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BFAM vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

BFAM vs. ^GSPC

Last updated Jun 3, 2026

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 -0.69%/yr vs 13.75%/yr for ^GSPC. At a 0.44 correlation, their price movements are largely independent.

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 -39.81% return, which is significantly lower than ^GSPC's 11.16% return. Over the past 10 years, BFAM has underperformed ^GSPC with an annualized return of -0.69%, while ^GSPC has yielded a comparatively higher 13.75% annualized return.

BFAM

1D
-6.84%
1M
-25.16%
YTD
-39.81%
6M
-41.34%
1Y
-52.38%
3Y*
-11.39%
5Y*
-15.32%
10Y*
-0.69%

^GSPC

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*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.		-39.81%-8.53%17.63%49.35%-49.87%-27.23%15.10%34.85%18.56%34.25%
^GSPC
S&P 500 Index		11.16%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 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2013

0.44

Over the past year, the correlation between BFAM and ^GSPC has dropped to 0.13 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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Bright Horizons Family Solutions Inc.

S&P 500 Index

Often compared with BFAM:
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Often compared with ^GSPC:
^GSPC vs. ^IBEX^GSPC vs. AVGO^GSPC vs. SCHD^GSPC vs. TSMU^GSPC vs. GC=F^GSPC vs. QQQ^GSPC vs. ACWI

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: 11
Overall Rank
BFAM Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BFAM Sortino Ratio Rank: 33
Sortino Ratio Rank
BFAM Omega Ratio Rank: 22
Omega Ratio Rank
BFAM Calmar Ratio Rank: 00
Calmar Ratio Rank
BFAM Martin Ratio Rank: 11
Martin Ratio Rank
^GSPC
^GSPC Risk / Return Rank: 7979
Overall Rank
^GSPC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7676
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7777
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7979
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8888
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.

BFAM^GSPCDifference

Sharpe ratio

Return per unit of total volatility

-1.21

2.39

-3.59

Sortino ratio

Return per unit of downside risk

-1.88

3.25

-5.13

Omega ratio

Gain probability vs. loss probability

0.72

1.43

-0.72

Calmar ratio

Return relative to maximum drawdown

-1.01

3.16

-4.16

Martin ratio

Return relative to average drawdown

-1.94

14.61

-16.56

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BFAM vs. ^GSPC - Sharpe Ratio Comparison

The current BFAM Sharpe Ratio is -1.21, which is lower than the ^GSPC Sharpe Ratio of 2.39. 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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Sharpe Ratios by Period

BFAM^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.21

2.39

-3.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

0.75

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

0.76

-0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.47

-0.29

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

-52.35%

-9.10%

-43.25%

Max Drawdown (3Y)

Largest decline over 3 years

-56.63%

-18.90%

-37.73%

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

-66.41%

0.00%

-66.41%

Average Drawdown

Average peak-to-trough decline

-19.59%

-10.72%

-8.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.17%

1.97%

+25.20%

Volatility

BFAM vs. ^GSPC - Volatility Comparison

Bright Horizons Family Solutions Inc. (BFAM) has a higher volatility of 23.55% compared to S&P 500 Index (^GSPC) at 2.84%. 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

23.55%

2.84%

+20.71%

Volatility (6M)

Calculated over the trailing 6-month period

35.66%

8.98%

+26.68%

Volatility (1Y)

Calculated over the trailing 1-year period

43.57%

11.87%

+31.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.58%

16.90%

+20.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.81%

18.07%

+17.74%

Frequently Asked Questions

BFAM and ^GSPC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BFAM has higher volatility (23.55%) compared to ^GSPC (2.84%). In terms of maximum drawdown, BFAM dropped -69.32% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (2.39 vs -1.21), 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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