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BLNDX vs. IAU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLNDX vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Standpoint Multi-Asset Fund Institutional (BLNDX) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

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BLNDX vs. IAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BLNDX
Standpoint Multi-Asset Fund Institutional
7.37%4.12%13.11%5.79%3.71%20.16%16.30%
IAU
iShares Gold Trust
10.48%63.95%26.85%12.84%-0.63%-4.00%25.03%

Returns By Period

In the year-to-date period, BLNDX achieves a 7.37% return, which is significantly lower than IAU's 10.48% return.


BLNDX

1D
0.76%
1M
0.44%
YTD
7.37%
6M
11.02%
1Y
17.46%
3Y*
9.58%
5Y*
8.74%
10Y*

IAU

1D
1.72%
1M
-10.66%
YTD
10.48%
6M
23.05%
1Y
52.36%
3Y*
33.88%
5Y*
22.19%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BLNDX vs. IAU - Expense Ratio Comparison

BLNDX has a 1.27% expense ratio, which is higher than IAU's 0.25% expense ratio.


Return for Risk

BLNDX vs. IAU — Risk / Return Rank

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

BLNDX
BLNDX Risk / Return Rank: 6464
Overall Rank
BLNDX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BLNDX Sortino Ratio Rank: 6262
Sortino Ratio Rank
BLNDX Omega Ratio Rank: 5757
Omega Ratio Rank
BLNDX Calmar Ratio Rank: 7676
Calmar Ratio Rank
BLNDX Martin Ratio Rank: 5757
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 8686
Overall Rank
IAU Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 8585
Sortino Ratio Rank
IAU Omega Ratio Rank: 8585
Omega Ratio Rank
IAU Calmar Ratio Rank: 8686
Calmar Ratio Rank
IAU Martin Ratio Rank: 8484
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.

BLNDX vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Standpoint Multi-Asset Fund Institutional (BLNDX) and iShares Gold Trust (IAU). 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.


BLNDXIAUDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.90

-0.65

Sortino ratio

Return per unit of downside risk

1.65

2.33

-0.68

Omega ratio

Gain probability vs. loss probability

1.23

1.35

-0.11

Calmar ratio

Return relative to maximum drawdown

1.87

2.72

-0.85

Martin ratio

Return relative to average drawdown

5.65

9.95

-4.30

BLNDX vs. IAU - Sharpe Ratio Comparison

The current BLNDX Sharpe Ratio is 1.26, which is lower than the IAU Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of BLNDX and IAU, 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


BLNDXIAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.90

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

1.26

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.65

+0.31

Correlation

The correlation between BLNDX and IAU is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BLNDX vs. IAU - Dividend Comparison

BLNDX's dividend yield for the trailing twelve months is around 0.68%, while IAU has not paid dividends to shareholders.


TTM202520242023202220212020
BLNDX
Standpoint Multi-Asset Fund Institutional
0.68%0.73%5.74%3.71%2.67%6.11%1.21%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BLNDX vs. IAU - Drawdown Comparison

The maximum BLNDX drawdown since its inception was -17.69%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for BLNDX and IAU.


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Drawdown Indicators


BLNDXIAUDifference

Max Drawdown

Largest peak-to-trough decline

-17.69%

-45.14%

+27.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-19.18%

+9.98%

Max Drawdown (5Y)

Largest decline over 5 years

-17.69%

-20.93%

+3.24%

Max Drawdown (10Y)

Largest decline over 10 years

-21.82%

Current Drawdown

Current decline from peak

-1.61%

-11.71%

+10.10%

Average Drawdown

Average peak-to-trough decline

-3.26%

-15.98%

+12.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

5.23%

-2.19%

Volatility

BLNDX vs. IAU - Volatility Comparison

The current volatility for Standpoint Multi-Asset Fund Institutional (BLNDX) is 3.90%, while iShares Gold Trust (IAU) has a volatility of 10.44%. This indicates that BLNDX experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLNDXIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

10.44%

-6.54%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

24.15%

-14.23%

Volatility (1Y)

Calculated over the trailing 1-year period

13.66%

27.64%

-13.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.54%

17.70%

-6.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.74%

15.83%

-4.09%