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BIICX vs. IOEZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIICX vs. IOEZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Multi-Asset Income Portfolio (BIICX) and ICON Equity Income Fund (IOEZX). The values are adjusted to include any dividend payments, if applicable.

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BIICX vs. IOEZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIICX
BlackRock Multi-Asset Income Portfolio
-1.67%11.80%7.64%9.46%-12.29%6.94%6.61%13.89%-3.55%9.06%
IOEZX
ICON Equity Income Fund
8.64%14.29%6.12%3.82%-13.56%24.15%3.16%27.70%-10.11%13.59%

Returns By Period

In the year-to-date period, BIICX achieves a -1.67% return, which is significantly lower than IOEZX's 8.64% return. Over the past 10 years, BIICX has underperformed IOEZX with an annualized return of 5.12%, while IOEZX has yielded a comparatively higher 8.27% annualized return.


BIICX

1D
0.19%
1M
-4.81%
YTD
-1.67%
6M
0.06%
1Y
7.75%
3Y*
7.86%
5Y*
3.54%
10Y*
5.12%

IOEZX

1D
-0.67%
1M
-4.99%
YTD
8.64%
6M
12.25%
1Y
19.34%
3Y*
11.13%
5Y*
4.83%
10Y*
8.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIICX vs. IOEZX - Expense Ratio Comparison

BIICX has a 0.55% expense ratio, which is lower than IOEZX's 1.00% expense ratio.


Return for Risk

BIICX vs. IOEZX — Risk / Return Rank

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

BIICX
BIICX Risk / Return Rank: 7474
Overall Rank
BIICX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BIICX Sortino Ratio Rank: 7777
Sortino Ratio Rank
BIICX Omega Ratio Rank: 7474
Omega Ratio Rank
BIICX Calmar Ratio Rank: 7373
Calmar Ratio Rank
BIICX Martin Ratio Rank: 7070
Martin Ratio Rank

IOEZX
IOEZX Risk / Return Rank: 7070
Overall Rank
IOEZX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IOEZX Sortino Ratio Rank: 7474
Sortino Ratio Rank
IOEZX Omega Ratio Rank: 6565
Omega Ratio Rank
IOEZX Calmar Ratio Rank: 7070
Calmar Ratio Rank
IOEZX Martin Ratio Rank: 7070
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.

BIICX vs. IOEZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Multi-Asset Income Portfolio (BIICX) and ICON Equity Income Fund (IOEZX). 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.


BIICXIOEZXDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.28

+0.09

Sortino ratio

Return per unit of downside risk

1.90

1.84

+0.05

Omega ratio

Gain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratio

Return relative to maximum drawdown

1.67

1.62

+0.04

Martin ratio

Return relative to average drawdown

6.62

6.69

-0.07

BIICX vs. IOEZX - Sharpe Ratio Comparison

The current BIICX Sharpe Ratio is 1.37, which is comparable to the IOEZX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of BIICX and IOEZX, 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


BIICXIOEZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.28

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.35

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.50

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.39

+0.31

Correlation

The correlation between BIICX and IOEZX is 0.77, 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

BIICX vs. IOEZX - Dividend Comparison

BIICX's dividend yield for the trailing twelve months is around 6.22%, more than IOEZX's 2.50% yield.


TTM20252024202320222021202020192018201720162015
BIICX
BlackRock Multi-Asset Income Portfolio
6.22%6.50%6.27%4.40%4.44%5.13%4.32%4.94%5.52%4.85%4.95%5.61%
IOEZX
ICON Equity Income Fund
2.50%3.56%4.32%3.75%13.63%12.92%3.68%4.74%3.80%3.13%3.32%4.24%

Drawdowns

BIICX vs. IOEZX - Drawdown Comparison

The maximum BIICX drawdown since its inception was -33.25%, smaller than the maximum IOEZX drawdown of -56.15%. Use the drawdown chart below to compare losses from any high point for BIICX and IOEZX.


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Drawdown Indicators


BIICXIOEZXDifference

Max Drawdown

Largest peak-to-trough decline

-33.25%

-56.15%

+22.90%

Max Drawdown (1Y)

Largest decline over 1 year

-4.99%

-11.71%

+6.72%

Max Drawdown (5Y)

Largest decline over 5 years

-17.51%

-21.47%

+3.96%

Max Drawdown (10Y)

Largest decline over 10 years

-19.72%

-38.12%

+18.40%

Current Drawdown

Current decline from peak

-4.81%

-4.99%

+0.18%

Average Drawdown

Average peak-to-trough decline

-3.68%

-8.64%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

2.84%

-1.59%

Volatility

BIICX vs. IOEZX - Volatility Comparison

The current volatility for BlackRock Multi-Asset Income Portfolio (BIICX) is 2.34%, while ICON Equity Income Fund (IOEZX) has a volatility of 4.25%. This indicates that BIICX experiences smaller price fluctuations and is considered to be less risky than IOEZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIICXIOEZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

4.25%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

3.69%

8.69%

-5.00%

Volatility (1Y)

Calculated over the trailing 1-year period

6.26%

15.56%

-9.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.20%

13.90%

-7.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.01%

16.44%

-10.43%