BIGPX vs. NTSX
Compare and contrast key facts about BlackRock 60/40 Target Allocation Fund Class I (BIGPX) and WisdomTree U.S. Efficient Core Fund (NTSX).
BIGPX is managed by Blackrock. It was launched on Dec 21, 2006. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIGPX or NTSX.
Performance
BIGPX vs. NTSX - Performance Comparison
Returns By Period
In the year-to-date period, BIGPX achieves a 12.35% return, which is significantly lower than NTSX's 22.26% return.
BIGPX
12.35%
-0.30%
6.54%
16.99%
5.97%
3.73%
NTSX
22.26%
1.32%
13.14%
29.58%
11.88%
N/A
Key characteristics
| BIGPX | NTSX | |
|---|---|---|
| Sharpe Ratio | 1.87 | 2.43 |
| Sortino Ratio | 2.68 | 3.30 |
| Omega Ratio | 1.36 | 1.42 |
| Calmar Ratio | 1.37 | 2.04 |
| Martin Ratio | 10.62 | 15.76 |
| Ulcer Index | 1.62% | 1.92% |
| Daily Std Dev | 9.22% | 12.47% |
| Max Drawdown | -49.06% | -31.34% |
| Current Drawdown | -1.32% | -0.91% |
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BIGPX vs. NTSX - Expense Ratio Comparison
BIGPX has a 0.43% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Correlation
The correlation between BIGPX and NTSX is 0.87, 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.
Risk-Adjusted Performance
BIGPX vs. NTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock 60/40 Target Allocation Fund Class I (BIGPX) and WisdomTree U.S. Efficient Core Fund (NTSX). 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.
Dividends
BIGPX vs. NTSX - Dividend Comparison
BIGPX's dividend yield for the trailing twelve months is around 2.10%, more than NTSX's 1.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGPX BlackRock 60/40 Target Allocation Fund Class I | 2.10% | 2.35% | 2.60% | 2.26% | 1.37% | 2.57% | 1.79% | 2.24% | 1.76% | 1.91% | 3.77% | 1.54% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.05% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BIGPX vs. NTSX - Drawdown Comparison
The maximum BIGPX drawdown since its inception was -49.06%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for BIGPX and NTSX. For additional features, visit the drawdowns tool.
Volatility
BIGPX vs. NTSX - Volatility Comparison
The current volatility for BlackRock 60/40 Target Allocation Fund Class I (BIGPX) is 2.15%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 3.78%. This indicates that BIGPX experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.