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AABTX vs. MACPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AABTX and MACPX is 0.91, 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.


-0.50.00.51.00.9

Performance

AABTX vs. MACPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds 2015 Target Date Retirement Fund (AABTX) and BlackRock Sustainable Balanced Fund (MACPX). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%240.00%260.00%JulyAugustSeptemberOctoberNovemberDecember
147.03%
245.57%
AABTX
MACPX

Key characteristics

Sharpe Ratio

AABTX:

1.67

MACPX:

1.72

Sortino Ratio

AABTX:

2.30

MACPX:

2.39

Omega Ratio

AABTX:

1.31

MACPX:

1.34

Calmar Ratio

AABTX:

2.77

MACPX:

2.83

Martin Ratio

AABTX:

10.03

MACPX:

11.23

Ulcer Index

AABTX:

0.91%

MACPX:

1.27%

Daily Std Dev

AABTX:

5.48%

MACPX:

8.25%

Max Drawdown

AABTX:

-42.44%

MACPX:

-41.75%

Current Drawdown

AABTX:

-2.13%

MACPX:

-3.18%

Returns By Period

In the year-to-date period, AABTX achieves a 8.07% return, which is significantly lower than MACPX's 12.59% return. Over the past 10 years, AABTX has underperformed MACPX with an annualized return of 5.35%, while MACPX has yielded a comparatively higher 8.53% annualized return.


AABTX

YTD

8.07%

1M

-0.39%

6M

3.79%

1Y

8.60%

5Y*

5.00%

10Y*

5.35%

MACPX

YTD

12.59%

1M

-1.02%

6M

3.59%

1Y

13.37%

5Y*

9.11%

10Y*

8.53%

Compare stocks, funds, or ETFs

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


AABTX vs. MACPX - Expense Ratio Comparison

AABTX has a 0.33% expense ratio, which is lower than MACPX's 0.50% expense ratio.


MACPX
BlackRock Sustainable Balanced Fund
Expense ratio chart for MACPX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for AABTX: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%

Risk-Adjusted Performance

AABTX vs. MACPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds 2015 Target Date Retirement Fund (AABTX) and BlackRock Sustainable Balanced Fund (MACPX). 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.


Sharpe ratio
The chart of Sharpe ratio for AABTX, currently valued at 1.67, compared to the broader market-1.000.001.002.003.004.001.671.72
The chart of Sortino ratio for AABTX, currently valued at 2.30, compared to the broader market-2.000.002.004.006.008.0010.002.302.39
The chart of Omega ratio for AABTX, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.311.34
The chart of Calmar ratio for AABTX, currently valued at 2.77, compared to the broader market0.002.004.006.008.0010.0012.0014.002.772.83
The chart of Martin ratio for AABTX, currently valued at 10.03, compared to the broader market0.0020.0040.0060.0010.0311.23
AABTX
MACPX

The current AABTX Sharpe Ratio is 1.67, which is comparable to the MACPX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of AABTX and MACPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.67
1.72
AABTX
MACPX

Dividends

AABTX vs. MACPX - Dividend Comparison

AABTX's dividend yield for the trailing twelve months is around 2.53%, more than MACPX's 2.49% yield.


TTM20232022202120202019201820172016201520142013
AABTX
American Funds 2015 Target Date Retirement Fund
0.00%2.74%2.56%1.53%2.47%2.04%2.05%1.63%1.68%1.22%5.32%5.11%
MACPX
BlackRock Sustainable Balanced Fund
2.49%3.00%0.61%0.73%1.17%1.82%2.14%1.88%1.59%1.68%2.16%2.45%

Drawdowns

AABTX vs. MACPX - Drawdown Comparison

The maximum AABTX drawdown since its inception was -42.44%, roughly equal to the maximum MACPX drawdown of -41.75%. Use the drawdown chart below to compare losses from any high point for AABTX and MACPX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.13%
-3.18%
AABTX
MACPX

Volatility

AABTX vs. MACPX - Volatility Comparison

The current volatility for American Funds 2015 Target Date Retirement Fund (AABTX) is 2.03%, while BlackRock Sustainable Balanced Fund (MACPX) has a volatility of 2.35%. This indicates that AABTX experiences smaller price fluctuations and is considered to be less risky than MACPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
2.03%
2.35%
AABTX
MACPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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