BLPFX vs. PALDX

Last updated Jul 29, 2026

BLPFX (American Funds Moderate Growth and Income Portfolio Class F-1) and PALDX (PGIM 60/40 Allocation Fund) are both Diversified Portfolio funds. Over the past 5 years, BLPFX returned 7.27%/yr vs 8.47%/yr for PALDX. Their correlation of 0.92 means they have usually moved in the same direction. BLPFX charges 0.70%/yr vs 0.03%/yr for PALDX.

Performance

BLPFX vs. PALDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Moderate Growth and Income Portfolio Class F-1 (BLPFX) and PGIM 60/40 Allocation Fund (PALDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BLPFX achieves a 6.65% return, which is significantly higher than PALDX's 6.25% return.

BLPFX

• 1D: 0.09%
• 1M: -0.19%
• 6M: 3.43%
• YTD: 6.65%
• 1Y: 13.42%
• 3Y*: 13.09%
• 5Y*: 7.27%
• 10Y*: 8.83%
• ALL TIME*: 9.17%

PALDX

• 1D: 0.07%
• 1M: 0.07%
• 6M: 4.47%
• YTD: 6.25%
• 1Y: 14.01%
• 3Y*: 14.72%
• 5Y*: 8.47%
• 10Y*: —
• ALL TIME*: 9.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BLPFX American Funds Moderate Growth and Income Portfolio Class F-1	$0.00	$0.00	$0.00
PALDX PGIM 60/40 Allocation Fund	$0.00	$0.00	$0.00

BLPFX vs. PALDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BLPFX American Funds Moderate Growth and Income Portfolio Class F-1	6.65%	16.99%	11.25%	13.80%	-13.59%	13.75%	13.17%	19.49%	-4.63%	4.01%
PALDX PGIM 60/40 Allocation Fund	6.25%	13.62%	18.96%	18.90%	-15.65%	16.30%	10.68%	22.27%	-4.12%	5.95%

Correlation

The correlation between BLPFX and PALDX 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.	0.92
Correlation (5Y) Shows whether the relationship held over a longer period.	0.94
Correlation (All Time) Calculated using the full available price history since Sep 13, 2017	0.92

The correlation between BLPFX and PALDX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

Return for Risk

BLPFX vs. PALDX — Risk / Return Rank

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

BLPFX

BLPFX Risk / Return Rank: 57
BLPFX Sharpe Ratio Rank: 59
BLPFX Sortino Ratio Rank: 58
BLPFX Omega Ratio Rank: 59
BLPFX Calmar Ratio Rank: 48
BLPFX Martin Ratio Rank: 60

PALDX

PALDX Risk / Return Rank: 73
PALDX Sharpe Ratio Rank: 71
PALDX Sortino Ratio Rank: 71
PALDX Omega Ratio Rank: 70
PALDX Calmar Ratio Rank: 72
PALDX Martin Ratio Rank: 84

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.

BLPFX vs. PALDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Moderate Growth and Income Portfolio Class F-1 (BLPFX) and PGIM 60/40 Allocation Fund (PALDX). 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.

	BLPFX	PALDX	Difference
Sharpe ratio: Return per unit of total volatility	1.46	1.66	-0.20
Sortino ratio: Return per unit of downside risk	2.10	2.39	-0.29
Omega ratio: Gain probability vs. loss probability	1.27	1.30	-0.03
Calmar ratio: Return relative to maximum drawdown	1.85	2.34	-0.49
Martin ratio: Return relative to average drawdown	7.95	10.56	-2.60

BLPFX vs. PALDX - Sharpe Ratio Comparison

The current BLPFX Sharpe Ratio is 1.46, which is comparable to the PALDX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of BLPFX and PALDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BLPFX vs. PALDX - Drawdown Comparison

The maximum BLPFX drawdown since its inception was -23.21%, smaller than the maximum PALDX drawdown of -26.16%. Use the drawdown chart below to compare losses from any high point for BLPFX and PALDX.

Drawdown Indicators

	BLPFX	PALDX	Difference
Max Drawdown Largest peak-to-trough decline	-23.21%	-26.16%	+2.95%
Max Drawdown (1Y) Largest decline over 1 year	-7.08%	-5.96%	-1.12%
Max Drawdown (3Y) Largest decline over 3 years	-10.36%	-16.06%	+5.70%
Max Drawdown (5Y) Largest decline over 5 years	-20.72%	-20.47%	-0.25%
Max Drawdown (10Y) Largest decline over 10 years	-23.21%	—	—
Current Drawdown Current decline from peak	-1.36%	-1.52%	+0.16%
Average Drawdown Average peak-to-trough decline	-2.90%	-4.03%	+1.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.65%	1.32%	+0.33%

Volatility

BLPFX vs. PALDX - Volatility Comparison

American Funds Moderate Growth and Income Portfolio Class F-1 (BLPFX) and PGIM 60/40 Allocation Fund (PALDX) have volatilities of 1.95% and 1.98%, 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.

Volatility by Period

	BLPFX	PALDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.95%	1.98%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	7.27%	6.78%	+0.49%
Volatility (1Y) Calculated over the trailing 1-year period	9.01%	8.45%	+0.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.47%	12.18%	-1.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.81%	12.65%	-1.84%

BLPFX vs. PALDX - Expense Ratio Comparison

BLPFX has a 0.70% expense ratio, which is higher than PALDX's 0.03% expense ratio.

Dividends

BLPFX vs. PALDX - Dividend Comparison

BLPFX's dividend yield for the trailing twelve months is around 5.76%, more than PALDX's 5.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BLPFX American Funds Moderate Growth and Income Portfolio Class F-1	5.76%	6.05%	3.55%	2.24%	5.95%	4.92%	2.52%	3.79%	4.64%	3.44%	3.61%	3.64%
PALDX PGIM 60/40 Allocation Fund	5.10%	5.42%	10.40%	2.94%	6.19%	6.87%	2.58%	4.58%	3.65%	1.48%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BLPFX and PALDX in my portfolio?

With a correlation of 0.93, BLPFX and PALDX 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.

Which is riskier, BLPFX or PALDX?

PALDX has higher volatility (1.98%) compared to BLPFX (1.95%). In terms of maximum drawdown, BLPFX dropped -23.21% vs PALDX's -26.16%.

Which has better risk-adjusted returns?

PALDX currently has the higher Sharpe Ratio (1.66 vs 1.46), 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.