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MAFOX vs. PBAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAFOX vs. PBAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Large Cap Focus Growth Fund (MAFOX) and BlackRock Tactical Opportunities Fund Institutional Class (PBAIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MAFOX achieves a 13.80% return, which is significantly higher than PBAIX's 9.80% return. Over the past 10 years, MAFOX has outperformed PBAIX with an annualized return of 17.42%, while PBAIX has yielded a comparatively lower 6.10% annualized return.


MAFOX

1D
-1.73%
1M
6.51%
YTD
13.80%
6M
13.07%
1Y
25.30%
3Y*
25.13%
5Y*
12.32%
10Y*
17.42%

PBAIX

1D
-0.40%
1M
0.93%
YTD
9.80%
6M
10.64%
1Y
12.87%
3Y*
10.20%
5Y*
7.19%
10Y*
6.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAFOX vs. PBAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAFOX
BlackRock Large Cap Focus Growth Fund
13.80%12.76%31.11%52.63%-38.05%17.13%46.85%31.16%3.63%29.90%
PBAIX
BlackRock Tactical Opportunities Fund Institutional Class
9.80%6.46%12.08%2.64%6.14%0.50%6.91%1.65%4.68%8.05%

Correlation

The correlation between MAFOX and PBAIX is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2000

0.61

Over the past year, the correlation between MAFOX and PBAIX has dropped to 0.07 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

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Return for Risk

MAFOX vs. PBAIX — Risk / Return Rank

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

MAFOX
MAFOX Risk / Return Rank: 2424
Overall Rank
MAFOX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MAFOX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MAFOX Omega Ratio Rank: 2626
Omega Ratio Rank
MAFOX Calmar Ratio Rank: 1919
Calmar Ratio Rank
MAFOX Martin Ratio Rank: 2121
Martin Ratio Rank

PBAIX
PBAIX Risk / Return Rank: 6666
Overall Rank
PBAIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PBAIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PBAIX Omega Ratio Rank: 6464
Omega Ratio Rank
PBAIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PBAIX Martin Ratio Rank: 5353
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.

MAFOX vs. PBAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Large Cap Focus Growth Fund (MAFOX) and BlackRock Tactical Opportunities Fund Institutional Class (PBAIX). 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.


MAFOXPBAIXDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.27

1.45

-0.18

Calmar ratioReturn relative to maximum drawdown

1.58

4.41

-2.82

Martin ratioReturn relative to average drawdown

5.32

10.85

-5.53

MAFOX vs. PBAIX - Sharpe Ratio Comparison

The current MAFOX Sharpe Ratio is 1.52, which is lower than the PBAIX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of MAFOX and PBAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MAFOXPBAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

2.30

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

1.12

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

1.00

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.58

-0.47

Drawdowns

MAFOX vs. PBAIX - Drawdown Comparison

The maximum MAFOX drawdown since its inception was -89.93%, which is greater than PBAIX's maximum drawdown of -39.26%. Use the drawdown chart below to compare losses from any high point for MAFOX and PBAIX.


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Drawdown Indicators


MAFOXPBAIXDifference

Max Drawdown

Largest peak-to-trough decline

-89.93%

-39.26%

-50.67%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-2.99%

-13.71%

Max Drawdown (3Y)

Largest decline over 3 years

-24.48%

-6.79%

-17.69%

Max Drawdown (5Y)

Largest decline over 5 years

-42.39%

-6.79%

-35.60%

Max Drawdown (10Y)

Largest decline over 10 years

-42.39%

-8.94%

-33.45%

Current Drawdown

Current decline from peak

-1.73%

-0.46%

-1.27%

Average Drawdown

Average peak-to-trough decline

-54.22%

-4.30%

-49.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

1.21%

+3.74%

Volatility

MAFOX vs. PBAIX - Volatility Comparison

BlackRock Large Cap Focus Growth Fund (MAFOX) has a higher volatility of 4.53% compared to BlackRock Tactical Opportunities Fund Institutional Class (PBAIX) at 1.71%. This indicates that MAFOX's price experiences larger fluctuations and is considered to be riskier than PBAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAFOXPBAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

1.71%

+2.82%

Volatility (6M)

Calculated over the trailing 6-month period

13.53%

4.79%

+8.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.37%

5.75%

+11.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.61%

6.44%

+17.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.68%

6.13%

+16.55%

MAFOX vs. PBAIX - Expense Ratio Comparison

MAFOX has a 0.67% expense ratio, which is lower than PBAIX's 0.77% expense ratio.


Dividends

MAFOX vs. PBAIX - Dividend Comparison

MAFOX's dividend yield for the trailing twelve months is around 14.08%, while PBAIX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MAFOX
BlackRock Large Cap Focus Growth Fund
14.08%16.03%4.04%3.05%2.01%11.20%0.53%5.45%4.43%4.06%0.00%4.66%
PBAIX
BlackRock Tactical Opportunities Fund Institutional Class
0.00%0.00%0.00%11.84%3.52%0.00%2.71%3.39%10.17%0.86%1.74%5.15%

Frequently Asked Questions


MAFOX and PBAIX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MAFOX has higher volatility (4.53%) compared to PBAIX (1.71%). In terms of maximum drawdown, MAFOX dropped -89.93% vs PBAIX's -39.26%.

PBAIX currently has the higher Sharpe Ratio (2.30 vs 1.52), 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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