BFAM vs. ^GSPC
BFAM (Bright Horizons Family Solutions Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, BFAM returned 1.47%/yr vs 13.29%/yr for ^GSPC. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
BFAM vs. ^GSPC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BFAM achieves a -24.78% return, which is significantly lower than ^GSPC's 11.03% return. Over the past 10 years, BFAM has underperformed ^GSPC with an annualized return of 1.47%, while ^GSPC has yielded a comparatively higher 13.29% annualized return.
BFAM
- 1D
- 2.32%
- 1M
- 1.50%
- 6M
- -17.26%
- YTD
- -24.78%
- 1Y
- -39.03%
- 3Y*
- -6.25%
- 5Y*
- -11.72%
- 10Y*
- 1.47%
- ALL TIME*
- 7.77%
^GSPC
- 1D
- 1.48%
- 1M
- 1.57%
- 6M
- 8.95%
- YTD
- 11.03%
- 1Y
- 21.84%
- 3Y*
- 19.28%
- 5Y*
- 11.54%
- 10Y*
- 13.29%
- ALL TIME*
- 8.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $38.00T | $37.50T | $41.55T |
| $69.91M | $67.03M | $89.53M |
BFAM vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BFAM Bright Horizons Family Solutions Inc. | -24.78% | -8.53% | 17.63% | 49.35% | -49.87% | -27.23% | 15.10% | 34.85% | 18.56% | 34.25% |
^GSPC S&P 500 Index | 11.03% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between BFAM and ^GSPC is 0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.29 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2013 | 0.43 |
Over the past year, the correlation between BFAM and ^GSPC has dropped to 0.00 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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
BFAM vs. ^GSPC — Risk / Return Rank
BFAM
^GSPC
BFAM vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bright Horizons Family Solutions Inc. (BFAM) and S&P 500 Index (^GSPC). 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.
| BFAM | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -3.46 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.31 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 2.41 | -3.16 |
| Martin ratioReturn relative to average drawdown | -1.27 | 10.22 | -11.49 |
Loading charts...
Drawdowns
BFAM vs. ^GSPC - Drawdown Comparison
The maximum BFAM drawdown since its inception was -69.32%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BFAM and ^GSPC.
Loading charts...
Drawdown Indicators
| BFAM | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.32% | -56.78% | -12.54% |
Max Drawdown (1Y)Largest decline over 1 year | -52.30% | -9.10% | -43.20% |
Max Drawdown (3Y)Largest decline over 3 years | -57.94% | -18.90% | -39.04% |
Max Drawdown (5Y)Largest decline over 5 years | -67.15% | -25.43% | -41.72% |
Max Drawdown (10Y)Largest decline over 10 years | -69.32% | -33.92% | -35.40% |
Current DrawdownCurrent decline from peak | -58.02% | -0.12% | -57.90% |
Average DrawdownAverage peak-to-trough decline | -20.10% | -10.70% | -9.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.23% | 2.14% | +29.09% |
Volatility
BFAM vs. ^GSPC - Volatility Comparison
Bright Horizons Family Solutions Inc. (BFAM) has a higher volatility of 12.76% compared to S&P 500 Index (^GSPC) at 3.80%. This indicates that BFAM's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BFAM | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.76% | 3.80% | +8.96% |
Volatility (6M)Calculated over the trailing 6-month period | 38.69% | 10.20% | +28.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.37% | 12.86% | +32.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.18% | 17.02% | +21.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.17% | 18.08% | +18.09% |
Frequently Asked Questions
BFAM and ^GSPC have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BFAM has higher volatility (12.76%) compared to ^GSPC (3.80%). In terms of maximum drawdown, BFAM dropped -69.32% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.71 vs -0.86), 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.
Find the right allocation for BFAM and ^GSPC
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