PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BLPAX vs. GAIOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BLPAXGAIOX
YTD Return1.66%2.83%
1Y Return10.93%15.45%
3Y Return (Ann)2.27%3.48%
5Y Return (Ann)6.91%8.72%
10Y Return (Ann)6.84%8.10%
Sharpe Ratio1.361.64
Daily Std Dev8.07%9.43%
Max Drawdown-23.21%-26.85%
Current Drawdown-3.46%-3.87%

Correlation

-0.50.00.51.01.0

The correlation between BLPAX and GAIOX is 0.98, 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.

Performance

BLPAX vs. GAIOX - Performance Comparison

In the year-to-date period, BLPAX achieves a 1.66% return, which is significantly lower than GAIOX's 2.83% return. Over the past 10 years, BLPAX has underperformed GAIOX with an annualized return of 6.84%, while GAIOX has yielded a comparatively higher 8.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


120.00%140.00%160.00%180.00%200.00%NovemberDecember2024FebruaryMarchApril
151.94%
195.98%
BLPAX
GAIOX

Compare stocks, funds, or ETFs

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


American Funds Moderate Growth and Income Portfolio Class A

American Funds Growth and Income Portfolio

BLPAX vs. GAIOX - Expense Ratio Comparison

Both BLPAX and GAIOX have an expense ratio of 0.66%.


BLPAX
American Funds Moderate Growth and Income Portfolio Class A
Expense ratio chart for BLPAX: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for GAIOX: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%

Risk-Adjusted Performance

BLPAX vs. GAIOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Moderate Growth and Income Portfolio Class A (BLPAX) and American Funds Growth and Income Portfolio (GAIOX). 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.


BLPAX
Sharpe ratio
The chart of Sharpe ratio for BLPAX, currently valued at 1.36, compared to the broader market-1.000.001.002.003.004.001.36
Sortino ratio
The chart of Sortino ratio for BLPAX, currently valued at 2.07, compared to the broader market-2.000.002.004.006.008.0010.0012.002.07
Omega ratio
The chart of Omega ratio for BLPAX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for BLPAX, currently valued at 0.84, compared to the broader market0.002.004.006.008.0010.0012.000.84
Martin ratio
The chart of Martin ratio for BLPAX, currently valued at 4.26, compared to the broader market0.0020.0040.0060.004.26
GAIOX
Sharpe ratio
The chart of Sharpe ratio for GAIOX, currently valued at 1.64, compared to the broader market-1.000.001.002.003.004.001.64
Sortino ratio
The chart of Sortino ratio for GAIOX, currently valued at 2.45, compared to the broader market-2.000.002.004.006.008.0010.0012.002.45
Omega ratio
The chart of Omega ratio for GAIOX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for GAIOX, currently valued at 1.16, compared to the broader market0.002.004.006.008.0010.0012.001.16
Martin ratio
The chart of Martin ratio for GAIOX, currently valued at 5.60, compared to the broader market0.0020.0040.0060.005.60

BLPAX vs. GAIOX - Sharpe Ratio Comparison

The current BLPAX Sharpe Ratio is 1.36, which roughly equals the GAIOX Sharpe Ratio of 1.64. The chart below compares the 12-month rolling Sharpe Ratio of BLPAX and GAIOX.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
1.36
1.64
BLPAX
GAIOX

Dividends

BLPAX vs. GAIOX - Dividend Comparison

BLPAX's dividend yield for the trailing twelve months is around 2.23%, less than GAIOX's 2.71% yield.


TTM20232022202120202019201820172016201520142013
BLPAX
American Funds Moderate Growth and Income Portfolio Class A
2.23%2.29%6.01%4.97%2.56%3.83%4.69%3.48%3.66%3.69%2.86%1.68%
GAIOX
American Funds Growth and Income Portfolio
2.71%2.81%6.45%5.13%4.00%6.25%6.10%3.45%4.39%4.60%4.60%2.81%

Drawdowns

BLPAX vs. GAIOX - Drawdown Comparison

The maximum BLPAX drawdown since its inception was -23.21%, smaller than the maximum GAIOX drawdown of -26.85%. Use the drawdown chart below to compare losses from any high point for BLPAX and GAIOX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.46%
-3.87%
BLPAX
GAIOX

Volatility

BLPAX vs. GAIOX - Volatility Comparison

The current volatility for American Funds Moderate Growth and Income Portfolio Class A (BLPAX) is 2.19%, while American Funds Growth and Income Portfolio (GAIOX) has a volatility of 2.55%. This indicates that BLPAX experiences smaller price fluctuations and is considered to be less risky than GAIOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%NovemberDecember2024FebruaryMarchApril
2.19%
2.55%
BLPAX
GAIOX