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BFAM vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

BFAM vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bright Horizons Family Solutions Inc. (BFAM) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BFAM vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

BFAM
BFAM Risk / Return Rank: 55
Overall Rank
BFAM Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BFAM Sortino Ratio Rank: 66
Sortino Ratio Rank
BFAM Omega Ratio Rank: 44
Omega Ratio Rank
BFAM Calmar Ratio Rank: 88
Calmar Ratio Rank
BFAM Martin Ratio Rank: 44
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6161
Overall Rank
^GSPC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5757
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6262
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5757
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7272
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.

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^GSPCDifference
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

BFAM vs. ^GSPC - Sharpe Ratio Comparison

The current BFAM Sharpe Ratio is -1.04, which is lower than the ^GSPC Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of BFAM and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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^GSPCDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-63.76%

-3.21%

-60.55%

Average Drawdown

Average peak-to-trough decline

-19.78%

-10.71%

-9.07%

Ulcer Index

Depth 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^GSPCDifference

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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