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BIAPX vs. PUDZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIAPX vs. PUDZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock 80/20 Target Allocation Fund (BIAPX) and PGIM Real Assets Fund (PUDZX). The values are adjusted to include any dividend payments, if applicable.

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BIAPX vs. PUDZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIAPX
BlackRock 80/20 Target Allocation Fund
-2.24%18.33%5.46%19.20%-16.15%14.95%19.50%24.72%-7.62%17.47%
PUDZX
PGIM Real Assets Fund
10.18%13.40%8.61%3.26%-2.76%18.49%4.84%16.29%-9.20%6.22%

Returns By Period

In the year-to-date period, BIAPX achieves a -2.24% return, which is significantly lower than PUDZX's 10.18% return. Over the past 10 years, BIAPX has outperformed PUDZX with an annualized return of 9.32%, while PUDZX has yielded a comparatively lower 7.01% annualized return.


BIAPX

1D
2.74%
1M
-5.17%
YTD
-2.24%
6M
-0.22%
1Y
17.36%
3Y*
11.49%
5Y*
5.89%
10Y*
9.32%

PUDZX

1D
0.86%
1M
-1.59%
YTD
10.18%
6M
12.08%
1Y
19.34%
3Y*
11.86%
5Y*
9.21%
10Y*
7.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIAPX vs. PUDZX - Expense Ratio Comparison

BIAPX has a 0.10% expense ratio, which is lower than PUDZX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BIAPX vs. PUDZX — Risk / Return Rank

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

BIAPX
BIAPX Risk / Return Rank: 6969
Overall Rank
BIAPX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BIAPX Sortino Ratio Rank: 6969
Sortino Ratio Rank
BIAPX Omega Ratio Rank: 6767
Omega Ratio Rank
BIAPX Calmar Ratio Rank: 6868
Calmar Ratio Rank
BIAPX Martin Ratio Rank: 7575
Martin Ratio Rank

PUDZX
PUDZX Risk / Return Rank: 9090
Overall Rank
PUDZX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PUDZX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PUDZX Omega Ratio Rank: 8989
Omega Ratio Rank
PUDZX Calmar Ratio Rank: 8787
Calmar Ratio Rank
PUDZX Martin Ratio Rank: 9595
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.

BIAPX vs. PUDZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock 80/20 Target Allocation Fund (BIAPX) and PGIM Real Assets Fund (PUDZX). 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.


BIAPXPUDZXDifference

Sharpe ratio

Return per unit of total volatility

1.21

2.04

-0.83

Sortino ratio

Return per unit of downside risk

1.79

2.65

-0.86

Omega ratio

Gain probability vs. loss probability

1.26

1.41

-0.14

Calmar ratio

Return relative to maximum drawdown

1.66

2.45

-0.79

Martin ratio

Return relative to average drawdown

7.44

13.65

-6.21

BIAPX vs. PUDZX - Sharpe Ratio Comparison

The current BIAPX Sharpe Ratio is 1.21, which is lower than the PUDZX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of BIAPX and PUDZX, 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


BIAPXPUDZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.04

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.87

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.73

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.52

-0.11

Correlation

The correlation between BIAPX and PUDZX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BIAPX vs. PUDZX - Dividend Comparison

BIAPX's dividend yield for the trailing twelve months is around 6.12%, less than PUDZX's 8.10% yield.


TTM20252024202320222021202020192018201720162015
BIAPX
BlackRock 80/20 Target Allocation Fund
6.12%5.98%0.00%4.28%2.30%6.04%2.07%2.49%6.26%3.12%1.67%13.86%
PUDZX
PGIM Real Assets Fund
8.10%8.93%6.67%3.66%9.10%13.00%4.94%3.40%2.14%2.10%1.39%1.72%

Drawdowns

BIAPX vs. PUDZX - Drawdown Comparison

The maximum BIAPX drawdown since its inception was -53.40%, which is greater than PUDZX's maximum drawdown of -21.53%. Use the drawdown chart below to compare losses from any high point for BIAPX and PUDZX.


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Drawdown Indicators


BIAPXPUDZXDifference

Max Drawdown

Largest peak-to-trough decline

-53.40%

-21.53%

-31.87%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-8.20%

-1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-23.29%

-17.98%

-5.31%

Max Drawdown (10Y)

Largest decline over 10 years

-27.13%

-21.53%

-5.60%

Current Drawdown

Current decline from peak

-6.13%

-1.59%

-4.54%

Average Drawdown

Average peak-to-trough decline

-8.06%

-5.31%

-2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

1.47%

+0.74%

Volatility

BIAPX vs. PUDZX - Volatility Comparison

BlackRock 80/20 Target Allocation Fund (BIAPX) has a higher volatility of 5.68% compared to PGIM Real Assets Fund (PUDZX) at 2.71%. This indicates that BIAPX's price experiences larger fluctuations and is considered to be riskier than PUDZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIAPXPUDZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

2.71%

+2.97%

Volatility (6M)

Calculated over the trailing 6-month period

8.54%

6.29%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

14.89%

9.72%

+5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.44%

10.59%

+3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.97%

9.70%

+4.27%