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MACPX vs. AABTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MACPX and AABTX is 0.91, 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.


-0.50.00.51.00.9

Performance

MACPX vs. AABTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Sustainable Balanced Fund (MACPX) and American Funds 2015 Target Date Retirement Fund (AABTX). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%240.00%260.00%JulyAugustSeptemberOctoberNovemberDecember
245.57%
147.03%
MACPX
AABTX

Key characteristics

Sharpe Ratio

MACPX:

1.72

AABTX:

1.67

Sortino Ratio

MACPX:

2.39

AABTX:

2.30

Omega Ratio

MACPX:

1.34

AABTX:

1.31

Calmar Ratio

MACPX:

2.83

AABTX:

2.77

Martin Ratio

MACPX:

11.23

AABTX:

10.03

Ulcer Index

MACPX:

1.27%

AABTX:

0.91%

Daily Std Dev

MACPX:

8.25%

AABTX:

5.48%

Max Drawdown

MACPX:

-41.75%

AABTX:

-42.44%

Current Drawdown

MACPX:

-3.18%

AABTX:

-2.13%

Returns By Period

In the year-to-date period, MACPX achieves a 12.59% return, which is significantly higher than AABTX's 8.07% return. Over the past 10 years, MACPX has outperformed AABTX with an annualized return of 8.53%, while AABTX has yielded a comparatively lower 5.35% annualized return.


MACPX

YTD

12.59%

1M

-1.02%

6M

3.59%

1Y

13.37%

5Y*

9.11%

10Y*

8.53%

AABTX

YTD

8.07%

1M

-0.39%

6M

3.79%

1Y

8.60%

5Y*

5.00%

10Y*

5.35%

Compare stocks, funds, or ETFs

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


MACPX vs. AABTX - Expense Ratio Comparison

MACPX has a 0.50% expense ratio, which is higher than AABTX's 0.33% expense ratio.


MACPX
BlackRock Sustainable Balanced Fund
Expense ratio chart for MACPX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for AABTX: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%

Risk-Adjusted Performance

MACPX vs. AABTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Balanced Fund (MACPX) and American Funds 2015 Target Date Retirement Fund (AABTX). 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.


Sharpe ratio
The chart of Sharpe ratio for MACPX, currently valued at 1.72, compared to the broader market-1.000.001.002.003.004.001.721.67
The chart of Sortino ratio for MACPX, currently valued at 2.39, compared to the broader market-2.000.002.004.006.008.0010.002.392.30
The chart of Omega ratio for MACPX, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.003.501.341.31
The chart of Calmar ratio for MACPX, currently valued at 2.83, compared to the broader market0.002.004.006.008.0010.0012.0014.002.832.77
The chart of Martin ratio for MACPX, currently valued at 11.23, compared to the broader market0.0020.0040.0060.0011.2310.03
MACPX
AABTX

The current MACPX Sharpe Ratio is 1.72, which is comparable to the AABTX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of MACPX and AABTX, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.72
1.67
MACPX
AABTX

Dividends

MACPX vs. AABTX - Dividend Comparison

MACPX's dividend yield for the trailing twelve months is around 2.49%, less than AABTX's 2.53% yield.


TTM20232022202120202019201820172016201520142013
MACPX
BlackRock Sustainable Balanced Fund
2.49%3.00%0.61%0.73%1.17%1.82%2.14%1.88%1.59%1.68%2.16%2.45%
AABTX
American Funds 2015 Target Date Retirement Fund
0.00%2.74%2.56%1.53%2.47%2.04%2.05%1.63%1.68%1.22%5.32%5.11%

Drawdowns

MACPX vs. AABTX - Drawdown Comparison

The maximum MACPX drawdown since its inception was -41.75%, roughly equal to the maximum AABTX drawdown of -42.44%. Use the drawdown chart below to compare losses from any high point for MACPX and AABTX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.18%
-2.13%
MACPX
AABTX

Volatility

MACPX vs. AABTX - Volatility Comparison

BlackRock Sustainable Balanced Fund (MACPX) has a higher volatility of 2.35% compared to American Funds 2015 Target Date Retirement Fund (AABTX) at 2.03%. This indicates that MACPX's price experiences larger fluctuations and is considered to be riskier than AABTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
2.35%
2.03%
MACPX
AABTX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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