PortfoliosLab logoPortfoliosLab logo
MPHQX vs. ARINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MPHQX vs. ARINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Total Return Fund Class K (MPHQX) and Archer Income Fund (ARINX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MPHQX achieves a 0.96% return, which is significantly higher than ARINX's 0.64% return. Both investments have delivered pretty close results over the past 10 years, with MPHQX having a 2.20% annualized return and ARINX not far behind at 2.18%.


MPHQX

1D
0.20%
1M
1.30%
YTD
0.96%
6M
1.47%
1Y
6.15%
3Y*
4.62%
5Y*
0.32%
10Y*
2.20%

ARINX

1D
0.00%
1M
0.46%
YTD
0.64%
6M
0.75%
1Y
3.62%
3Y*
4.67%
5Y*
1.35%
10Y*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MPHQX vs. ARINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MPHQX
BlackRock Total Return Fund Class K
0.96%8.21%1.92%6.04%-14.14%-0.68%9.10%9.91%-0.81%4.33%
ARINX
Archer Income Fund
0.64%4.42%4.90%3.99%-6.84%1.52%4.29%6.19%0.35%3.18%

Correlation

The correlation between MPHQX and ARINX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.80

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

0.81

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

0.76

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

0.71

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2011

0.64

The correlation between MPHQX and ARINX shifts across timeframes, from 0.64 (all time) to 0.81 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MPHQX vs. ARINX — Risk / Return Rank

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

MPHQX
MPHQX Risk / Return Rank: 2222
Overall Rank
MPHQX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MPHQX Sortino Ratio Rank: 2424
Sortino Ratio Rank
MPHQX Omega Ratio Rank: 2929
Omega Ratio Rank
MPHQX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MPHQX Martin Ratio Rank: 1515
Martin Ratio Rank

ARINX
ARINX Risk / Return Rank: 5656
Overall Rank
ARINX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ARINX Sortino Ratio Rank: 6868
Sortino Ratio Rank
ARINX Omega Ratio Rank: 7171
Omega Ratio Rank
ARINX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ARINX Martin Ratio Rank: 3838
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.

MPHQX vs. ARINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Total Return Fund Class K (MPHQX) and Archer Income Fund (ARINX). 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.


MPHQXARINXDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.26

1.43

-0.17

Calmar ratioReturn relative to maximum drawdown

1.47

2.39

-0.92

Martin ratioReturn relative to average drawdown

3.77

7.95

-4.17

MPHQX vs. ARINX - Sharpe Ratio Comparison

The current MPHQX Sharpe Ratio is 1.36, which is lower than the ARINX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of MPHQX and ARINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MPHQX vs. ARINX - Drawdown Comparison

The maximum MPHQX drawdown since its inception was -21.68%, which is greater than ARINX's maximum drawdown of -9.38%. Use the drawdown chart below to compare losses from any high point for MPHQX and ARINX.


Loading charts...

Drawdown Indicators


MPHQXARINXDifference

Max Drawdown

Largest peak-to-trough decline

-21.68%

-9.38%

-12.30%

Max Drawdown (1Y)

Largest decline over 1 year

-4.28%

-1.57%

-2.71%

Max Drawdown (3Y)

Largest decline over 3 years

-6.86%

-1.57%

-5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-19.28%

-9.38%

-9.90%

Max Drawdown (10Y)

Largest decline over 10 years

-19.28%

-9.38%

-9.90%

Current Drawdown

Current decline from peak

-2.19%

-0.57%

-1.62%

Average Drawdown

Average peak-to-trough decline

-3.79%

-1.72%

-2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

0.47%

+1.19%

Volatility

MPHQX vs. ARINX - Volatility Comparison

BlackRock Total Return Fund Class K (MPHQX) has a higher volatility of 1.29% compared to Archer Income Fund (ARINX) at 0.65%. This indicates that MPHQX's price experiences larger fluctuations and is considered to be riskier than ARINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MPHQXARINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

0.65%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

3.60%

1.49%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

4.62%

1.80%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

2.07%

+4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.15%

1.97%

+3.18%

MPHQX vs. ARINX - Expense Ratio Comparison

MPHQX has a 0.37% expense ratio, which is lower than ARINX's 0.98% expense ratio.


Dividends

MPHQX vs. ARINX - Dividend Comparison

MPHQX's dividend yield for the trailing twelve months is around 4.77%, more than ARINX's 3.58% yield.


PositionTTM20252024202320222021202020192018201720162015
ARINX
Archer Income Fund
3.58%2.72%3.77%3.15%2.72%2.56%2.66%2.69%2.84%2.94%2.84%2.79%
MPHQX
BlackRock Total Return Fund Class K
4.77%4.89%5.01%4.19%3.09%2.58%6.30%3.24%3.40%3.21%2.89%3.49%

Frequently Asked Questions


MPHQX and ARINX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MPHQX has higher volatility (1.29%) compared to ARINX (0.65%). In terms of maximum drawdown, MPHQX dropped -21.68% vs ARINX's -9.38%.

ARINX currently has the higher Sharpe Ratio (2.09 vs 1.36), 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.

Portfolio Optimizer

Find the right allocation for MPHQX and ARINX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer