PortfoliosLab logoPortfoliosLab logo
BIMPX vs. VGSTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIMPX vs. VGSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock 40/60 Target Allocation Fund (BIMPX) and Vanguard STAR Fund (VGSTX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BIMPX achieves a 5.18% return, which is significantly lower than VGSTX's 6.00% return. Over the past 10 years, BIMPX has underperformed VGSTX with an annualized return of 6.45%, while VGSTX has yielded a comparatively higher 9.31% annualized return.


BIMPX

1D
1.05%
1M
-1.17%
6M
3.67%
YTD
5.18%
1Y
11.77%
3Y*
9.05%
5Y*
4.16%
10Y*
6.45%
ALL TIME*
6.10%

VGSTX

1D
1.02%
1M
-0.29%
6M
4.18%
YTD
6.00%
1Y
14.88%
3Y*
12.97%
5Y*
6.22%
10Y*
9.31%
ALL TIME*
8.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

BIMPX vs. VGSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIMPX
BlackRock 40/60 Target Allocation Fund
5.18%13.43%4.93%12.41%-14.84%3.51%19.76%16.65%-3.77%11.77%
VGSTX
Vanguard STAR Fund
6.00%15.88%13.69%17.14%-18.05%9.65%21.45%22.21%-5.33%16.95%

Correlation

The correlation between BIMPX and VGSTX is 0.93, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.93

Correlation (3Y)
Balances recent behavior with more history.

0.89

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.89

Correlation (10Y)
Provides a long-term view across more market conditions.

0.89

Correlation (All Time)
Calculated using the full available price history since Dec 26, 2006

0.93

The correlation between BIMPX and VGSTX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

BIMPX vs. VGSTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BIMPX
BIMPX Risk / Return Rank: 6363
Overall Rank
BIMPX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BIMPX Sortino Ratio Rank: 6363
Sortino Ratio Rank
BIMPX Omega Ratio Rank: 6363
Omega Ratio Rank
BIMPX Calmar Ratio Rank: 5959
Calmar Ratio Rank
BIMPX Martin Ratio Rank: 6666
Martin Ratio Rank

VGSTX
VGSTX Risk / Return Rank: 6666
Overall Rank
VGSTX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VGSTX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VGSTX Omega Ratio Rank: 6464
Omega Ratio Rank
VGSTX Calmar Ratio Rank: 6363
Calmar Ratio Rank
VGSTX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BIMPX vs. VGSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock 40/60 Target Allocation Fund (BIMPX) and Vanguard STAR Fund (VGSTX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BIMPXVGSTXDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.28

1.27

+0.01

Calmar ratioReturn relative to maximum drawdown

2.01

2.04

-0.03

Martin ratioReturn relative to average drawdown

8.23

8.62

-0.39

BIMPX vs. VGSTX - Sharpe Ratio Comparison

The current BIMPX Sharpe Ratio is 1.49, which is comparable to the VGSTX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of BIMPX and VGSTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BIMPX vs. VGSTX - Drawdown Comparison

The maximum BIMPX drawdown since its inception was -39.37%, roughly equal to the maximum VGSTX drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for BIMPX and VGSTX.


Loading charts...

Drawdown Indicators


BIMPXVGSTXDifference

Max Drawdown

Largest peak-to-trough decline

-39.37%

-38.62%

-0.75%

Max Drawdown (1Y)

Largest decline over 1 year

-5.74%

-6.76%

+1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-11.11%

-11.77%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-19.85%

-25.55%

+5.70%

Max Drawdown (10Y)

Largest decline over 10 years

-19.85%

-25.55%

+5.70%

Current Drawdown

Current decline from peak

-1.84%

-0.94%

-0.90%

Average Drawdown

Average peak-to-trough decline

-4.75%

-4.02%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

1.60%

-0.20%

Volatility

BIMPX vs. VGSTX - Volatility Comparison

BlackRock 40/60 Target Allocation Fund (BIMPX) and Vanguard STAR Fund (VGSTX) have volatilities of 2.35% and 2.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BIMPXVGSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

2.35%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

6.77%

7.36%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

7.76%

9.06%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.30%

11.91%

-2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.62%

11.81%

-3.19%

BIMPX vs. VGSTX - Expense Ratio Comparison

BIMPX has a 0.11% expense ratio, which is lower than VGSTX's 0.29% expense ratio.


Dividends

BIMPX vs. VGSTX - Dividend Comparison

BIMPX's dividend yield for the trailing twelve months is around 5.40%, less than VGSTX's 8.57% yield.


PositionTTM20252024202320222021202020192018201720162015
BIMPX
BlackRock 40/60 Target Allocation Fund
5.40%5.68%0.00%2.96%3.06%6.35%4.34%2.66%7.95%2.50%1.83%9.76%
VGSTX
Vanguard STAR Fund
8.57%9.13%10.67%5.35%8.34%6.70%6.68%6.07%6.90%3.32%4.77%5.62%

Frequently Asked Questions


With a correlation of 0.93, BIMPX and VGSTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VGSTX has higher volatility (2.35%) compared to BIMPX (2.35%). In terms of maximum drawdown, BIMPX dropped -39.37% vs VGSTX's -38.62%.

VGSTX currently has the higher Sharpe Ratio (1.52 vs 1.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BIMPX and VGSTX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer