PortfoliosLab logoPortfoliosLab logo
BAICX vs. BUFHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAICX vs. BUFHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Multi-Asset Income Portfolio (BAICX) and Buffalo High Yield Fund (BUFHX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BAICX achieves a 3.55% return, which is significantly higher than BUFHX's 1.99% return. Both investments have delivered pretty close results over the past 10 years, with BAICX having a 5.22% annualized return and BUFHX not far ahead at 5.39%.


BAICX

1D
0.38%
1M
0.91%
YTD
3.55%
6M
4.29%
1Y
10.80%
3Y*
9.20%
5Y*
3.88%
10Y*
5.22%

BUFHX

1D
0.00%
1M
0.67%
YTD
1.99%
6M
2.19%
1Y
4.89%
3Y*
8.27%
5Y*
4.85%
10Y*
5.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAICX vs. BUFHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAICX
BlackRock Multi-Asset Income Portfolio
3.55%11.53%7.19%9.24%-12.42%6.61%6.34%13.61%-3.78%8.79%
BUFHX
Buffalo High Yield Fund
1.99%5.11%10.35%11.68%-5.53%5.52%9.26%12.33%-2.26%5.98%

Correlation

The correlation between BAICX and BUFHX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2008

0.66

The correlation between BAICX and BUFHX has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

BAICX vs. BUFHX — Risk / Return Rank

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

BAICX
BAICX Risk / Return Rank: 4848
Overall Rank
BAICX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BAICX Sortino Ratio Rank: 5353
Sortino Ratio Rank
BAICX Omega Ratio Rank: 5555
Omega Ratio Rank
BAICX Calmar Ratio Rank: 3636
Calmar Ratio Rank
BAICX Martin Ratio Rank: 4747
Martin Ratio Rank

BUFHX
BUFHX Risk / Return Rank: 5757
Overall Rank
BUFHX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BUFHX Sortino Ratio Rank: 6464
Sortino Ratio Rank
BUFHX Omega Ratio Rank: 7272
Omega Ratio Rank
BUFHX Calmar Ratio Rank: 4242
Calmar Ratio Rank
BUFHX Martin Ratio Rank: 5252
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.

BAICX vs. BUFHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Multi-Asset Income Portfolio (BAICX) and Buffalo High Yield Fund (BUFHX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BAICXBUFHXDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.37

1.43

-0.05

Calmar ratioReturn relative to maximum drawdown

2.15

2.35

-0.21

Martin ratioReturn relative to average drawdown

9.28

9.94

-0.66

BAICX vs. BUFHX - Sharpe Ratio Comparison

The current BAICX Sharpe Ratio is 1.92, which is comparable to the BUFHX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of BAICX and BUFHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BAICX vs. BUFHX - Drawdown Comparison

The maximum BAICX drawdown since its inception was -33.29%, which is greater than BUFHX's maximum drawdown of -26.01%. Use the drawdown chart below to compare losses from any high point for BAICX and BUFHX.


Loading charts...

Drawdown Indicators


BAICXBUFHXDifference

Max Drawdown

Largest peak-to-trough decline

-33.29%

-26.01%

-7.28%

Max Drawdown (1Y)

Largest decline over 1 year

-5.00%

-2.13%

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-5.85%

-3.83%

-2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-17.64%

-9.98%

-7.66%

Max Drawdown (10Y)

Largest decline over 10 years

-19.76%

-18.74%

-1.02%

Current Drawdown

Current decline from peak

-0.37%

-0.09%

-0.28%

Average Drawdown

Average peak-to-trough decline

-3.73%

-2.02%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

0.50%

+0.66%

Volatility

BAICX vs. BUFHX - Volatility Comparison

BlackRock Multi-Asset Income Portfolio (BAICX) has a higher volatility of 2.15% compared to Buffalo High Yield Fund (BUFHX) at 0.60%. This indicates that BAICX's price experiences larger fluctuations and is considered to be riskier than BUFHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BAICXBUFHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.15%

0.60%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

4.67%

1.97%

+2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

5.59%

2.51%

+3.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

3.15%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.08%

4.04%

+2.04%

BAICX vs. BUFHX - Expense Ratio Comparison

BAICX has a 0.81% expense ratio, which is lower than BUFHX's 1.02% expense ratio.


Dividends

BAICX vs. BUFHX - Dividend Comparison

BAICX's dividend yield for the trailing twelve months is around 6.36%, less than BUFHX's 7.08% yield.


PositionTTM20252024202320222021202020192018201720162015
BAICX
BlackRock Multi-Asset Income Portfolio
6.36%6.26%5.85%4.20%4.21%4.90%4.07%4.69%5.28%4.60%4.71%5.34%
BUFHX
Buffalo High Yield Fund
7.08%6.84%8.03%6.41%8.05%7.24%4.11%4.21%5.17%4.57%3.85%5.51%

Frequently Asked Questions


BAICX and BUFHX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BAICX has higher volatility (2.15%) compared to BUFHX (0.60%). In terms of maximum drawdown, BAICX dropped -33.29% vs BUFHX's -26.01%.

BUFHX currently has the higher Sharpe Ratio (2.00 vs 1.92), 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.

Portfolio Optimizer

Find the right allocation for BAICX and BUFHX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer