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BIGPX vs. VBIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIGPX and VBIAX is 0.92, 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.


-0.50.00.51.00.9

Performance

BIGPX vs. VBIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock 60/40 Target Allocation Fund Class I (BIGPX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
98.96%
228.03%
BIGPX
VBIAX

Key characteristics

Sharpe Ratio

BIGPX:

1.30

VBIAX:

1.90

Sortino Ratio

BIGPX:

1.86

VBIAX:

2.63

Omega Ratio

BIGPX:

1.25

VBIAX:

1.35

Calmar Ratio

BIGPX:

1.18

VBIAX:

1.89

Martin Ratio

BIGPX:

7.33

VBIAX:

11.78

Ulcer Index

BIGPX:

1.66%

VBIAX:

1.36%

Daily Std Dev

BIGPX:

9.38%

VBIAX:

8.41%

Max Drawdown

BIGPX:

-49.06%

VBIAX:

-35.90%

Current Drawdown

BIGPX:

-3.14%

VBIAX:

-2.69%

Returns By Period

In the year-to-date period, BIGPX achieves a 11.60% return, which is significantly lower than VBIAX's 14.73% return. Over the past 10 years, BIGPX has underperformed VBIAX with an annualized return of 3.67%, while VBIAX has yielded a comparatively higher 7.48% annualized return.


BIGPX

YTD

11.60%

1M

-0.67%

6M

3.15%

1Y

11.41%

5Y*

5.30%

10Y*

3.67%

VBIAX

YTD

14.73%

1M

-0.47%

6M

6.58%

1Y

15.09%

5Y*

7.05%

10Y*

7.48%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BIGPX vs. VBIAX - Expense Ratio Comparison

BIGPX has a 0.43% expense ratio, which is higher than VBIAX's 0.07% expense ratio.


BIGPX
BlackRock 60/40 Target Allocation Fund Class I
Expense ratio chart for BIGPX: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
Expense ratio chart for VBIAX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

BIGPX vs. VBIAX - 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 Vanguard Balanced Index Fund Admiral Shares (VBIAX). 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.


Sharpe ratio
The chart of Sharpe ratio for BIGPX, currently valued at 1.30, compared to the broader market-1.000.001.002.003.004.001.301.90
The chart of Sortino ratio for BIGPX, currently valued at 1.86, compared to the broader market-2.000.002.004.006.008.0010.001.862.63
The chart of Omega ratio for BIGPX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.35
The chart of Calmar ratio for BIGPX, currently valued at 1.18, compared to the broader market0.002.004.006.008.0010.0012.0014.001.181.89
The chart of Martin ratio for BIGPX, currently valued at 7.33, compared to the broader market0.0020.0040.0060.007.3311.78
BIGPX
VBIAX

The current BIGPX Sharpe Ratio is 1.30, which is lower than the VBIAX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of BIGPX and VBIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.30
1.90
BIGPX
VBIAX

Dividends

BIGPX vs. VBIAX - Dividend Comparison

BIGPX's dividend yield for the trailing twelve months is around 2.11%, more than VBIAX's 1.53% yield.


TTM20232022202120202019201820172016201520142013
BIGPX
BlackRock 60/40 Target Allocation Fund Class I
0.00%2.35%2.60%2.26%1.37%2.57%1.79%2.24%1.76%1.91%3.77%1.54%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
1.53%2.04%1.93%1.39%1.66%2.12%2.32%1.95%2.09%2.09%1.92%1.85%

Drawdowns

BIGPX vs. VBIAX - Drawdown Comparison

The maximum BIGPX drawdown since its inception was -49.06%, which is greater than VBIAX's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for BIGPX and VBIAX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.14%
-2.69%
BIGPX
VBIAX

Volatility

BIGPX vs. VBIAX - Volatility Comparison

The current volatility for BlackRock 60/40 Target Allocation Fund Class I (BIGPX) is 2.64%, while Vanguard Balanced Index Fund Admiral Shares (VBIAX) has a volatility of 2.86%. This indicates that BIGPX experiences smaller price fluctuations and is considered to be less risky than VBIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
2.64%
2.86%
BIGPX
VBIAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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