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BAICX vs. MXCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BAICX vs. MXCPX - Performance Comparison

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

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BAICX vs. MXCPX - 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%
MXCPX
Great-West Conservative Profile Fund
-0.90%8.19%4.95%8.41%-10.33%6.35%8.07%11.40%-3.95%5.94%

Returns By Period

In the year-to-date period, BAICX achieves a -1.72% return, which is significantly lower than MXCPX's -0.90% return. Over the past 10 years, BAICX has outperformed MXCPX with an annualized return of 4.85%, while MXCPX has yielded a comparatively lower 3.62% 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%

MXCPX

1D
0.13%
1M
-3.75%
YTD
-0.90%
6M
0.33%
1Y
5.79%
3Y*
5.91%
5Y*
2.72%
10Y*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BAICX vs. MXCPX - Expense Ratio Comparison

BAICX has a 0.81% expense ratio, which is higher than MXCPX's 0.37% expense ratio.


Return for Risk

BAICX vs. MXCPX — 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

MXCPX
MXCPX Risk / Return Rank: 6060
Overall Rank
MXCPX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MXCPX Sortino Ratio Rank: 6161
Sortino Ratio Rank
MXCPX Omega Ratio Rank: 6060
Omega Ratio Rank
MXCPX Calmar Ratio Rank: 5858
Calmar Ratio Rank
MXCPX Martin Ratio Rank: 5858
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. MXCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Multi-Asset Income Portfolio (BAICX) and Great-West Conservative Profile Fund (MXCPX). 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.


BAICXMXCPXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.13

+0.21

Sortino ratio

Return per unit of downside risk

1.84

1.57

+0.27

Omega ratio

Gain probability vs. loss probability

1.27

1.23

+0.04

Calmar ratio

Return relative to maximum drawdown

1.61

1.37

+0.24

Martin ratio

Return relative to average drawdown

6.38

5.54

+0.84

BAICX vs. MXCPX - Sharpe Ratio Comparison

The current BAICX Sharpe Ratio is 1.34, which is comparable to the MXCPX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of BAICX and MXCPX, 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


BAICXMXCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.13

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.41

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.56

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.07

+0.60

Correlation

The correlation between BAICX and MXCPX 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. MXCPX - Dividend Comparison

BAICX's dividend yield for the trailing twelve months is around 5.98%, more than MXCPX'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%
MXCPX
Great-West Conservative Profile Fund
3.49%3.45%4.53%4.17%5.70%5.20%2.46%5.62%5.53%2.70%0.00%0.00%

Drawdowns

BAICX vs. MXCPX - Drawdown Comparison

The maximum BAICX drawdown since its inception was -33.29%, roughly equal to the maximum MXCPX drawdown of -35.02%. Use the drawdown chart below to compare losses from any high point for BAICX and MXCPX.


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Drawdown Indicators


BAICXMXCPXDifference

Max Drawdown

Largest peak-to-trough decline

-33.29%

-35.02%

+1.73%

Max Drawdown (1Y)

Largest decline over 1 year

-5.00%

-4.11%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-17.64%

-17.81%

+0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-19.76%

-17.81%

-1.95%

Current Drawdown

Current decline from peak

-4.81%

-3.75%

-1.06%

Average Drawdown

Average peak-to-trough decline

-3.77%

-12.61%

+8.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

1.02%

+0.24%

Volatility

BAICX vs. MXCPX - Volatility Comparison

BlackRock Multi-Asset Income Portfolio (BAICX) has a higher volatility of 2.26% compared to Great-West Conservative Profile Fund (MXCPX) at 1.97%. This indicates that BAICX's price experiences larger fluctuations and is considered to be riskier than MXCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAICXMXCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

1.97%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.69%

3.19%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

6.19%

5.27%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

6.68%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.99%

6.49%

-0.50%