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RNPGX vs. BICSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RNPGX vs. BICSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds New Perspective Fund Class R-6 (RNPGX) and BlackRock Commodity Strategies Portfolio (BICSX). The values are adjusted to include any dividend payments, if applicable.

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RNPGX vs. BICSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RNPGX
American Funds New Perspective Fund Class R-6
-5.22%21.71%17.13%25.06%-25.70%18.00%33.88%31.22%-5.71%29.31%
BICSX
BlackRock Commodity Strategies Portfolio
20.39%28.70%4.38%-4.32%11.90%22.44%6.80%11.60%-14.50%8.28%

Returns By Period

In the year-to-date period, RNPGX achieves a -5.22% return, which is significantly lower than BICSX's 20.39% return. Over the past 10 years, RNPGX has outperformed BICSX with an annualized return of 12.74%, while BICSX has yielded a comparatively lower 10.49% annualized return.


RNPGX

1D
3.11%
1M
-6.91%
YTD
-5.22%
6M
-3.48%
1Y
16.89%
3Y*
15.27%
5Y*
7.39%
10Y*
12.74%

BICSX

1D
0.97%
1M
0.81%
YTD
20.39%
6M
27.67%
1Y
41.64%
3Y*
16.45%
5Y*
14.19%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RNPGX vs. BICSX - Expense Ratio Comparison

RNPGX has a 0.42% expense ratio, which is lower than BICSX's 0.72% expense ratio.


Return for Risk

RNPGX vs. BICSX — Risk / Return Rank

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

RNPGX
RNPGX Risk / Return Rank: 5656
Overall Rank
RNPGX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RNPGX Sortino Ratio Rank: 5858
Sortino Ratio Rank
RNPGX Omega Ratio Rank: 5151
Omega Ratio Rank
RNPGX Calmar Ratio Rank: 6060
Calmar Ratio Rank
RNPGX Martin Ratio Rank: 6060
Martin Ratio Rank

BICSX
BICSX Risk / Return Rank: 9696
Overall Rank
BICSX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BICSX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BICSX Omega Ratio Rank: 9393
Omega Ratio Rank
BICSX Calmar Ratio Rank: 9797
Calmar Ratio Rank
BICSX Martin Ratio Rank: 9898
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.

RNPGX vs. BICSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds New Perspective Fund Class R-6 (RNPGX) and BlackRock Commodity Strategies Portfolio (BICSX). 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.


RNPGXBICSXDifference

Sharpe ratio

Return per unit of total volatility

1.04

2.59

-1.56

Sortino ratio

Return per unit of downside risk

1.58

3.28

-1.70

Omega ratio

Gain probability vs. loss probability

1.22

1.47

-0.25

Calmar ratio

Return relative to maximum drawdown

1.45

4.05

-2.59

Martin ratio

Return relative to average drawdown

5.93

20.56

-14.63

RNPGX vs. BICSX - Sharpe Ratio Comparison

The current RNPGX Sharpe Ratio is 1.04, which is lower than the BICSX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of RNPGX and BICSX, 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


RNPGXBICSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

2.59

-1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.90

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.70

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.28

+0.37

Correlation

The correlation between RNPGX and BICSX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RNPGX vs. BICSX - Dividend Comparison

RNPGX's dividend yield for the trailing twelve months is around 7.25%, more than BICSX's 2.57% yield.


TTM20252024202320222021202020192018201720162015
RNPGX
American Funds New Perspective Fund Class R-6
7.25%6.87%5.45%5.67%4.53%7.31%4.41%4.47%7.95%5.80%4.20%6.46%
BICSX
BlackRock Commodity Strategies Portfolio
2.57%3.09%3.60%9.39%9.05%2.68%0.80%2.03%2.12%0.65%0.94%0.00%

Drawdowns

RNPGX vs. BICSX - Drawdown Comparison

The maximum RNPGX drawdown since its inception was -34.25%, smaller than the maximum BICSX drawdown of -51.59%. Use the drawdown chart below to compare losses from any high point for RNPGX and BICSX.


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Drawdown Indicators


RNPGXBICSXDifference

Max Drawdown

Largest peak-to-trough decline

-34.25%

-51.59%

+17.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-10.53%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-34.25%

-22.35%

-11.90%

Max Drawdown (10Y)

Largest decline over 10 years

-34.25%

-35.82%

+1.57%

Current Drawdown

Current decline from peak

-8.68%

-0.40%

-8.28%

Average Drawdown

Average peak-to-trough decline

-5.59%

-20.75%

+15.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.07%

+0.81%

Volatility

RNPGX vs. BICSX - Volatility Comparison

American Funds New Perspective Fund Class R-6 (RNPGX) has a higher volatility of 6.24% compared to BlackRock Commodity Strategies Portfolio (BICSX) at 4.51%. This indicates that RNPGX's price experiences larger fluctuations and is considered to be riskier than BICSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RNPGXBICSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

4.51%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

12.49%

-2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.03%

16.33%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.15%

15.83%

+1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.77%

15.12%

+2.65%