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BAICX vs. TRIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BAICX vs. TRIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Multi-Asset Income Portfolio (BAICX) and Catalyst/SMH Total Return Income Fund (TRIFX). The values are adjusted to include any dividend payments, if applicable.

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BAICX vs. TRIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAICX
BlackRock Multi-Asset Income Portfolio
-0.86%11.53%7.19%9.24%-12.42%6.61%6.34%13.61%-3.78%8.79%
TRIFX
Catalyst/SMH Total Return Income Fund
-1.29%5.53%10.63%14.49%-12.48%24.45%5.12%19.43%-7.19%12.65%

Returns By Period

In the year-to-date period, BAICX achieves a -0.86% return, which is significantly higher than TRIFX's -1.29% return. Over the past 10 years, BAICX has underperformed TRIFX with an annualized return of 4.94%, while TRIFX has yielded a comparatively higher 9.16% annualized return.


BAICX

1D
0.87%
1M
-3.44%
YTD
-0.86%
6M
0.64%
1Y
8.34%
3Y*
7.86%
5Y*
3.39%
10Y*
4.94%

TRIFX

1D
1.74%
1M
-1.51%
YTD
-1.29%
6M
-3.98%
1Y
7.37%
3Y*
9.15%
5Y*
4.73%
10Y*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BAICX vs. TRIFX - Expense Ratio Comparison

BAICX has a 0.81% expense ratio, which is lower than TRIFX's 1.58% expense ratio.


Return for Risk

BAICX vs. TRIFX — Risk / Return Rank

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

BAICX
BAICX Risk / Return Rank: 7373
Overall Rank
BAICX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
BAICX Sortino Ratio Rank: 7373
Sortino Ratio Rank
BAICX Omega Ratio Rank: 7171
Omega Ratio Rank
BAICX Calmar Ratio Rank: 7676
Calmar Ratio Rank
BAICX Martin Ratio Rank: 7373
Martin Ratio Rank

TRIFX
TRIFX Risk / Return Rank: 1717
Overall Rank
TRIFX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TRIFX Sortino Ratio Rank: 1616
Sortino Ratio Rank
TRIFX Omega Ratio Rank: 1515
Omega Ratio Rank
TRIFX Calmar Ratio Rank: 2121
Calmar Ratio Rank
TRIFX Martin Ratio Rank: 1717
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. TRIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Multi-Asset Income Portfolio (BAICX) and Catalyst/SMH Total Return Income Fund (TRIFX). 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.


BAICXTRIFXDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.56

+0.81

Sortino ratio

Return per unit of downside risk

1.88

0.83

+1.05

Omega ratio

Gain probability vs. loss probability

1.27

1.11

+0.16

Calmar ratio

Return relative to maximum drawdown

1.84

0.72

+1.12

Martin ratio

Return relative to average drawdown

7.16

2.03

+5.13

BAICX vs. TRIFX - Sharpe Ratio Comparison

The current BAICX Sharpe Ratio is 1.37, which is higher than the TRIFX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of BAICX and TRIFX, 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


BAICXTRIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.56

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.45

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.78

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.13

+0.54

Correlation

The correlation between BAICX and TRIFX is 0.71, 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. TRIFX - Dividend Comparison

BAICX's dividend yield for the trailing twelve months is around 5.93%, which matches TRIFX's 5.91% yield.


TTM20252024202320222021202020192018201720162015
BAICX
BlackRock Multi-Asset Income Portfolio
5.93%6.26%5.85%4.20%4.21%4.90%4.07%4.69%5.28%4.60%4.71%5.34%
TRIFX
Catalyst/SMH Total Return Income Fund
5.91%4.90%7.36%5.42%4.84%5.15%5.44%5.36%7.10%6.47%6.14%10.01%

Drawdowns

BAICX vs. TRIFX - Drawdown Comparison

The maximum BAICX drawdown since its inception was -33.29%, smaller than the maximum TRIFX drawdown of -54.53%. Use the drawdown chart below to compare losses from any high point for BAICX and TRIFX.


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Drawdown Indicators


BAICXTRIFXDifference

Max Drawdown

Largest peak-to-trough decline

-33.29%

-54.53%

+21.24%

Max Drawdown (1Y)

Largest decline over 1 year

-5.00%

-10.56%

+5.56%

Max Drawdown (5Y)

Largest decline over 5 years

-17.64%

-20.76%

+3.12%

Max Drawdown (10Y)

Largest decline over 10 years

-19.76%

-35.43%

+15.67%

Current Drawdown

Current decline from peak

-3.98%

-5.61%

+1.63%

Average Drawdown

Average peak-to-trough decline

-3.77%

-18.36%

+14.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

3.75%

-2.46%

Volatility

BAICX vs. TRIFX - Volatility Comparison

The current volatility for BlackRock Multi-Asset Income Portfolio (BAICX) is 2.48%, while Catalyst/SMH Total Return Income Fund (TRIFX) has a volatility of 3.76%. This indicates that BAICX experiences smaller price fluctuations and is considered to be less risky than TRIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAICXTRIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

3.76%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.78%

9.62%

-5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

6.24%

14.42%

-8.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.17%

10.67%

-4.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.00%

11.71%

-5.71%