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BAICX vs. FAYZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BAICX vs. FAYZX - Performance Comparison

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

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BAICX vs. FAYZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAICX
BlackRock Multi-Asset Income Portfolio
-1.72%11.53%7.19%9.24%-12.42%6.61%6.34%13.61%-3.78%8.79%
FAYZX
Fidelity Advisor Multi-Asset Income Fund Class I
0.32%14.13%9.59%11.73%-13.69%17.17%16.39%23.15%-3.01%6.21%

Returns By Period

In the year-to-date period, BAICX achieves a -1.72% return, which is significantly lower than FAYZX's 0.32% return. Over the past 10 years, BAICX has underperformed FAYZX with an annualized return of 4.85%, while FAYZX has yielded a comparatively higher 8.62% annualized return.


BAICX

1D
0.19%
1M
-4.81%
YTD
-1.72%
6M
-0.05%
1Y
7.51%
3Y*
7.55%
5Y*
3.29%
10Y*
4.85%

FAYZX

1D
-0.39%
1M
-6.13%
YTD
0.32%
6M
0.27%
1Y
16.77%
3Y*
9.65%
5Y*
5.88%
10Y*
8.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BAICX vs. FAYZX - Expense Ratio Comparison

BAICX has a 0.81% expense ratio, which is higher than FAYZX's 0.80% expense ratio.


Return for Risk

BAICX vs. FAYZX — Risk / Return Rank

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

BAICX
BAICX Risk / Return Rank: 7272
Overall Rank
BAICX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BAICX Sortino Ratio Rank: 7575
Sortino Ratio Rank
BAICX Omega Ratio Rank: 7272
Omega Ratio Rank
BAICX Calmar Ratio Rank: 7171
Calmar Ratio Rank
BAICX Martin Ratio Rank: 6868
Martin Ratio Rank

FAYZX
FAYZX Risk / Return Rank: 7979
Overall Rank
FAYZX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FAYZX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FAYZX Omega Ratio Rank: 7474
Omega Ratio Rank
FAYZX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FAYZX Martin Ratio Rank: 7979
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. FAYZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Multi-Asset Income Portfolio (BAICX) and Fidelity Advisor Multi-Asset Income Fund Class I (FAYZX). 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.


BAICXFAYZXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.46

-0.11

Sortino ratio

Return per unit of downside risk

1.84

1.99

-0.16

Omega ratio

Gain probability vs. loss probability

1.27

1.28

-0.01

Calmar ratio

Return relative to maximum drawdown

1.61

2.05

-0.44

Martin ratio

Return relative to average drawdown

6.38

7.74

-1.36

BAICX vs. FAYZX - Sharpe Ratio Comparison

The current BAICX Sharpe Ratio is 1.34, which is comparable to the FAYZX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of BAICX and FAYZX, 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


BAICXFAYZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.46

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.61

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.89

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.89

-0.22

Correlation

The correlation between BAICX and FAYZX is 0.80, 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

BAICX vs. FAYZX - Dividend Comparison

BAICX's dividend yield for the trailing twelve months is around 5.98%, more than FAYZX's 3.49% yield.


TTM20252024202320222021202020192018201720162015
BAICX
BlackRock Multi-Asset Income Portfolio
5.98%6.26%5.85%4.20%4.21%4.90%4.07%4.69%5.28%4.60%4.71%5.34%
FAYZX
Fidelity Advisor Multi-Asset Income Fund Class I
3.49%3.77%3.51%4.21%3.73%2.79%3.27%2.82%2.96%3.34%8.29%0.00%

Drawdowns

BAICX vs. FAYZX - Drawdown Comparison

The maximum BAICX drawdown since its inception was -33.29%, which is greater than FAYZX's maximum drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for BAICX and FAYZX.


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Drawdown Indicators


BAICXFAYZXDifference

Max Drawdown

Largest peak-to-trough decline

-33.29%

-21.64%

-11.65%

Max Drawdown (1Y)

Largest decline over 1 year

-5.00%

-7.94%

+2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-17.64%

-18.13%

+0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-19.76%

-21.64%

+1.88%

Current Drawdown

Current decline from peak

-4.81%

-6.47%

+1.66%

Average Drawdown

Average peak-to-trough decline

-3.77%

-3.45%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

2.10%

-0.84%

Volatility

BAICX vs. FAYZX - Volatility Comparison

The current volatility for BlackRock Multi-Asset Income Portfolio (BAICX) is 2.26%, while Fidelity Advisor Multi-Asset Income Fund Class I (FAYZX) has a volatility of 3.97%. This indicates that BAICX experiences smaller price fluctuations and is considered to be less risky than FAYZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAICXFAYZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

3.97%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

3.69%

7.99%

-4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

6.19%

11.84%

-5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

9.77%

-3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.99%

9.76%

-3.77%