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MACPX vs. BERIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MACPX vs. BERIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Sustainable Balanced Fund (MACPX) and Chartwell Income Fund (BERIX). The values are adjusted to include any dividend payments, if applicable.

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MACPX vs. BERIX - 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%
BERIX
Chartwell Income Fund
3.53%13.23%7.20%7.77%-10.14%7.35%4.49%9.69%-0.81%3.92%

Returns By Period

In the year-to-date period, MACPX achieves a -1.97% return, which is significantly lower than BERIX's 3.53% return. Over the past 10 years, MACPX has outperformed BERIX with an annualized return of 9.48%, while BERIX has yielded a comparatively lower 4.99% annualized return.


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%

BERIX

1D
0.20%
1M
-1.25%
YTD
3.53%
6M
6.19%
1Y
13.23%
3Y*
9.06%
5Y*
4.94%
10Y*
4.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MACPX vs. BERIX - Expense Ratio Comparison

MACPX has a 0.50% expense ratio, which is lower than BERIX's 0.64% expense ratio.


Return for Risk

MACPX vs. BERIX — 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

BERIX
BERIX Risk / Return Rank: 9696
Overall Rank
BERIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BERIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BERIX Omega Ratio Rank: 9595
Omega Ratio Rank
BERIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BERIX Martin Ratio Rank: 9797
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. BERIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Balanced Fund (MACPX) and Chartwell Income Fund (BERIX). 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.


MACPXBERIXDifference

Sharpe ratio

Return per unit of total volatility

1.26

2.54

-1.28

Sortino ratio

Return per unit of downside risk

1.77

3.26

-1.49

Omega ratio

Gain probability vs. loss probability

1.27

1.52

-0.25

Calmar ratio

Return relative to maximum drawdown

1.42

4.62

-3.20

Martin ratio

Return relative to average drawdown

6.77

17.20

-10.43

MACPX vs. BERIX - Sharpe Ratio Comparison

The current MACPX Sharpe Ratio is 1.26, which is lower than the BERIX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of MACPX and BERIX, 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


MACPXBERIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.54

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.84

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.84

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.07

-0.41

Correlation

The correlation between MACPX and BERIX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MACPX vs. BERIX - Dividend Comparison

MACPX's dividend yield for the trailing twelve months is around 8.97%, more than BERIX's 3.58% 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%
BERIX
Chartwell Income Fund
3.58%3.97%3.90%3.36%3.54%2.58%3.07%3.03%5.83%5.22%2.76%2.45%

Drawdowns

MACPX vs. BERIX - Drawdown Comparison

The maximum MACPX drawdown since its inception was -41.75%, which is greater than BERIX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for MACPX and BERIX.


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Drawdown Indicators


MACPXBERIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.75%

-20.34%

-21.41%

Max Drawdown (1Y)

Largest decline over 1 year

-7.92%

-2.95%

-4.97%

Max Drawdown (5Y)

Largest decline over 5 years

-21.84%

-15.73%

-6.11%

Max Drawdown (10Y)

Largest decline over 10 years

-24.59%

-20.34%

-4.25%

Current Drawdown

Current decline from peak

-6.18%

-1.25%

-4.93%

Average Drawdown

Average peak-to-trough decline

-5.37%

-2.60%

-2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

0.79%

+0.95%

Volatility

MACPX vs. BERIX - Volatility Comparison

BlackRock Sustainable Balanced Fund (MACPX) has a higher volatility of 3.52% compared to Chartwell Income Fund (BERIX) at 1.47%. This indicates that MACPX's price experiences larger fluctuations and is considered to be riskier than BERIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MACPXBERIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

1.47%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

6.06%

4.28%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

10.37%

5.38%

+4.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.03%

5.94%

+5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.41%

6.00%

+5.41%