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PCBAX vs. GPAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCBAX vs. GPAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Tactical Opportunities Fund (PCBAX) and Grant Park Multi Alternative Strategies Fund (GPAIX). The values are adjusted to include any dividend payments, if applicable.

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PCBAX vs. GPAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCBAX
BlackRock Tactical Opportunities Fund
3.16%6.16%11.77%2.37%5.77%0.29%6.50%1.41%4.32%7.71%
GPAIX
Grant Park Multi Alternative Strategies Fund
1.93%12.24%1.33%4.02%-1.88%5.70%9.09%14.33%-5.96%12.36%

Returns By Period

In the year-to-date period, PCBAX achieves a 3.16% return, which is significantly higher than GPAIX's 1.93% return. Over the past 10 years, PCBAX has outperformed GPAIX with an annualized return of 5.04%, while GPAIX has yielded a comparatively lower 4.56% annualized return.


PCBAX

1D
-0.87%
1M
1.78%
YTD
3.16%
6M
1.91%
1Y
8.91%
3Y*
8.34%
5Y*
6.12%
10Y*
5.04%

GPAIX

1D
0.09%
1M
-5.61%
YTD
1.93%
6M
4.19%
1Y
13.01%
3Y*
6.78%
5Y*
4.17%
10Y*
4.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PCBAX vs. GPAIX - Expense Ratio Comparison

PCBAX has a 1.08% expense ratio, which is lower than GPAIX's 1.43% expense ratio.


Return for Risk

PCBAX vs. GPAIX — Risk / Return Rank

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

PCBAX
PCBAX Risk / Return Rank: 7070
Overall Rank
PCBAX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PCBAX Sortino Ratio Rank: 7272
Sortino Ratio Rank
PCBAX Omega Ratio Rank: 7171
Omega Ratio Rank
PCBAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
PCBAX Martin Ratio Rank: 5959
Martin Ratio Rank

GPAIX
GPAIX Risk / Return Rank: 8080
Overall Rank
GPAIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GPAIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
GPAIX Omega Ratio Rank: 7474
Omega Ratio Rank
GPAIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
GPAIX Martin Ratio Rank: 7777
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.

PCBAX vs. GPAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Tactical Opportunities Fund (PCBAX) and Grant Park Multi Alternative Strategies Fund (GPAIX). 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.


PCBAXGPAIXDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.52

-0.22

Sortino ratio

Return per unit of downside risk

1.79

2.06

-0.27

Omega ratio

Gain probability vs. loss probability

1.27

1.28

-0.01

Calmar ratio

Return relative to maximum drawdown

1.70

2.16

-0.46

Martin ratio

Return relative to average drawdown

5.69

7.36

-1.67

PCBAX vs. GPAIX - Sharpe Ratio Comparison

The current PCBAX Sharpe Ratio is 1.29, which is comparable to the GPAIX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of PCBAX and GPAIX, 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


PCBAXGPAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.52

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.65

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.63

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.69

-0.12

Correlation

The correlation between PCBAX and GPAIX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PCBAX vs. GPAIX - Dividend Comparison

PCBAX has not paid dividends to shareholders, while GPAIX's dividend yield for the trailing twelve months is around 3.38%.


TTM20252024202320222021202020192018201720162015
PCBAX
BlackRock Tactical Opportunities Fund
0.00%0.00%0.00%11.67%3.36%0.00%2.44%3.08%9.91%0.80%1.41%4.86%
GPAIX
Grant Park Multi Alternative Strategies Fund
3.38%3.44%2.01%1.98%2.71%10.90%1.78%13.29%1.51%1.68%1.92%1.49%

Drawdowns

PCBAX vs. GPAIX - Drawdown Comparison

The maximum PCBAX drawdown since its inception was -39.55%, which is greater than GPAIX's maximum drawdown of -17.16%. Use the drawdown chart below to compare losses from any high point for PCBAX and GPAIX.


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Drawdown Indicators


PCBAXGPAIXDifference

Max Drawdown

Largest peak-to-trough decline

-39.55%

-17.16%

-22.39%

Max Drawdown (1Y)

Largest decline over 1 year

-4.29%

-6.01%

+1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-6.75%

-9.13%

+2.38%

Max Drawdown (10Y)

Largest decline over 10 years

-9.00%

-17.16%

+8.16%

Current Drawdown

Current decline from peak

-1.72%

-5.61%

+3.89%

Average Drawdown

Average peak-to-trough decline

-4.39%

-4.21%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

1.77%

-0.41%

Volatility

PCBAX vs. GPAIX - Volatility Comparison

BlackRock Tactical Opportunities Fund (PCBAX) has a higher volatility of 3.19% compared to Grant Park Multi Alternative Strategies Fund (GPAIX) at 2.62%. This indicates that PCBAX's price experiences larger fluctuations and is considered to be riskier than GPAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCBAXGPAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

2.62%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

4.41%

6.84%

-2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

6.77%

8.57%

-1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.45%

6.46%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.12%

7.21%

-1.09%