PortfoliosLab logo
BlackRock Sustainable Balanced Fund (MACPX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US09251C5067

CUSIP

09251C506

Issuer

Blackrock

Inception Date

Nov 7, 1973

Min. Investment

$2,000,000

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

MACPX has an expense ratio of 0.50%, placing it in the medium range.


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


Loading data...

S&P 500

Returns By Period

BlackRock Sustainable Balanced Fund (MACPX) returned 3.78% year-to-date (YTD) and 6.44% over the past 12 months. Over the past 10 years, MACPX returned 2.76% annually, underperforming the S&P 500 benchmark at 10.85%.


MACPX

YTD

3.78%

1M

2.95%

6M

-1.10%

1Y

6.44%

3Y*

6.50%

5Y*

4.98%

10Y*

2.76%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of MACPX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.35%0.49%-2.48%0.50%2.95%3.78%
20240.16%2.42%2.84%-2.72%4.09%1.63%1.18%2.30%1.92%-2.13%2.03%-4.70%8.98%
20235.96%-2.77%3.16%1.38%-1.28%3.75%1.89%-1.92%-3.48%-2.15%7.60%4.29%16.88%
2022-4.36%-2.65%1.28%-6.16%0.76%-5.85%1.80%-3.64%-7.37%3.68%6.87%-3.24%-18.21%
2021-0.81%1.48%2.03%3.68%0.72%1.83%1.94%1.53%-3.32%4.14%-0.20%-8.28%4.17%
20200.89%-4.85%-9.36%9.64%3.57%1.72%4.03%4.38%-2.32%-2.13%7.84%-0.61%11.85%
20196.24%2.04%1.77%2.50%-2.91%4.39%0.73%-0.60%0.78%1.37%2.20%-1.90%17.52%
20183.70%-2.08%-1.17%0.04%1.36%0.09%2.06%2.23%0.25%-5.18%1.23%-10.67%-8.65%
20171.43%3.04%-0.04%1.37%0.72%0.28%1.25%0.71%1.64%1.34%1.63%-14.74%-2.66%
2016-3.66%-0.32%4.63%-0.13%1.00%-0.09%2.67%0.59%0.17%-0.84%3.00%-1.86%5.01%
2015-2.58%4.31%-0.70%-0.04%1.03%-1.43%1.68%-3.81%-1.74%5.11%-0.08%-4.45%-3.12%
2014-1.01%2.90%0.56%-0.43%2.06%1.20%-0.51%2.61%-1.18%2.22%1.50%-10.11%-0.88%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MACPX is 41, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MACPX is 4141
Overall Rank
The Sharpe Ratio Rank of MACPX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of MACPX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of MACPX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of MACPX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of MACPX is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BlackRock Sustainable Balanced Fund (MACPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

BlackRock Sustainable Balanced Fund Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.58
  • 5-Year: 0.42
  • 10-Year: 0.21
  • All Time: 0.32

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of BlackRock Sustainable Balanced Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

BlackRock Sustainable Balanced Fund provided a 7.38% dividend yield over the last twelve months, with an annual payout of $1.98 per share.


5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.98$1.98$0.74$0.85$3.35$1.12$1.29$1.65$4.46$1.17$1.22$3.41

Dividend yield

7.38%7.66%3.00%3.91%12.46%4.32%5.50%8.12%19.64%4.94%5.33%14.17%

Monthly Dividends

The table displays the monthly dividend distributions for BlackRock Sustainable Balanced Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.77$0.00$0.00$0.00$0.00$1.21$1.98
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.53$0.00$0.00$0.00$0.00$0.22$0.74
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.85$0.00$0.00$0.00$0.00$0.00$0.85
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$3.27$3.35
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.98$1.12
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.00$0.00$1.09$1.29
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$1.43$1.65
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$4.28$4.46
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$1.02$1.17
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.00$0.00$1.10$1.22
2014$0.21$0.00$0.00$0.00$0.00$3.20$3.41

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the BlackRock Sustainable Balanced Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BlackRock Sustainable Balanced Fund was 49.81%, occurring on Mar 9, 2009. Recovery took 1160 trading sessions.

The current BlackRock Sustainable Balanced Fund drawdown is 2.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.81%May 14, 19992468Mar 9, 20091160Oct 17, 20133628
-31.75%Dec 9, 2021213Oct 14, 2022
-30.16%Apr 7, 1987201Jan 21, 1988774Feb 11, 1991975
-28.65%Dec 19, 2017559Mar 23, 2020113Sep 2, 2020672
-23.76%Apr 27, 1981329Aug 12, 198299Jan 4, 1983428
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...