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FAQTX vs. BLPFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAQTX vs. BLPFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds 2035 Target Date Retirement Fund Class F-1 (FAQTX) and American Funds Moderate Growth and Income Portfolio Class F-1 (BLPFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FAQTX achieves a 5.75% return, which is significantly lower than BLPFX's 6.65% return. Over the past 10 years, FAQTX has outperformed BLPFX with an annualized return of 9.93%, while BLPFX has yielded a comparatively lower 8.83% annualized return.


FAQTX

1D
0.14%
1M
-0.36%
6M
2.96%
YTD
5.75%
1Y
11.86%
3Y*
13.08%
5Y*
7.05%
10Y*
9.93%
ALL TIME*
8.94%

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

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FAQTX vs. BLPFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAQTX
American Funds 2035 Target Date Retirement Fund Class F-1
5.75%16.70%12.40%16.47%-16.54%15.16%17.15%22.78%-5.50%20.65%
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%16.67%

Correlation

The correlation between FAQTX and BLPFX is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.99

Correlation (3Y)
Balances recent behavior with more history.

0.99

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.99

Correlation (10Y)
Provides a long-term view across more market conditions.

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2014

0.98

The correlation between FAQTX and BLPFX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

FAQTX vs. BLPFX — Risk / Return Rank

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

FAQTX
FAQTX Risk / Return Rank: 4545
Overall Rank
FAQTX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FAQTX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FAQTX Omega Ratio Rank: 4444
Omega Ratio Rank
FAQTX Calmar Ratio Rank: 4040
Calmar Ratio Rank
FAQTX Martin Ratio Rank: 5151
Martin Ratio Rank

BLPFX
BLPFX Risk / Return Rank: 5757
Overall Rank
BLPFX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BLPFX Sortino Ratio Rank: 5858
Sortino Ratio Rank
BLPFX Omega Ratio Rank: 5959
Omega Ratio Rank
BLPFX Calmar Ratio Rank: 4848
Calmar Ratio Rank
BLPFX Martin Ratio Rank: 6060
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.

FAQTX vs. BLPFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds 2035 Target Date Retirement Fund Class F-1 (FAQTX) and American Funds Moderate Growth and Income Portfolio Class F-1 (BLPFX). 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.


FAQTXBLPFXDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.24

1.27

-0.03

Calmar ratioReturn relative to maximum drawdown

1.65

1.85

-0.20

Martin ratioReturn relative to average drawdown

7.17

7.95

-0.78

FAQTX vs. BLPFX - Sharpe Ratio Comparison

The current FAQTX Sharpe Ratio is 1.28, which is comparable to the BLPFX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of FAQTX and BLPFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FAQTX vs. BLPFX - Drawdown Comparison

The maximum FAQTX drawdown since its inception was -26.70%, which is greater than BLPFX's maximum drawdown of -23.21%. Use the drawdown chart below to compare losses from any high point for FAQTX and BLPFX.


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Drawdown Indicators


FAQTXBLPFXDifference

Max Drawdown

Largest peak-to-trough decline

-26.70%

-23.21%

-3.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-7.08%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-10.56%

-10.36%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-23.34%

-20.72%

-2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-26.70%

-23.21%

-3.49%

Current Drawdown

Current decline from peak

-1.53%

-1.36%

-0.17%

Average Drawdown

Average peak-to-trough decline

-3.89%

-2.90%

-0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.65%

-0.04%

Volatility

FAQTX vs. BLPFX - Volatility Comparison

American Funds 2035 Target Date Retirement Fund Class F-1 (FAQTX) and American Funds Moderate Growth and Income Portfolio Class F-1 (BLPFX) have volatilities of 1.98% and 1.95%, 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.


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Volatility by Period


FAQTXBLPFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.98%

1.95%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.24%

7.27%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

9.03%

9.01%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.51%

10.47%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.66%

10.81%

+1.85%

FAQTX vs. BLPFX - Expense Ratio Comparison

Both FAQTX and BLPFX have an expense ratio of 0.70%.


Dividends

FAQTX vs. BLPFX - Dividend Comparison

FAQTX's dividend yield for the trailing twelve months is around 5.67%, less than BLPFX's 5.76% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
FAQTX
American Funds 2035 Target Date Retirement Fund Class F-1
5.67%6.00%4.26%2.61%5.41%5.26%3.56%4.23%4.82%2.43%3.73%5.68%

Frequently Asked Questions


With a correlation of 0.99, FAQTX and BLPFX 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.

FAQTX has higher volatility (1.98%) compared to BLPFX (1.95%). In terms of maximum drawdown, FAQTX dropped -26.70% vs BLPFX's -23.21%.

BLPFX currently has the higher Sharpe Ratio (1.46 vs 1.28), 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.

Portfolio Optimizer

Find the right allocation for FAQTX and BLPFX

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