MACPX vs. VWENX
MACPX (BlackRock Sustainable Balanced Fund) and VWENX (Vanguard Wellington Fund Admiral Shares) are both Diversified Portfolio funds. Over the past 10 years, MACPX returned 10.72%/yr vs 10.41%/yr for VWENX. Their correlation of 0.94 suggests significant overlap in exposure. MACPX charges 0.50%/yr vs 0.16%/yr for VWENX.
Performance
MACPX vs. VWENX - Performance Comparison
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Returns By Period
In the year-to-date period, MACPX achieves a 8.17% return, which is significantly higher than VWENX's 6.13% return. Both investments have delivered pretty close results over the past 10 years, with MACPX having a 10.72% annualized return and VWENX not far behind at 10.41%.
MACPX
- 1D
- -0.24%
- 1M
- 0.82%
- YTD
- 8.17%
- 6M
- 7.77%
- 1Y
- 18.95%
- 3Y*
- 14.70%
- 5Y*
- 8.48%
- 10Y*
- 10.72%
VWENX
- 1D
- -0.41%
- 1M
- 0.39%
- YTD
- 6.13%
- 6M
- 5.53%
- 1Y
- 18.65%
- 3Y*
- 15.16%
- 5Y*
- 8.72%
- 10Y*
- 10.41%
MACPX vs. VWENX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MACPX BlackRock Sustainable Balanced Fund | 8.17% | 15.58% | 12.77% | 16.88% | -15.50% | 16.76% | 15.37% | 21.86% | -3.18% | 14.61% |
VWENX Vanguard Wellington Fund Admiral Shares | 6.13% | 16.63% | 14.82% | 14.40% | -14.31% | 19.09% | 10.66% | 22.61% | -3.35% | 14.05% |
Correlation
The correlation between MACPX and VWENX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 14, 2001 | 0.94 |
The correlation between MACPX and VWENX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
MACPX vs. VWENX — Risk / Return Rank
MACPX
VWENX
MACPX vs. VWENX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Balanced Fund (MACPX) and Vanguard Wellington Fund Admiral Shares (VWENX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MACPX | VWENX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 2.88 | +0.31 |
| Martin ratioReturn relative to average drawdown | 13.49 | 12.97 | +0.53 |
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Drawdowns
MACPX vs. VWENX - Drawdown Comparison
The maximum MACPX drawdown since its inception was -41.75%, which is greater than VWENX's maximum drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for MACPX and VWENX.
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Drawdown Indicators
| MACPX | VWENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.75% | -36.02% | -5.73% |
Max Drawdown (1Y)Largest decline over 1 year | -6.18% | -6.77% | +0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -10.62% | -11.98% | +1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -21.84% | -20.84% | -1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -24.59% | -25.33% | +0.74% |
Current DrawdownCurrent decline from peak | -0.90% | -0.95% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -4.35% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 1.50% | -0.04% |
Volatility
MACPX vs. VWENX - Volatility Comparison
BlackRock Sustainable Balanced Fund (MACPX) and Vanguard Wellington Fund Admiral Shares (VWENX) have volatilities of 3.44% and 3.58%, 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.
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Volatility by Period
| MACPX | VWENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 3.58% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 7.33% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.77% | 8.98% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.17% | 11.22% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.51% | 11.57% | -0.06% |
MACPX vs. VWENX - Expense Ratio Comparison
MACPX has a 0.50% expense ratio, which is higher than VWENX's 0.16% expense ratio.
Dividends
MACPX vs. VWENX - Dividend Comparison
MACPX's dividend yield for the trailing twelve months is around 8.13%, less than VWENX's 10.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MACPX BlackRock Sustainable Balanced Fund | 8.13% | 8.79% | 7.66% | 3.00% | 3.91% | 12.46% | 4.22% | 5.49% | 8.12% | 19.65% | 4.94% | 5.32% |
VWENX Vanguard Wellington Fund Admiral Shares | 10.99% | 11.55% | 10.85% | 6.08% | 8.28% | 8.72% | 7.85% | 4.74% | 9.58% | 5.88% | 4.53% | 6.58% |
Frequently Asked Questions
With a correlation of 0.94, MACPX and VWENX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VWENX has higher volatility (3.58%) compared to MACPX (3.44%). In terms of maximum drawdown, MACPX dropped -41.75% vs VWENX's -36.02%.
MACPX currently has the higher Sharpe Ratio (2.25 vs 2.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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