PortfoliosLab logoPortfoliosLab logo
MACPX vs. AMBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MACPX vs. AMBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Sustainable Balanced Fund (MACPX) and American Funds American Balanced Fund® Class F-2 (AMBFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MACPX vs. AMBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MACPX
BlackRock Sustainable Balanced Fund
-1.97%15.58%12.77%16.88%-15.50%16.76%15.37%21.86%-3.18%14.61%
AMBFX
American Funds American Balanced Fund® Class F-2
-2.82%18.67%15.25%13.81%-11.93%16.00%11.06%19.45%-2.69%14.85%

Returns By Period

In the year-to-date period, MACPX achieves a -1.97% return, which is significantly higher than AMBFX's -2.82% return. Both investments have delivered pretty close results over the past 10 years, with MACPX having a 9.48% annualized return and AMBFX not far behind at 9.33%.


MACPX

1D
0.00%
1M
-5.98%
YTD
-1.97%
6M
0.11%
1Y
12.95%
3Y*
12.01%
5Y*
7.49%
10Y*
9.48%

AMBFX

1D
-0.14%
1M
-6.81%
YTD
-2.82%
6M
0.93%
1Y
15.54%
3Y*
13.72%
5Y*
8.28%
10Y*
9.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. AMBFX - Expense Ratio Comparison

MACPX has a 0.50% expense ratio, which is higher than AMBFX's 0.35% expense ratio.


Return for Risk

MACPX vs. AMBFX — Risk / Return Rank

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

MACPX
MACPX Risk / Return Rank: 7070
Overall Rank
MACPX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MACPX Sortino Ratio Rank: 7272
Sortino Ratio Rank
MACPX Omega Ratio Rank: 7272
Omega Ratio Rank
MACPX Calmar Ratio Rank: 6161
Calmar Ratio Rank
MACPX Martin Ratio Rank: 7171
Martin Ratio Rank

AMBFX
AMBFX Risk / Return Rank: 8282
Overall Rank
AMBFX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
AMBFX Sortino Ratio Rank: 8383
Sortino Ratio Rank
AMBFX Omega Ratio Rank: 7878
Omega Ratio Rank
AMBFX Calmar Ratio Rank: 8383
Calmar Ratio Rank
AMBFX Martin Ratio Rank: 8585
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.

MACPX vs. AMBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Balanced Fund (MACPX) and American Funds American Balanced Fund® Class F-2 (AMBFX). 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.


MACPXAMBFXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.45

-0.19

Sortino ratio

Return per unit of downside risk

1.77

2.12

-0.35

Omega ratio

Gain probability vs. loss probability

1.27

1.30

-0.03

Calmar ratio

Return relative to maximum drawdown

1.42

2.03

-0.61

Martin ratio

Return relative to average drawdown

6.77

8.67

-1.90

MACPX vs. AMBFX - Sharpe Ratio Comparison

The current MACPX Sharpe Ratio is 1.26, which is comparable to the AMBFX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of MACPX and AMBFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MACPXAMBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.45

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.80

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.88

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.72

-0.07

Correlation

The correlation between MACPX and AMBFX is 0.94, 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

MACPX vs. AMBFX - Dividend Comparison

MACPX's dividend yield for the trailing twelve months is around 8.97%, more than AMBFX's 8.75% yield.


TTM20252024202320222021202020192018201720162015
MACPX
BlackRock Sustainable Balanced Fund
8.97%8.79%7.66%3.00%3.91%12.46%4.22%5.49%8.12%19.65%4.94%5.32%
AMBFX
American Funds American Balanced Fund® Class F-2
8.75%8.47%7.40%2.20%2.52%4.50%4.56%4.19%6.20%4.85%4.46%5.81%

Drawdowns

MACPX vs. AMBFX - Drawdown Comparison

The maximum MACPX drawdown since its inception was -41.75%, which is greater than AMBFX's maximum drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for MACPX and AMBFX.


Loading graphics...

Drawdown Indicators


MACPXAMBFXDifference

Max Drawdown

Largest peak-to-trough decline

-41.75%

-35.05%

-6.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.92%

-7.34%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-21.84%

-18.65%

-3.19%

Max Drawdown (10Y)

Largest decline over 10 years

-24.59%

-22.31%

-2.28%

Current Drawdown

Current decline from peak

-6.18%

-7.00%

+0.82%

Average Drawdown

Average peak-to-trough decline

-5.37%

-3.61%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.72%

+0.02%

Volatility

MACPX vs. AMBFX - Volatility Comparison

BlackRock Sustainable Balanced Fund (MACPX) has a higher volatility of 3.52% compared to American Funds American Balanced Fund® Class F-2 (AMBFX) at 3.26%. This indicates that MACPX's price experiences larger fluctuations and is considered to be riskier than AMBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MACPXAMBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

3.26%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

6.06%

6.73%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

10.37%

11.10%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.03%

10.42%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.41%

10.62%

+0.79%