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BAAPX vs. BALFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BAAPX vs. BALFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock 80/20 Target Allocation Fund Class A (BAAPX) and American Funds American Balanced Fund (BALFX). The values are adjusted to include any dividend payments, if applicable.

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BAAPX vs. BALFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAAPX
BlackRock 80/20 Target Allocation Fund Class A
-4.98%17.96%5.20%18.82%-16.39%14.52%19.10%24.24%-7.93%17.03%
BALFX
American Funds American Balanced Fund
-2.88%18.40%14.91%13.62%-12.19%15.69%10.81%18.50%-3.54%14.63%

Returns By Period

In the year-to-date period, BAAPX achieves a -4.98% return, which is significantly lower than BALFX's -2.88% return. Both investments have delivered pretty close results over the past 10 years, with BAAPX having a 8.67% annualized return and BALFX not far ahead at 8.93%.


BAAPX

1D
-0.46%
1M
-8.00%
YTD
-4.98%
6M
-2.70%
1Y
14.25%
3Y*
10.13%
5Y*
5.22%
10Y*
8.67%

BALFX

1D
-0.14%
1M
-6.82%
YTD
-2.88%
6M
0.82%
1Y
15.28%
3Y*
13.46%
5Y*
8.01%
10Y*
8.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BAAPX vs. BALFX - Expense Ratio Comparison

BAAPX has a 0.66% expense ratio, which is higher than BALFX's 0.62% expense ratio.


Return for Risk

BAAPX vs. BALFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAAPX
BAAPX Risk / Return Rank: 5353
Overall Rank
BAAPX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BAAPX Sortino Ratio Rank: 5454
Sortino Ratio Rank
BAAPX Omega Ratio Rank: 5454
Omega Ratio Rank
BAAPX Calmar Ratio Rank: 4848
Calmar Ratio Rank
BAAPX Martin Ratio Rank: 5858
Martin Ratio Rank

BALFX
BALFX Risk / Return Rank: 8181
Overall Rank
BALFX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BALFX Sortino Ratio Rank: 8282
Sortino Ratio Rank
BALFX Omega Ratio Rank: 7777
Omega Ratio Rank
BALFX Calmar Ratio Rank: 8282
Calmar Ratio Rank
BALFX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAAPX vs. BALFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock 80/20 Target Allocation Fund Class A (BAAPX) and American Funds American Balanced Fund (BALFX). 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.


BAAPXBALFXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.42

-0.42

Sortino ratio

Return per unit of downside risk

1.50

2.08

-0.58

Omega ratio

Gain probability vs. loss probability

1.22

1.29

-0.07

Calmar ratio

Return relative to maximum drawdown

1.23

1.99

-0.76

Martin ratio

Return relative to average drawdown

5.62

8.46

-2.84

BAAPX vs. BALFX - Sharpe Ratio Comparison

The current BAAPX Sharpe Ratio is 1.00, which is comparable to the BALFX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of BAAPX and BALFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BAAPXBALFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.42

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.77

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.85

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.65

-0.26

Correlation

The correlation between BAAPX and BALFX is 0.93, 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

BAAPX vs. BALFX - Dividend Comparison

BAAPX's dividend yield for the trailing twelve months is around 6.13%, less than BALFX's 8.48% yield.


TTM20252024202320222021202020192018201720162015
BAAPX
BlackRock 80/20 Target Allocation Fund Class A
6.13%5.82%0.00%4.06%2.00%5.86%1.83%2.23%5.98%2.84%1.49%13.83%
BALFX
American Funds American Balanced Fund
8.48%8.22%7.14%2.02%2.24%4.24%4.31%3.44%5.30%4.66%4.18%5.54%

Drawdowns

BAAPX vs. BALFX - Drawdown Comparison

The maximum BAAPX drawdown since its inception was -53.61%, which is greater than BALFX's maximum drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for BAAPX and BALFX.


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Drawdown Indicators


BAAPXBALFXDifference

Max Drawdown

Largest peak-to-trough decline

-53.61%

-40.20%

-13.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-7.34%

-2.60%

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

-18.81%

-4.71%

Max Drawdown (10Y)

Largest decline over 10 years

-27.15%

-22.34%

-4.81%

Current Drawdown

Current decline from peak

-8.68%

-7.03%

-1.65%

Average Drawdown

Average peak-to-trough decline

-8.34%

-4.18%

-4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

1.73%

+0.52%

Volatility

BAAPX vs. BALFX - Volatility Comparison

BlackRock 80/20 Target Allocation Fund Class A (BAAPX) has a higher volatility of 4.62% compared to American Funds American Balanced Fund (BALFX) at 3.28%. This indicates that BAAPX's price experiences larger fluctuations and is considered to be riskier than BALFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAAPXBALFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

3.28%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.05%

6.75%

+1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

14.73%

11.10%

+3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

10.41%

+3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

10.61%

+3.31%