MACPX vs. NDARX
Compare and contrast key facts about BlackRock Sustainable Balanced Fund (MACPX) and American Funds Retirement Income Portfolio - Enhanced (NDARX).
MACPX is managed by Blackrock. It was launched on Nov 7, 1973. NDARX is managed by American Funds. It was launched on Aug 27, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MACPX or NDARX.
Performance
MACPX vs. NDARX - Performance Comparison
Returns By Period
In the year-to-date period, MACPX achieves a 13.88% return, which is significantly higher than NDARX's 12.13% return.
MACPX
13.88%
-0.54%
6.40%
19.86%
9.88%
8.81%
NDARX
12.13%
-1.00%
6.21%
18.41%
7.25%
N/A
Key characteristics
| MACPX | NDARX | |
|---|---|---|
| Sharpe Ratio | 2.42 | 2.55 |
| Sortino Ratio | 3.39 | 3.62 |
| Omega Ratio | 1.48 | 1.48 |
| Calmar Ratio | 3.05 | 3.20 |
| Martin Ratio | 16.34 | 17.59 |
| Ulcer Index | 1.21% | 1.04% |
| Daily Std Dev | 8.15% | 7.15% |
| Max Drawdown | -41.75% | -23.62% |
| Current Drawdown | -1.19% | -1.63% |
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MACPX vs. NDARX - Expense Ratio Comparison
MACPX has a 0.50% expense ratio, which is higher than NDARX's 0.34% expense ratio.
Correlation
The correlation between MACPX and NDARX 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.
Risk-Adjusted Performance
MACPX vs. NDARX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Balanced Fund (MACPX) and American Funds Retirement Income Portfolio - Enhanced (NDARX). 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.
Dividends
MACPX vs. NDARX - Dividend Comparison
MACPX's dividend yield for the trailing twelve months is around 3.24%, more than NDARX's 2.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MACPX BlackRock Sustainable Balanced Fund | 3.24% | 3.00% | 0.61% | 0.73% | 1.17% | 1.82% | 2.14% | 1.88% | 1.59% | 1.68% | 2.16% | 2.45% |
NDARX American Funds Retirement Income Portfolio - Enhanced | 2.90% | 3.03% | 2.93% | 2.25% | 2.59% | 2.61% | 2.88% | 2.39% | 2.50% | 0.71% | 0.00% | 0.00% |
Drawdowns
MACPX vs. NDARX - Drawdown Comparison
The maximum MACPX drawdown since its inception was -41.75%, which is greater than NDARX's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for MACPX and NDARX. For additional features, visit the drawdowns tool.
Volatility
MACPX vs. NDARX - Volatility Comparison
BlackRock Sustainable Balanced Fund (MACPX) and American Funds Retirement Income Portfolio - Enhanced (NDARX) have volatilities of 1.95% and 1.92%, 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.