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 0.13%/yr vs 13.71%/yr for ^GSPC. At a 0.44 correlation, their price movements are largely independent.
Performance
BFAM vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, BFAM achieves a -35.07% return, which is significantly lower than ^GSPC's 7.60% return. Over the past 10 years, BFAM has underperformed ^GSPC with an annualized return of 0.13%, while ^GSPC has yielded a comparatively higher 13.71% annualized return.
BFAM
- 1D
- 2.84%
- 1M
- -2.82%
- YTD
- -35.07%
- 6M
- -33.88%
- 1Y
- -46.37%
- 3Y*
- -9.91%
- 5Y*
- -15.08%
- 10Y*
- 0.13%
^GSPC
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
BFAM vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BFAM Bright Horizons Family Solutions Inc. | -35.07% | -8.53% | 17.63% | 49.35% | -49.87% | -27.23% | 15.10% | 34.85% | 18.56% | 34.25% |
^GSPC S&P 500 Index | 7.60% | 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 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2013 | 0.44 |
Over the past year, the correlation between BFAM and ^GSPC has dropped to 0.08 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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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 | -2.82 | ||
| Sortino ratioReturn per unit of downside risk | -3.94 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.32 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | 2.46 | -3.34 |
| Martin ratioReturn relative to average drawdown | -1.64 | 10.92 | -12.56 |
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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.
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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 | -52.69% | -9.10% | -43.59% |
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 | -63.76% | -3.21% | -60.55% |
Average DrawdownAverage peak-to-trough decline | -19.78% | -10.71% | -9.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.24% | 2.04% | +26.20% |
Volatility
BFAM vs. ^GSPC - Volatility Comparison
Bright Horizons Family Solutions Inc. (BFAM) has a higher volatility of 14.53% compared to S&P 500 Index (^GSPC) at 4.89%. 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.
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Volatility by Period
| BFAM | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.53% | 4.89% | +9.64% |
Volatility (6M)Calculated over the trailing 6-month period | 36.57% | 9.93% | +26.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.58% | 12.57% | +32.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.77% | 17.00% | +20.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.91% | 18.08% | +17.83% |
Frequently Asked Questions
BFAM and ^GSPC have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BFAM has higher volatility (14.53%) compared to ^GSPC (4.89%). In terms of maximum drawdown, BFAM dropped -69.32% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.78 vs -1.04), 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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