BSPGX vs. MASKX
Compare and contrast key facts about iShares S&P 500 Index Fund Class G (BSPGX) and iShares Russell 2000 Small-Cap Index Fund (MASKX).
BSPGX is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Jul 1, 2019. MASKX is managed by BlackRock. It was launched on Apr 9, 1997.
Performance
BSPGX vs. MASKX - Performance Comparison
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BSPGX vs. MASKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BSPGX iShares S&P 500 Index Fund Class G | -7.06% | 17.85% | 24.96% | 26.27% | -18.12% | 28.66% | 19.16% | 11.06% |
MASKX iShares Russell 2000 Small-Cap Index Fund | -2.51% | 12.76% | 11.35% | 16.99% | -20.39% | 14.54% | 19.99% | 7.78% |
Returns By Period
In the year-to-date period, BSPGX achieves a -7.06% return, which is significantly lower than MASKX's -2.51% return.
BSPGX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.62%
- 1Y
- 14.42%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- —
MASKX
- 1D
- -1.48%
- 1M
- -8.19%
- YTD
- -2.51%
- 6M
- -0.38%
- 1Y
- 21.43%
- 3Y*
- 11.69%
- 5Y*
- 3.00%
- 10Y*
- 9.43%
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BSPGX vs. MASKX - Expense Ratio Comparison
BSPGX has a 0.01% expense ratio, which is lower than MASKX's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
BSPGX vs. MASKX — Risk / Return Rank
BSPGX
MASKX
BSPGX vs. MASKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund Class G (BSPGX) and iShares Russell 2000 Small-Cap Index Fund (MASKX). 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.
| BSPGX | MASKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.91 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.40 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.32 | -0.27 |
Martin ratioReturn relative to average drawdown | 5.14 | 5.00 | +0.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSPGX | MASKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.91 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.13 | +0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.34 | +0.36 |
Correlation
The correlation between BSPGX and MASKX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BSPGX vs. MASKX - Dividend Comparison
BSPGX's dividend yield for the trailing twelve months is around 1.60%, less than MASKX's 3.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSPGX iShares S&P 500 Index Fund Class G | 1.60% | 1.74% | 1.43% | 1.52% | 2.04% | 1.83% | 2.09% | 2.25% | 0.00% | 0.00% | 0.00% | 0.00% |
MASKX iShares Russell 2000 Small-Cap Index Fund | 3.22% | 3.13% | 4.81% | 2.92% | 1.70% | 7.64% | 1.42% | 3.43% | 4.26% | 3.15% | 4.60% | 3.63% |
Drawdowns
BSPGX vs. MASKX - Drawdown Comparison
The maximum BSPGX drawdown since its inception was -33.74%, smaller than the maximum MASKX drawdown of -59.06%. Use the drawdown chart below to compare losses from any high point for BSPGX and MASKX.
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Drawdown Indicators
| BSPGX | MASKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.74% | -59.06% | +25.32% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -13.89% | +1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -31.98% | +7.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.68% | — |
Current DrawdownCurrent decline from peak | -8.90% | -11.01% | +2.11% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -11.69% | +6.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.68% | -1.19% |
Volatility
BSPGX vs. MASKX - Volatility Comparison
The current volatility for iShares S&P 500 Index Fund Class G (BSPGX) is 4.24%, while iShares Russell 2000 Small-Cap Index Fund (MASKX) has a volatility of 6.63%. This indicates that BSPGX experiences smaller price fluctuations and is considered to be less risky than MASKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSPGX | MASKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 6.63% | -2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 14.09% | -5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.06% | 23.10% | -5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 23.14% | -6.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.15% | 23.63% | -3.48% |