BRUFX vs. ^GSPC
Compare and contrast key facts about Bruce Fund (BRUFX) and S&P 500 (^GSPC).
BRUFX is managed by The Bruce Fund. It was launched on Mar 20, 1968.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRUFX or ^GSPC.
Key characteristics
| BRUFX | ^GSPC | |
|---|---|---|
| YTD Return | 3.47% | 11.18% |
| 1Y Return | 5.45% | 26.33% |
| 3Y Return (Ann) | -0.02% | 8.72% |
| 5Y Return (Ann) | 6.62% | 13.16% |
| 10Y Return (Ann) | 6.04% | 10.99% |
| Sharpe Ratio | 0.43 | 2.38 |
| Daily Std Dev | 12.51% | 11.54% |
| Max Drawdown | -42.20% | -56.78% |
| Current Drawdown | -6.33% | -0.09% |
Correlation
The correlation between BRUFX and ^GSPC is 0.48, 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.
Performance
BRUFX vs. ^GSPC - Performance Comparison
In the year-to-date period, BRUFX achieves a 3.47% return, which is significantly lower than ^GSPC's 11.18% return. Over the past 10 years, BRUFX has underperformed ^GSPC with an annualized return of 6.04%, while ^GSPC has yielded a comparatively higher 10.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BRUFX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bruce Fund (BRUFX) and S&P 500 (^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.
Drawdowns
BRUFX vs. ^GSPC - Drawdown Comparison
The maximum BRUFX drawdown since its inception was -42.20%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BRUFX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
BRUFX vs. ^GSPC - Volatility Comparison
The current volatility for Bruce Fund (BRUFX) is 1.76%, while S&P 500 (^GSPC) has a volatility of 3.36%. This indicates that BRUFX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.