MASKX vs. ^GSPC
Compare and contrast key facts about iShares Russell 2000 Small-Cap Index Fund (MASKX) and S&P 500 (^GSPC).
MASKX is managed by Blackrock. It was launched on Apr 9, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MASKX or ^GSPC.
Correlation
The correlation between MASKX and ^GSPC is 0.83, 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.
Performance
MASKX vs. ^GSPC - Performance Comparison
Key characteristics
MASKX:
0.82
^GSPC:
2.06
MASKX:
1.26
^GSPC:
2.74
MASKX:
1.15
^GSPC:
1.38
MASKX:
0.70
^GSPC:
3.13
MASKX:
3.73
^GSPC:
12.84
MASKX:
4.61%
^GSPC:
2.07%
MASKX:
20.99%
^GSPC:
12.87%
MASKX:
-67.66%
^GSPC:
-56.78%
MASKX:
-12.21%
^GSPC:
-1.54%
Returns By Period
The year-to-date returns for both stocks are quite close, with MASKX having a 2.05% return and ^GSPC slightly lower at 1.96%. Over the past 10 years, MASKX has underperformed ^GSPC with an annualized return of 5.74%, while ^GSPC has yielded a comparatively higher 11.46% annualized return.
MASKX
2.05%
2.05%
2.20%
16.55%
5.05%
5.74%
^GSPC
1.96%
2.21%
8.93%
23.90%
12.52%
11.46%
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Risk-Adjusted Performance
MASKX vs. ^GSPC — Risk-Adjusted Performance Rank
MASKX
^GSPC
MASKX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund (MASKX) 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
MASKX vs. ^GSPC - Drawdown Comparison
The maximum MASKX drawdown since its inception was -67.66%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MASKX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
MASKX vs. ^GSPC - Volatility Comparison
iShares Russell 2000 Small-Cap Index Fund (MASKX) has a higher volatility of 6.48% compared to S&P 500 (^GSPC) at 5.07%. This indicates that MASKX'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.