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MABAX vs. AUXFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MABAX vs. AUXFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Large Cap Focus Value Fund (MABAX) and Auxier Focus Fund (AUXFX). The values are adjusted to include any dividend payments, if applicable.

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MABAX vs. AUXFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MABAX
BlackRock Large Cap Focus Value Fund
-5.86%25.33%10.30%16.22%-4.59%21.48%3.48%24.17%-7.63%6.74%
AUXFX
Auxier Focus Fund
0.28%15.23%11.31%9.76%-4.52%20.03%6.04%20.20%-4.13%17.75%

Returns By Period

In the year-to-date period, MABAX achieves a -5.86% return, which is significantly lower than AUXFX's 0.28% return. Both investments have delivered pretty close results over the past 10 years, with MABAX having a 9.86% annualized return and AUXFX not far behind at 9.45%.


MABAX

1D
0.00%
1M
-9.42%
YTD
-5.86%
6M
0.30%
1Y
14.21%
3Y*
13.63%
5Y*
9.28%
10Y*
9.86%

AUXFX

1D
0.06%
1M
-5.27%
YTD
0.28%
6M
2.29%
1Y
10.43%
3Y*
11.92%
5Y*
8.42%
10Y*
9.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MABAX vs. AUXFX - Expense Ratio Comparison

MABAX has a 0.54% expense ratio, which is lower than AUXFX's 0.92% expense ratio.


Return for Risk

MABAX vs. AUXFX — Risk / Return Rank

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

MABAX
MABAX Risk / Return Rank: 4242
Overall Rank
MABAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MABAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
MABAX Omega Ratio Rank: 4242
Omega Ratio Rank
MABAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
MABAX Martin Ratio Rank: 4040
Martin Ratio Rank

AUXFX
AUXFX Risk / Return Rank: 5151
Overall Rank
AUXFX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
AUXFX Sortino Ratio Rank: 4949
Sortino Ratio Rank
AUXFX Omega Ratio Rank: 4949
Omega Ratio Rank
AUXFX Calmar Ratio Rank: 5151
Calmar Ratio Rank
AUXFX Martin Ratio Rank: 5656
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.

MABAX vs. AUXFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Large Cap Focus Value Fund (MABAX) and Auxier Focus Fund (AUXFX). 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.


MABAXAUXFXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.97

-0.08

Sortino ratio

Return per unit of downside risk

1.33

1.41

-0.08

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.03

1.25

-0.23

Martin ratio

Return relative to average drawdown

4.16

5.44

-1.28

MABAX vs. AUXFX - Sharpe Ratio Comparison

The current MABAX Sharpe Ratio is 0.89, which is comparable to the AUXFX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of MABAX and AUXFX, 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


MABAXAUXFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.97

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.69

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.62

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.57

+0.13

Correlation

The correlation between MABAX and AUXFX is 0.89, 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

MABAX vs. AUXFX - Dividend Comparison

MABAX's dividend yield for the trailing twelve months is around 15.57%, more than AUXFX's 2.83% yield.


TTM20252024202320222021202020192018201720162015
MABAX
BlackRock Large Cap Focus Value Fund
15.57%14.66%9.18%4.84%11.41%18.17%12.42%12.76%29.20%3.10%1.46%14.94%
AUXFX
Auxier Focus Fund
2.83%2.84%3.41%4.38%3.02%2.49%2.36%6.03%6.82%5.52%2.77%5.76%

Drawdowns

MABAX vs. AUXFX - Drawdown Comparison

The maximum MABAX drawdown since its inception was -54.63%, which is greater than AUXFX's maximum drawdown of -39.82%. Use the drawdown chart below to compare losses from any high point for MABAX and AUXFX.


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Drawdown Indicators


MABAXAUXFXDifference

Max Drawdown

Largest peak-to-trough decline

-54.63%

-39.82%

-14.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-8.19%

-4.57%

Max Drawdown (5Y)

Largest decline over 5 years

-19.15%

-15.73%

-3.42%

Max Drawdown (10Y)

Largest decline over 10 years

-39.44%

-33.69%

-5.75%

Current Drawdown

Current decline from peak

-11.19%

-5.27%

-5.92%

Average Drawdown

Average peak-to-trough decline

-6.46%

-4.44%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

1.88%

+1.27%

Volatility

MABAX vs. AUXFX - Volatility Comparison

BlackRock Large Cap Focus Value Fund (MABAX) has a higher volatility of 4.50% compared to Auxier Focus Fund (AUXFX) at 2.91%. This indicates that MABAX's price experiences larger fluctuations and is considered to be riskier than AUXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MABAXAUXFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

2.91%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

6.40%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

16.78%

12.08%

+4.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.77%

12.20%

+3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

15.19%

+3.21%