratio.
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 | 0.96 | 0.64 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.10 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.15 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 0.91 | +0.80 |
Martin ratioReturn relative to average drawdown | 6.85 | 3.12 | +3.72 |
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 | 0.96 | 0.64 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.34 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.41 | +0.41 |
Correlation
The correlation between USXF and MDFGX is 0.89, 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
USXF vs. MDFGX - Dividend Comparison
USXF's dividend yield for the trailing twelve months is around 1.00%, less than MDFGX's 21.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USXF iShares ESG Advanced MSCI USA ETF | 1.00% | 0.93% | 1.00% | 1.21% | 1.39% | 0.86% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MDFGX BlackRock Capital Appreciation Fund | 21.47% | 19.51% | 12.73% | 3.59% | 9.46% | 12.95% | 5.46% | 10.67% | 14.31% | 12.51% | 4.01% | 11.22% |
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 | -11.99% | -16.74% | +4.75% |
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 | -6.20% | -13.42% | +7.22% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -11.27% | +4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 4.86% | -1.86% |
Volatility
USXF vs. MDFGX - Volatility Comparison
The current volatility for iShares ESG Advanced MSCI USA ETF (USXF) is 6.68%, while BlackRock Capital Appreciation Fund (MDFGX) has a volatility of 7.54%. This indicates that USXF experiences smaller price fluctuations and is considered to be less risky 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 | 6.68% | 7.54% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 13.95% | -1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.21% | 23.64% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 23.43% | -4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.21% | 22.47% | -3.26% |