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CMGIX vs. MAEGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMGIX vs. MAEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Mid-Cap Growth Equity Portfolio (CMGIX) and BlackRock Unconstrained Equity Fund (MAEGX). The values are adjusted to include any dividend payments, if applicable.

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CMGIX vs. MAEGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMGIX
BlackRock Mid-Cap Growth Equity Portfolio
-4.58%0.49%12.44%28.24%-37.36%14.51%46.13%36.19%2.88%34.59%
MAEGX
BlackRock Unconstrained Equity Fund
-4.78%12.30%7.62%33.37%-20.23%20.72%21.90%32.76%-4.54%24.80%

Returns By Period

The year-to-date returns for both stocks are quite close, with CMGIX having a -4.58% return and MAEGX slightly lower at -4.78%. Both investments have delivered pretty close results over the past 10 years, with CMGIX having a 11.40% annualized return and MAEGX not far behind at 10.96%.


CMGIX

1D
4.24%
1M
-8.56%
YTD
-4.58%
6M
-9.13%
1Y
9.65%
3Y*
7.48%
5Y*
-0.50%
10Y*
11.40%

MAEGX

1D
3.96%
1M
-7.49%
YTD
-4.78%
6M
-4.47%
1Y
13.95%
3Y*
9.49%
5Y*
7.01%
10Y*
10.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CMGIX vs. MAEGX - Expense Ratio Comparison

CMGIX has a 0.80% expense ratio, which is lower than MAEGX's 0.95% expense ratio.


Return for Risk

CMGIX vs. MAEGX — Risk / Return Rank

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

CMGIX
CMGIX Risk / Return Rank: 1515
Overall Rank
CMGIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CMGIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
CMGIX Omega Ratio Rank: 1414
Omega Ratio Rank
CMGIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
CMGIX Martin Ratio Rank: 1515
Martin Ratio Rank

MAEGX
MAEGX Risk / Return Rank: 3131
Overall Rank
MAEGX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MAEGX Sortino Ratio Rank: 2828
Sortino Ratio Rank
MAEGX Omega Ratio Rank: 2525
Omega Ratio Rank
MAEGX Calmar Ratio Rank: 4040
Calmar Ratio Rank
MAEGX Martin Ratio Rank: 3838
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.

CMGIX vs. MAEGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Mid-Cap Growth Equity Portfolio (CMGIX) and BlackRock Unconstrained Equity Fund (MAEGX). 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.


CMGIXMAEGXDifference

Sharpe ratio

Return per unit of total volatility

0.41

0.67

-0.26

Sortino ratio

Return per unit of downside risk

0.77

1.12

-0.36

Omega ratio

Gain probability vs. loss probability

1.10

1.15

-0.05

Calmar ratio

Return relative to maximum drawdown

0.54

1.14

-0.60

Martin ratio

Return relative to average drawdown

1.69

4.34

-2.65

CMGIX vs. MAEGX - Sharpe Ratio Comparison

The current CMGIX Sharpe Ratio is 0.41, which is lower than the MAEGX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of CMGIX and MAEGX, 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


CMGIXMAEGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.67

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.35

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.58

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.48

-0.09

Correlation

The correlation between CMGIX and MAEGX is 0.84, 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.


Dividends

CMGIX vs. MAEGX - Dividend Comparison

CMGIX's dividend yield for the trailing twelve months is around 22.22%, while MAEGX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
CMGIX
BlackRock Mid-Cap Growth Equity Portfolio
22.22%21.20%0.00%0.00%0.00%4.94%0.00%0.39%4.72%3.31%0.00%2.57%
MAEGX
BlackRock Unconstrained Equity Fund
0.00%0.00%0.00%0.00%18.13%22.75%10.44%12.01%8.53%4.06%0.93%8.22%

Drawdowns

CMGIX vs. MAEGX - Drawdown Comparison

The maximum CMGIX drawdown since its inception was -73.85%, which is greater than MAEGX's maximum drawdown of -48.71%. Use the drawdown chart below to compare losses from any high point for CMGIX and MAEGX.


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Drawdown Indicators


CMGIXMAEGXDifference

Max Drawdown

Largest peak-to-trough decline

-73.85%

-48.71%

-25.14%

Max Drawdown (1Y)

Largest decline over 1 year

-14.90%

-12.69%

-2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-45.96%

-31.26%

-14.70%

Max Drawdown (10Y)

Largest decline over 10 years

-45.96%

-31.93%

-14.03%

Current Drawdown

Current decline from peak

-19.08%

-9.23%

-9.85%

Average Drawdown

Average peak-to-trough decline

-28.76%

-7.68%

-21.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.77%

3.33%

+1.44%

Volatility

CMGIX vs. MAEGX - Volatility Comparison

BlackRock Mid-Cap Growth Equity Portfolio (CMGIX) has a higher volatility of 9.67% compared to BlackRock Unconstrained Equity Fund (MAEGX) at 8.18%. This indicates that CMGIX's price experiences larger fluctuations and is considered to be riskier than MAEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMGIXMAEGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.67%

8.18%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

17.04%

13.25%

+3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

26.09%

22.15%

+3.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.00%

20.30%

+4.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.33%

18.84%

+4.49%