PortfoliosLab logo
BLPAX vs. VGHAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLPAX and VGHAX is 0.75, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

BLPAX vs. VGHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Moderate Growth and Income Portfolio Class A (BLPAX) and Vanguard Health Care Fund Admiral Shares (VGHAX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
130.84%
300.77%
BLPAX
VGHAX

Key characteristics

Sharpe Ratio

BLPAX:

0.63

VGHAX:

-0.44

Sortino Ratio

BLPAX:

0.92

VGHAX:

-0.50

Omega Ratio

BLPAX:

1.13

VGHAX:

0.94

Calmar Ratio

BLPAX:

0.69

VGHAX:

-0.27

Martin Ratio

BLPAX:

3.00

VGHAX:

-0.63

Ulcer Index

BLPAX:

2.38%

VGHAX:

10.30%

Daily Std Dev

BLPAX:

11.42%

VGHAX:

14.79%

Max Drawdown

BLPAX:

-23.27%

VGHAX:

-36.85%

Current Drawdown

BLPAX:

-4.02%

VGHAX:

-19.25%

Returns By Period

In the year-to-date period, BLPAX achieves a 0.18% return, which is significantly higher than VGHAX's -3.84% return. Over the past 10 years, BLPAX has underperformed VGHAX with an annualized return of 4.76%, while VGHAX has yielded a comparatively higher 5.99% annualized return.


BLPAX

YTD

0.18%

1M

-0.33%

6M

-1.81%

1Y

6.96%

5Y*

6.75%

10Y*

4.76%

VGHAX

YTD

-3.84%

1M

-3.14%

6M

-12.52%

1Y

-6.76%

5Y*

5.09%

10Y*

5.99%

*Annualized

Compare stocks, funds, or ETFs

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


BLPAX vs. VGHAX - Expense Ratio Comparison

BLPAX has a 0.66% expense ratio, which is higher than VGHAX's 0.25% expense ratio.


Expense ratio chart for BLPAX: current value is 0.66%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BLPAX: 0.66%
Expense ratio chart for VGHAX: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGHAX: 0.25%

Risk-Adjusted Performance

BLPAX vs. VGHAX — Risk-Adjusted Performance Rank

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

BLPAX
The Risk-Adjusted Performance Rank of BLPAX is 6868
Overall Rank
The Sharpe Ratio Rank of BLPAX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of BLPAX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of BLPAX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of BLPAX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of BLPAX is 7272
Martin Ratio Rank

VGHAX
The Risk-Adjusted Performance Rank of VGHAX is 77
Overall Rank
The Sharpe Ratio Rank of VGHAX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of VGHAX is 55
Sortino Ratio Rank
The Omega Ratio Rank of VGHAX is 66
Omega Ratio Rank
The Calmar Ratio Rank of VGHAX is 77
Calmar Ratio Rank
The Martin Ratio Rank of VGHAX is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BLPAX vs. VGHAX - 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 Vanguard Health Care Fund Admiral Shares (VGHAX). 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.


The chart of Sharpe ratio for BLPAX, currently valued at 0.63, compared to the broader market-1.000.001.002.003.00
BLPAX: 0.63
VGHAX: -0.44
The chart of Sortino ratio for BLPAX, currently valued at 0.92, compared to the broader market-2.000.002.004.006.008.00
BLPAX: 0.92
VGHAX: -0.50
The chart of Omega ratio for BLPAX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
BLPAX: 1.13
VGHAX: 0.94
The chart of Calmar ratio for BLPAX, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.00
BLPAX: 0.69
VGHAX: -0.27
The chart of Martin ratio for BLPAX, currently valued at 3.00, compared to the broader market0.0010.0020.0030.0040.0050.00
BLPAX: 3.00
VGHAX: -0.63

The current BLPAX Sharpe Ratio is 0.63, which is higher than the VGHAX Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of BLPAX and VGHAX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.63
-0.44
BLPAX
VGHAX

Dividends

BLPAX vs. VGHAX - Dividend Comparison

BLPAX's dividend yield for the trailing twelve months is around 2.25%, less than VGHAX's 10.14% yield.


TTM20242023202220212020201920182017201620152014
BLPAX
American Funds Moderate Growth and Income Portfolio Class A
2.25%2.22%2.25%2.14%1.43%1.75%1.89%2.08%1.52%1.65%1.56%2.86%
VGHAX
Vanguard Health Care Fund Admiral Shares
10.14%13.12%7.22%5.49%8.36%8.02%11.87%9.24%7.36%8.60%8.21%13.08%

Drawdowns

BLPAX vs. VGHAX - Drawdown Comparison

The maximum BLPAX drawdown since its inception was -23.27%, smaller than the maximum VGHAX drawdown of -36.85%. Use the drawdown chart below to compare losses from any high point for BLPAX and VGHAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.02%
-19.25%
BLPAX
VGHAX

Volatility

BLPAX vs. VGHAX - Volatility Comparison

The current volatility for American Funds Moderate Growth and Income Portfolio Class A (BLPAX) is 7.67%, while Vanguard Health Care Fund Admiral Shares (VGHAX) has a volatility of 9.00%. This indicates that BLPAX experiences smaller price fluctuations and is considered to be less risky than VGHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
7.67%
9.00%
BLPAX
VGHAX